Report NEP-CMP-2024-10-28

This is the archive for NEP-CMP, a report on new working papers in the area of Computational Economics. Stan Miles issued this report. It is usually issued weekly.

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Other reports in NEP-CMP

The following items were announced in this report:

• Zeda Xu & John Liechty & Sebastian Benthall & Nicholas Skar-Gislinge & Christopher McComb, 2024. "GARCH-Informed Neural Networks for Volatility Prediction in Financial Markets," Papers 2410.00288, arXiv.org.
• John Phan & Hung-Fu Chang, 2024. "Leveraging Fundamental Analysis for Stock Trend Prediction for Profit," Papers 2410.03913, arXiv.org.
• Köbis, Nils & Rahwan, Zoe & Bersch, Clara & Ajaj, Tamer & Bonnefon, Jean-François & Rahwan, Iyad, 2024. "Experimental evidence that delegating to intelligent machines can increase dishonest behaviour," OSF Preprints dnjgz, Center for Open Science.
• Ananya Unnikrishnan, 2024. "American Call Options Pricing With Modular Neural Networks," Papers 2409.19706, arXiv.org.
• Pascal Kundig & Fabio Sigrist, 2024. "A Spatio-Temporal Machine Learning Model for Mortgage Credit Risk: Default Probabilities and Loan Portfolios," Papers 2410.02846, arXiv.org.
• Daniele Condorelli & Massimiliano Furlan, 2024. "Deep Learning to Play Games," Papers 2409.15197, arXiv.org.
• Masanori Hirano & Kentaro Imajo, 2024. "The Construction of Instruction-tuned LLMs for Finance without Instruction Data Using Continual Pretraining and Model Merging," Papers 2409.19854, arXiv.org.
• Diego Vallarino, 2024. "Machine Learning and Econometric Approaches to Fiscal Policies: Understanding Industrial Investment Dynamics in Uruguay (1974-2010)," Papers 2410.00002, arXiv.org.
• Bingyao Liu & Iris Li & Jianhua Yao & Yuan Chen & Guanming Huang & Jiajing Wang, 2024. "Unveiling the Potential of Graph Neural Networks in SME Credit Risk Assessment," Papers 2409.17909, arXiv.org.
• Ryan Y. Lin & Siddhartha Ojha & Kevin Cai & Maxwell F. Chen, 2024. "Strategic Collusion of LLM Agents: Market Division in Multi-Commodity Competitions," Papers 2410.00031, arXiv.org.
• Zheng Cao & Xinhao Lin, 2024. "Theoretical and Empirical Validation of Heston Model," Papers 2409.12453, arXiv.org, revised Oct 2024.
• John Armstrong & George Tatlow, 2024. "Deep Gamma Hedging," Papers 2409.13567, arXiv.org.
• Gustavo de Freitas Fonseca & Lucas Coelho e Silva & Paulo Andr'e Lima de Castro, 2024. "Improving Portfolio Optimization Results with Bandit Networks," Papers 2410.04217, arXiv.org, revised Oct 2024.
• Xiang Li & Lan Zhao & Junhao Ren & Yajuan Sun & Chuan Fu Tan & Zhiquan Yeo & Gaoxi Xiao, 2024. "A Unified Framework to Classify Business Activities into International Standard Industrial Classification through Large Language Models for Circular Economy," Papers 2409.18988, arXiv.org.
• Sukjin Han, 2024. "Mining Causality: AI-Assisted Search for Instrumental Variables," Papers 2409.14202, arXiv.org.
• Shuaiyu Chen & T. Clifton Green & Huseyin Gulen & Dexin Zhou, 2024. "What Does ChatGPT Make of Historical Stock Returns? Extrapolation and Miscalibration in LLM Stock Return Forecasts," Papers 2409.11540, arXiv.org.
• Manish Jha & Jialin Qian & Michael Weber & Baozhong Yang, 2024. "Harnessing Generative AI for Economic Insights," Papers 2410.03897, arXiv.org, revised Oct 2024.
• Azhari Amine, 2024. "The Impact of Artificial Intelligence on Accounting: Enhancing the Quality of Financial Information through Financial Forecasting and Risk Management [L'impact de l'intelligence artificielle sur la," Post-Print hal-04694939, HAL.
• Corentin Lobet & Patrick Llerena & André Lorentz, 2024. "Two halves don't make a whole: instability and idleness emerging from the co-evolution of the production and innovation processes," LEM Papers Series 2024/27, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.