Report NEP-CMP-2024-12-16

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:

• Jésus Fernández-Villaverde & Galo Nuño & Jesse Perla & Jesús Fernández-Villaverde, 2024. "Taming the Curse of Dimensionality: Quantitative Economics with Deep Learning," CESifo Working Paper Series 11448, CESifo.
• Yaacov Kopeliovich & Michael Pokojovy, 2024. "Portfolio Optimization with Feedback Strategies Based on Artificial Neural Networks," Papers 2411.09899, arXiv.org.
• Asef Yelghi & Aref Yelghi & Shirmohammad Tavangari, 2024. "Artificial Intelligence in Financial Forecasting: Analyzing the Suitability of AI Models for Dollar/TL Exchange Rate Predictions," Papers 2411.04259, arXiv.org, revised Nov 2024.
• Yadh Hafsi & Edoardo Vittori, 2024. "Optimal Execution with Reinforcement Learning," Papers 2411.06389, arXiv.org.
• Haowen Bao & Yongmiao Hong & Yuying Sun & Shouyang Wang, 2024. "Sparse Interval-valued Time Series Modeling with Machine Learning," Papers 2411.09452, arXiv.org.
• Shamima Nasrin Tumpa & Kehelwala Dewage Gayan Maduranga, 2024. "Utilizing RNN for Real-time Cryptocurrency Price Prediction and Trading Strategy Optimization," Papers 2411.05829, arXiv.org.
• Sven Goluv{z}a & Tomislav Kovav{c}evi'c & Stjepan Beguv{s}i'c & Zvonko Kostanjv{c}ar, 2024. "Robot See, Robot Do: Imitation Reward for Noisy Financial Environments," Papers 2411.08637, arXiv.org.
• Luo, Nanyu & Ji, Feng & Han, Yuting & He, Jinbo & Zhang, Xiaoya, 2024. "Fitting item response theory models using deep learning computational frameworks," OSF Preprints tjxab, Center for Open Science.
• Xianhua Peng & Xiang Zhou & Bo Xiao & Yi Wu, 2024. "A Risk Sensitive Contract-unified Reinforcement Learning Approach for Option Hedging," Papers 2411.09659, arXiv.org.
• Anton Korinek & Jai Vipra, 2024. "Concentrating Intelligence: Scaling and Market Structure in Artificial Intelligence," NBER Working Papers 33139, National Bureau of Economic Research, Inc.
• Augusto Cerqua & Marco Letta & Gabriele Pinto, 2024. "On the (Mis)Use of Machine Learning with Panel Data," Papers 2411.09218, arXiv.org.
• Peng Zhu & Yuante Li & Yifan Hu & Sheng Xiang & Qinyuan Liu & Dawei Cheng & Yuqi Liang, 2024. "MCI-GRU: Stock Prediction Model Based on Multi-Head Cross-Attention and Improved GRU," Papers 2410.20679, arXiv.org.
• Rui Liu & Jiayou Liang & Haolong Chen & Yujia Hu, 2024. "Analyst Reports and Stock Performance: Evidence from the Chinese Market," Papers 2411.08726, arXiv.org.
• Abdul Rahman & Neelesh Upadhye, 2024. "Hybrid Vector Auto Regression and Neural Network Model for Order Flow Imbalance Prediction in High Frequency Trading," Papers 2411.08382, arXiv.org.
• Amilcar Velez, 2024. "On the Asymptotic Properties of Debiased Machine Learning Estimators," Papers 2411.01864, arXiv.org.
• Alhassan S. Yasin & Prabdeep S. Gill, 2024. "Reinforcement Learning Framework for Quantitative Trading," Papers 2411.07585, arXiv.org.
• Tianyu Zhou & Pinqiao Wang & Yilin Wu & Hongyang Yang, 2024. "FinRobot: AI Agent for Equity Research and Valuation with Large Language Models," Papers 2411.08804, arXiv.org.
• Hoyoung Lee & Youngsoo Choi & Yuhee Kwon, 2024. "Quantifying Qualitative Insights: Leveraging LLMs to Market Predict," Papers 2411.08404, arXiv.org.
• Souhir Ben Amor & Thomas Mobius & Felix Musgens, 2024. "Bridging an energy system model with an ensemble deep-learning approach for electricity price forecasting," Papers 2411.04880, arXiv.org.
• James S. Cummins & Natalia G. Berloff, 2024. "A Fully Analog Pipeline for Portfolio Optimization," Papers 2411.06566, arXiv.org.
• Daniele Ballinari & Alexander Wehrli, 2024. "Semiparametric inference for impulse response functions using double/debiased machine learning," Papers 2411.10009, arXiv.org.
• Item repec:bfv:sbsrec:002 is not listed on IDEAS anymore

• Hugo Schnoering & Michalis Vazirgiannis, 2024. "Bitcoin Research with a Transaction Graph Dataset," Papers 2411.10325, arXiv.org.
• Achintya Gopal, 2024. "Filling in Missing FX Implied Volatilities with Uncertainties: Improving VAE-Based Volatility Imputation," Papers 2411.05998, arXiv.org.
• Masahiro Suzuki & Hiroki Sakaji, 2024. "Refined and Segmented Price Sentiment Indices from Survey Comments," Papers 2411.09937, arXiv.org, revised Nov 2024.
• Davide Lauria & JiHo Park & Yuan Hu & W. Brent Lindquist & Svetlozar T. Rachev & Frank J. Fabozzi, 2024. "An Empirical Implementation of the Shadow Riskless Rate," Papers 2411.07421, arXiv.org.