Report NEP-CMP-2024-12-30

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:

• Jian Guo & Saizhuo Wang & Yiyan Qi, 2024. "Guided Learning: Lubricating End-to-End Modeling for Multi-stage Decision-making," Papers 2411.10496, arXiv.org.
• Ananya Unnikrishnan, 2024. "Financial News-Driven LLM Reinforcement Learning for Portfolio Management," Papers 2411.11059, arXiv.org.
• Joshua Aslett & Stuart Hamilton & Ignacio Gonzalez & David Hadwick & Michael A Hardy & Azael Pérez, 2024. "Understanding Artificial Intelligence in Tax and Customs Administration," IMF Technical Notes and Manuals 2024/006, International Monetary Fund.
• Xin Zhang & Zhen Xu & Yue Liu & Mengfang Sun & Tong Zhou & Wenying Sun, 2024. "Robust Graph Neural Networks for Stability Analysis in Dynamic Networks," Papers 2411.11848, arXiv.org.
• Tsogt-Ochir Enkhbayar, 2024. "A New Way: Kronecker-Factored Approximate Curvature Deep Hedging and its Benefits," Papers 2411.15002, arXiv.org.
• Sorouralsadat Fatemi & Yuheng Hu, 2024. "FinVision: A Multi-Agent Framework for Stock Market Prediction," Papers 2411.08899, arXiv.org.
• Marco Hening-Tallarico & Pablo Olivares, 2024. "Pricing Weather Derivatives: A Time Series Neural Network Approach," Papers 2411.12013, arXiv.org.
• Junjie Guo, 2024. "Deep Learning in Long-Short Stock Portfolio Allocation: An Empirical Study," Papers 2411.13555, arXiv.org, revised Nov 2024.
• Jue Xiao & Tingting Deng & Shuochen Bi, 2024. "Comparative Analysis of LSTM, GRU, and Transformer Models for Stock Price Prediction," Papers 2411.05790, arXiv.org.
• Bartosz Bieganowski & Robert 'Slepaczuk, 2024. "Supervised Autoencoders with Fractionally Differentiated Features and Triple Barrier Labelling Enhance Predictions on Noisy Data," Papers 2411.12753, arXiv.org, revised Nov 2024.
• Shuochen Bi & Tingting Deng & Jue Xiao, 2024. "The Role of AI in Financial Forecasting: ChatGPT's Potential and Challenges," Papers 2411.13562, arXiv.org.
• Mabsur Fatin Bin Hossain & Lubna Zahan Lamia & Md Mahmudur Rahman & Md Mosaddek Khan, 2024. "FinBERT-BiLSTM: A Deep Learning Model for Predicting Volatile Cryptocurrency Market Prices Using Market Sentiment Dynamics," Papers 2411.12748, arXiv.org.
• Karel Janda & Mathieu Petit, 2024. "Analyzing Decision-Making in Deep-Q Reinforcement Learning for Trading: A Case Study on Tesla Company and its Supply Chain," Working Papers IES 2024/40, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Nov 2024.
• Simon D Angus, 2024. "Tracking Policy-relevant Narratives of Democratic Resilience at Scale: from experts and machines, to AI & the transformer revolution," SoDa Laboratories Working Paper Series 2024-07, Monash University, SoDa Laboratories.
• Claudia Biancotti & Carolina Camassa & Andrea Coletta & Oliver Giudice & Aldo Glielmo, 2024. "Chat Bankman-Fried: an Exploration of LLM Alignment in Finance," Papers 2411.11853, arXiv.org, revised Nov 2024.
• Peter Dixon & Michael Jerie & Dean Mustakinov & Maureen T. Rimmer & Nicholas Sheard & Florian Schiffmann & Glyn Wittwer, 2024. "Constructing a Destructive Events Tool using Small Rectangular Areas, Computable General Equilibrium Modelling and Neural Networks," Centre of Policy Studies/IMPACT Centre Working Papers g-349, Victoria University, Centre of Policy Studies/IMPACT Centre.
• Lars Fluri & A. Ege Yilmaz & Denis Bieri & Thomas Ankenbrand & Aurelio Perucca, 2024. "Simulating Liquidity: Agent-Based Modeling of Illiquid Markets for Fractional Ownership," Papers 2411.13381, arXiv.org, revised Dec 2024.
• Yahui Bai & Yuhe Gao & Runzhe Wan & Sheng Zhang & Rui Song, 2024. "A Review of Reinforcement Learning in Financial Applications," Papers 2411.12746, arXiv.org.
• Sahand Hassanizorgabad, 2024. "Composing Ensembles of Instrument-Model Pairs for Optimizing Profitability in Algorithmic Trading," Papers 2411.13559, arXiv.org.
• James B. Glattfelder & Thomas Houweling, 2024. "Calculating Profits and Losses for Algorithmic Trading Strategies: A Short Guide," Papers 2411.14068, arXiv.org.
• Junhua Liu, 2024. "A Survey of Financial AI: Architectures, Advances and Open Challenges," Papers 2411.12747, arXiv.org.
• Martin Arnaiz Iglesias & Adil Rengim Cetingoz & Noufel Frikha, 2024. "Mirror Descent Algorithms for Risk Budgeting Portfolios," Papers 2411.12323, arXiv.org.