Report NEP-CMP-2025-01-06

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:

• Wendy E. Dunn & Raakin Kabir & Ellen E. Meade & Nitish R. Sinha, 2024. "Using Generative AI Models to Understand FOMC Monetary Policy Discussions," FEDS Notes 2024-12-06-1, Board of Governors of the Federal Reserve System (U.S.).
• Mahalakshmi Manian & Parthajit Kayal, 2024. "Detecting and Forecasting Financial Bubbles in The Indian Stock Market Using Machine Learning Models," Working Papers 2024-270, Madras School of Economics,Chennai,India.
• Herbert Dawid & Philipp Harting & Michal Neugart, 2024. "Deep Q-learning of Prices in Oligopolies: The Number of Competitors Matters," GREDEG Working Papers 2024-32, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
• Federico Giorgi & Stefano Herzel & Paolo Pigato, 2024. "A Reinforcement Learning Algorithm For Option Hedging," CEIS Research Paper 586, Tor Vergata University, CEIS, revised 17 Dec 2024.
• Sebastian Bell & Ali Kakhbod & Martin Lettau & Abdolreza Nazemi, 2024. "Glass Box Machine Learning and Corporate Bond Returns," NBER Working Papers 33320, National Bureau of Economic Research, Inc.
• Tobias Schimanski & Jingwei Ni & Mathias Kraus & Elliott Ash & Markus Leippold, 2024. "Towards Faithful and Robust LLM Specialists for Evidence-Based Question-Answering," Swiss Finance Institute Research Paper Series 24-94, Swiss Finance Institute.
• Munipalle, Pravith, 2024. "Algorithmic Bot Trading vs. Human Trading: Assessing Retail Trading Implications in Financial Markets," OSF Preprints p98zv, Center for Open Science.
• Christoph Engel, 2024. "Experimental comparative law 2.0? Large language models as a novel empirical tool," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2024_12, Max Planck Institute for Research on Collective Goods.
• Robert Kelchen & Dubravka Ritter & Douglas A. Webber, 2024. "Predicting College Closures and Financial Distress," Working Papers 24-20, Federal Reserve Bank of Philadelphia.
• Kaiji Chen & Mr. Yunhui Zhao, 2024. "Chinese Housing Market Sentiment Index: A Generative AI Approach and An Application to Monetary Policy Transmission," IMF Working Papers 2024/264, International Monetary Fund.
• Markus Leippold & Qian Wang & Min Yang, 2024. "Technical Patterns and News Sentiment in Stock Markets," Swiss Finance Institute Research Paper Series 24-88, Swiss Finance Institute.
• Hao Hao & Tae-Hwy Lee, 2024. "Boosting GMM with Many Instruments When Some Are Invalid and/or Irrelevant," Working Papers 202411, University of California at Riverside, Department of Economics.