Report NEP-CMP-2025-01-13
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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-CMP
The following items were announced in this report:
- Kamil {L}. Szyd{l}owski & Jaros{l}aw A. Chudziak, 2024. "Hidformer: Transformer-Style Neural Network in Stock Price Forecasting," Papers 2412.19932, arXiv.org.
- Adamantios Ntakaris & Gbenga Ibikunle, 2024. "Minimal Batch Adaptive Learning Policy Engine for Real-Time Mid-Price Forecasting in High-Frequency Trading," Papers 2412.19372, arXiv.org, revised Dec 2024.
- Oudom Hean & Utsha Saha & Binita Saha, 2024. "Can AI Help with Your Personal Finances?," Papers 2412.19784, arXiv.org, revised Jan 2025.
- Francesco Audrino & Jonathan Chassot, 2024. "Hard to Beat: The Overlooked Impact of Rolling Windows in the Era of Machine Learning," Swiss Finance Institute Research Paper Series 24-70, Swiss Finance Institute.
- Sermet Pekin & Aykut Sengul, 2024. "The Good, the Better and the Challenging:Insights into Predicting High-Growth Firms using Machine Learning," Working Papers 2413, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Hendriks, Patrick & Sturm, Timo & Olt, Christian M. & Nan, Ning & Buxmann, Peter, 2024. "Organizational Learning and Enactment in the Era of Artificial Intelligence," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 150817, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
- Yichen Luo & Yebo Feng & Jiahua Xu & Paolo Tasca & Yang Liu, 2025. "LLM-Powered Multi-Agent System for Automated Crypto Portfolio Management," Papers 2501.00826, arXiv.org, revised Jan 2025.
- Yijia Xiao & Edward Sun & Di Luo & Wei Wang, 2024. "TradingAgents: Multi-Agents LLM Financial Trading Framework," Papers 2412.20138, arXiv.org, revised Jan 2025.
- Kauhanen, Antti & Kässi, Otto & Pajarinen, Mika & Rouvinen, Petri & Vanhala, Pekka, 2024. "Generative Artificial Intelligence: Observations from a Fall 2024 Survey," ETLA Brief 144, The Research Institute of the Finnish Economy.
- Francesco Audrino & Jessica Gentner & Simon Stalder, 2024. "Quantifying Uncertainty: A New Era of Measurement through Large Language Models," Swiss Finance Institute Research Paper Series 24-68, Swiss Finance Institute.
- Jule Schuettler & Francesco Audrino & Fabio Sigrist, 2024. "Does sentiment help in asset pricing? A novel approach using large language models and market-based labels," Swiss Finance Institute Research Paper Series 24-69, Swiss Finance Institute.
- Abdollah Rida, 2024. "Machine and Deep Learning for Credit Scoring: A compliant approach," Papers 2412.20225, arXiv.org.
- Vanessa Heinemann-Heile, 2024. "Using Machine Learning to Predict Firms’ Tax Perception," Working Papers Dissertations 128, Paderborn University, Faculty of Business Administration and Economics.
- Denisa Millo & Blerina Vika & Nevila Baci, 2024. "Integrating Natural Language Processing Techniques of Text Mining Into Financial System: Applications and Limitations," Papers 2412.20438, arXiv.org.
- Kemal Kirtac & Guido Germano, 2024. "Sentiment trading with large language models," Papers 2412.19245, arXiv.org.
- Hendriks, Patrick & Sturm, Timo & Mehler, Maren F. & Buxmann, Peter, 2024. "The Impact of Artificial Intelligence on the Evolution of Culture," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 150816, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
- Vetter, Oliver Andreas, 2024. "Business Models Powered by Machine Learning: Exploring How Machine Learning Changes the Ways Organizations Create, Deliver, and Capture Value," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 150671, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
- Philipp Bach & Victor Chernozhukov & Sven Klaassen & Martin Spindler & Jan Teichert-Kluge & Suhas Vijaykumar, 2024. "Adventures in Demand Analysis Using AI," Papers 2501.00382, arXiv.org.
- Wei Li & Yi-Lun Du & Nan Su & Konrad Tywoniuk & Kyle Godbey & Horst Stocker, 2024. "Community detection by simulated bifurcation," Papers 2501.00075, arXiv.org.
- Lee, Heungmin, 2025. "Unleashing the Potential of Large Language Models in the Finance Industry," OSF Preprints ahkd3, Center for Open Science.
- Hannes Mueller & Christopher Rauh & Benjamin R Seimon & Mr. Raphael A Espinoza, 2024. "The Urgency of Conflict Prevention – A Macroeconomic Perspective," IMF Working Papers 2024/256, International Monetary Fund.
- Zöll, Anne, 2024. "Managing Privacy Challenges in Digital Services and Machine Learning," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 150796, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
- Yuhao Fu & Nobuyuki Hanaki, 2024. "Do people rely on ChatGPT more than their peers to detect deepfake news?," ISER Discussion Paper 1233r, Institute of Social and Economic Research, Osaka University, revised Dec 2024.
- Filip Stefaniuk & Robert Ślepaczuk, 2024. "Informer in Algorithmic Investment Strategies on High Frequency Bitcoin Data," Working Papers 2024-27, Faculty of Economic Sciences, University of Warsaw.
- MEDAGLIA Rony & MIKALEF Patrick & TANGI Luca, 2024. "Competences and governance practices for artificial intelligence in the public sector," JRC Research Reports JRC138702, Joint Research Centre.
- MORIKAWA Masayuki, 2024. "Macroeconomic Impact of Artificial Intelligence on Productivity: An estimate from a survey," Discussion papers 24084, Research Institute of Economy, Trade and Industry (RIETI).
- Fetzer, Thiemo & Lambert, Peter John & Feld, Bennet & Garg, Prashant, 2024. "AI-Generated Production Networks: Measurement and Applications to Global Trade," CAGE Online Working Paper Series 733, Competitive Advantage in the Global Economy (CAGE).
- ITO Arata & SATO Masahiro & OTA Rui, 2024. "Content-based Metric on Monetary Policy Uncertainty by Using Large Language Models," Discussion papers 24080, Research Institute of Economy, Trade and Industry (RIETI).
- Paul, Joseph R. & Schaffer, Mark E., 2024. "An introduction to conformal inference for economists," Accountancy, Economics, and Finance Working Papers 2024-13, Heriot-Watt University, Department of Accountancy, Economics, and Finance.
- Erdinc Akyildirim & Matteo Gambara & Josef Teichmann & Syang Zhou, 2024. "Randomized Signature Methods in Optimal Portfolio Selection," Swiss Finance Institute Research Paper Series 24-79, Swiss Finance Institute.
- Fetzer, Thiemo & Lambert, Peter John & Feld, Bennet & Garg, Prashant, 2024. "AI-Generated Production Networks : Measurement and Applications to Global Trade," The Warwick Economics Research Paper Series (TWERPS) 1528, University of Warwick, Department of Economics.
- Darudi, Ali, 2024. "The Future Electricity Market Model - FEM: Model Description," EconStor Preprints 306396, ZBW - Leibniz Information Centre for Economics.
- Isaak, Niklas & Jessen, Robin, 2024. "Normative Judgments Implicit in the Tax System: A Simulation Approach," IZA Discussion Papers 17566, Institute of Labor Economics (IZA).
- Lu, Hongyu & Rodgers, Michael O. & Guensler, Randall, 2024. "MOVES-Matrix 3.0: On-Road Energy and Emission Modeling with High-Performance Supercomputing," Institute of Transportation Studies, Working Paper Series qt4cs5q28b, Institute of Transportation Studies, UC Davis.