[go: up one dir, main page]

  EconPapers    
Economics at your fingertips  
 
24 documents matched the search for the 2022-10-17 issue of the NEP report on Computational Economics (nep-cmp), currently edited by Stan Miles.
Go to document

Search Results

Show results as a single list without preview.
Modify Search New Search
Customize tabs

11121

Model-based gym environments for limit order book trading,
Joseph Jerome, Leandro Sanchez-Betancourt, Rahul Savani and Martin Herdegen, from arXiv.org (2022) Downloads

Weak Supervision in Analysis of News: Application to Economic Policy Uncertainty,
Paul Trust, Ahmed Zahran and Rosane Minghim, from arXiv.org (2022) Downloads

Two-stage Modeling for Prediction with Confidence,
Dangxing Chen, from arXiv.org (2022) Downloads

An Attention Free Long Short-Term Memory for Time Series Forecasting,
Hugo Inzirillo and Ludovic De Villelongue, from arXiv.org (2022) Downloads

Forecasting World Trade Using Big Data and Machine Learning Techniques,
Andrei Dubovik, Adam Elbourne, Bram Hendriks and Mark Kattenberg, from CPB Netherlands Bureau for Economic Policy Analysis (2022) Downloads

Predicting Mutual Funds' Performance using Deep Learning and Ensemble Techniques,
Nghia Chu, Binh Dao, Nga Pham, Huy Nguyen and Hien Tran, from arXiv.org (2023) Downloads

Tree-Based Learning in RNNs for Power Consumption Forecasting,
Roberto Baviera and Pietro Manzoni, from arXiv.org (2022) Downloads

Artificial Intelligence Models and Employee Lifecycle Management: A Systematic Literature Review,
Saeed Nosratabadi, Roya Khayer Zahed, Vadim Vitalievich Ponkratov and Evgeniy Vyacheslavovich Kostyrin, from arXiv.org (2022) Downloads

Computing XVA for American basket derivatives by Machine Learning techniques,
Ludovic Goudenege, Andrea Molent and Antonino Zanette, from arXiv.org (2022) Downloads

RESHAPE: Explaining Accounting Anomalies in Financial Statement Audits by enhancing SHapley Additive exPlanations,
Ricardo M\"uller, Marco Schreyer, Timur Sattarov and Damian Borth, from arXiv.org (2022) Downloads

Uncertainty analysis of contagion processes based on a functional approach,
Zonghui Yao, Dunia López-Pintado and Sara López-Pintado, from Universidad Pablo de Olavide, Department of Economics (2022)
Keywords: contagion; uncertainty; functional data.
Downloads

Interpreting and predicting the economy flows: A time-varying parameter global vector autoregressive integrated the machine learning model,
Yukang Jiang, Xueqin Wang, Zhixi Xiong, Haisheng Yang and Ting Tian, from arXiv.org (2022) Downloads

Labour supply responses to income tax changes in Spain,
Antonio Cutanda and Juan A. Sanchis, from Department of Applied Economics II, Universidad de Valencia (2022)
Keywords: Labour Supply; Labour Income Tax; Intertemporal Elasticity of Substitution of Leisure; Simulations
Downloads

Statistical Learning of Value-at-Risk and Expected Shortfall,
D Barrera, S Cr\'epey, E Gobet, Hoang-Dung Nguyen and B Saadeddine, from arXiv.org (2024) Downloads

What does machine learning say about the drivers of inflation?,
Emanuel Kohlscheen, from arXiv.org (2023) Downloads

The boosted HP filter is more general than you might think,
Ziwei Mei, Peter Phillips and Zhentao Shi, from arXiv.org (2024) Downloads

Artificial Intelligence, Surveillance, and Big Data,
David Karpa, Torben Klarl and Michael Rochlitz, from University of Bremen, Faculty of Business Studies and Economics (2021)
Keywords: Artificial intelligence, political institutions, big data, surveillance, innovation, China
Downloads

Smiles in Profiles: Improving Fairness and Efficiency Using Estimates of User Preferences in Online Marketplaces,
Susan Athey, Dean Karlan, Emil Palikot and Yuan Yuan, from arXiv.org (2023) Downloads

A Dynamic Stochastic Block Model for Multi-Layer Networks,
Ovielt Baltodano L\'opez and Roberto Casarin, from arXiv.org (2022) Downloads

Income inequality and redistribution in Lithuania: The role of policy, labor market, income, and demographics,
Nerijus Černiauskas, Denisa Sologon, Cathal O'Donoghue and Linas Tarasonis, from GRAPE Group for Research in Applied Economics (2021)
Keywords: income inequality, redistribution, decompositions, microsimulation, tax-benefit policies.
Downloads

Housing Boom and Headline Inflation: Insights from Machine Learning,
Yang Liu, Di Yang and Yunhui Zhao, from International Monetary Fund (2022)
Keywords: Housing Price Inflation; Rent; Owner-Occupied Housing; Machine Learning; Forecast; machine-learning model; machine learning method; housing boom; D. forecasting result; Inflation; Housing prices; Housing; Consumer price indexes; Global; Europe; Australia and New Zealand; North America; Caribbean;VAR model
Downloads

Understanding and Predicting Systemic Corporate Distress: A Machine-Learning Approach,
Burcu Hacibedel and Ritong Qu, from International Monetary Fund (2022)
Keywords: Nonfinancial sector; Probability of default; Early warning systems; Macroprudential policy; balance-sheet weakness; appendix B constructing predictor; distress events; appendix C machine learning model; PD indices; Corporate sector; Banking crises; Credit; Financial statements; Global
Downloads

Decisions and Performance Under Bounded Rationality: A Computational Benchmarking Approach,
Dainis Zegners, Uwe Sunde and Anthony Strittmatter, from CRC TRR 190 Rationality and Competition (2020)
Keywords: cognitively bounded rationality; benchmark computing; artificial intelligence; decision quality; decision time;
Downloads

Dynamic Early Warning and Action Model,
Hannes Mueller, Christopher Rauh and Alessandro Ruggieri, from Barcelona School of Economics (2022)
Keywords: C44, D74, E17
Downloads

Customize tabs

Number of items/tab
Number of tabs/page