Report NEP-CMP-2021-06-28
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.
Other reports in NEP-CMP
The following items were announced in this report:
- Toru Kitagawa & Shosei Sakaguchi & Aleksey Tetenov, 2021. "Constrained Classification and Policy Learning," Papers 2106.12886, arXiv.org, revised Jul 2023.
- Katsafados, Apostolos G. & Leledakis, George N. & Pyrgiotakis, Emmanouil G. & Androutsopoulos, Ion & Fergadiotis, Manos, 2021. "Machine Learning in U.S. Bank Merger Prediction: A Text-Based Approach," MPRA Paper 108272, University Library of Munich, Germany.
- Liao Zhu & Haoxuan Wu & Martin T. Wells, 2021. "A News-based Machine Learning Model for Adaptive Asset Pricing," Papers 2106.07103, arXiv.org.
- Liping Yang, 2021. "Next-Day Bitcoin Price Forecast Based on Artificial intelligence Methods," Papers 2106.12961, arXiv.org.
- Hengxu Lin & Dong Zhou & Weiqing Liu & Jiang Bian, 2021. "Learning Multiple Stock Trading Patterns with Temporal Routing Adaptor and Optimal Transport," Papers 2106.12950, arXiv.org, revised Jun 2021.
- Juranek, Steffen & Otneim, Håkon, 2021. "Using machine learning to predict patent lawsuits," Discussion Papers 2021/6, Norwegian School of Economics, Department of Business and Management Science.
- Florian Eckerli & Joerg Osterrieder, 2021. "Generative Adversarial Networks in finance: an overview," Papers 2106.06364, arXiv.org, revised Jul 2021.
- Victor Klockmann & Alicia von Schenk & Marie Claire Villeval, 2021. "Artificial Intelligence, Ethics, and Diffused Pivotality," Working Papers halshs-03237453, HAL.
- Marcelo Veracierto, 2020. "Computing Equilibria of Stochastic Heterogeneous Agent Models Using Decision Rule Histories," Working Paper Series WP-2020-05, Federal Reserve Bank of Chicago.
- Wenyong Zhang & Lingfei Li & Gongqiu Zhang, 2021. "A Two-Step Framework for Arbitrage-Free Prediction of the Implied Volatility Surface," Papers 2106.07177, arXiv.org, revised Jan 2022.
- Shohei Ohsawa, 2021. "Truthful Self-Play," Papers 2106.03007, arXiv.org, revised Feb 2023.
- Vipul Satone & Dhruv Desai & Dhagash Mehta, 2021. "Fund2Vec: Mutual Funds Similarity using Graph Learning," Papers 2106.12987, arXiv.org.
- Ivan Fursov & Matvey Morozov & Nina Kaploukhaya & Elizaveta Kovtun & Rodrigo Rivera-Castro & Gleb Gusev & Dmitry Babaev & Ivan Kireev & Alexey Zaytsev & Evgeny Burnaev, 2021. "Adversarial Attacks on Deep Models for Financial Transaction Records," Papers 2106.08361, arXiv.org.
- Muyang Ge & Shen Zhou & Shijun Luo & Boping Tian, 2021. "3D Tensor-based Deep Learning Models for Predicting Option Price," Papers 2106.02916, arXiv.org, revised Sep 2021.
- Jaydip Sen & Sidra Mehtab, 2021. "Design and Analysis of Robust Deep Learning Models for Stock Price Prediction," Papers 2106.09664, arXiv.org.
- Drechsler, Martin, 2021. "On the cost-effective temporal allocation of credits in conservation offsets when habitat restoration takes takes time and is uncertain," MPRA Paper 108209, University Library of Munich, Germany.
- Samuel Palmer & Serkan Sahin & Rodrigo Hernandez & Samuel Mugel & Roman Orus, 2021. "Quantum Portfolio Optimization with Investment Bands and Target Volatility," Papers 2106.06735, arXiv.org, revised Aug 2021.
- Goller, Daniel & Harrer, Tamara & Lechner, Michael & Wolff, Joachim, 2021. "Active labour market policies for the long-term unemployed: New evidence from causal machine learning," Economics Working Paper Series 2108, University of St. Gallen, School of Economics and Political Science.
- Mathieu Mercadier & Jean-Pierre Lardy, 2021. "Credit spread approximation and improvement using random forest regression," Papers 2106.07358, arXiv.org.
- Victor Klockmann & Alicia von Schenk & Marie Claire Villeval, 2021. "Artificial Intelligence, Ethics, and Intergenerational Responsibility," Working Papers halshs-03237437, HAL.
- Runhuan Feng & Peng Li, 2021. "Sample Recycling Method -- A New Approach to Efficient Nested Monte Carlo Simulations," Papers 2106.06028, arXiv.org.