Report NEP-CMP-2023-04-10
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:
- Aubry, Mathieu & Kräussl, Roman & Manso, Gustavo & Spaenjers, Christophe, 2023. "Biased auctioneers," CFS Working Paper Series 692, Center for Financial Studies (CFS).
- Matthew Dicks & Andrew Paskaramoorthy & Tim Gebbie, 2023. "Many learning agents interacting with an agent-based market model," Papers 2303.07393, arXiv.org, revised Aug 2024.
- Jens Ludwig & Sendhil Mullainathan, 2023. "Machine Learning as a Tool for Hypothesis Generation," NBER Working Papers 31017, National Bureau of Economic Research, Inc.
- Ramos & Pablo Negri & Martín Breitkopf & María Laura Ojeda, 2021. "From International to Regional Commodity Price Pass-through Using Self-Driven Recurrent Networks," Asociación Argentina de Economía Política: Working Papers 4513, Asociación Argentina de Economía Política.
- Yukun Ma, 2023. "Identification-robust inference for the LATE with high-dimensional covariates," Papers 2302.09756, arXiv.org, revised Nov 2023.
- Klauber, Hannah & Koch, Nicolas, 2023. "Determinants of Heat Risk in an Aging Population: A Machine Learning Approach," IZA Discussion Papers 15996, Institute of Labor Economics (IZA).
- Titos Matsakos & Stuart Nield, 2023. "Quantum Monte Carlo simulations for financial risk analytics: scenario generation for equity, rate, and credit risk factors," Papers 2303.09682, arXiv.org, revised Mar 2024.
- Cars Hommes & Sebastian Poledna, 2023. "Analyzing and forecasting economic crises with an agent-based model of the euro area," Tinbergen Institute Discussion Papers 23-013/II, Tinbergen Institute.
- Boian Lazov, 2023. "A Deep Reinforcement Learning Trader without Offline Training," Papers 2303.00356, arXiv.org.
- Matej Steinbacher, 2023. "Predicting Stock Price Movement as an Image Classification Problem," Papers 2303.01111, arXiv.org.
- Alessio Emanuele Biondo, 2023. "Mr.Keynes and the... Complexity! A suggested agent-based version of the General Theory of Employment, Interest and Money," Papers 2303.00889, arXiv.org, revised Mar 2023.
- Luke Sherman & Jonathan Proctor & Hannah Druckenmiller & Heriberto Tapia & Solomon M. Hsiang, 2023. "Global High-Resolution Estimates of the United Nations Human Development Index Using Satellite Imagery and Machine-learning," NBER Working Papers 31044, National Bureau of Economic Research, Inc.
- Naudé, Wim, 2023. "Artificial Intelligence and the Economics of Decision-Making," IZA Discussion Papers 16000, Institute of Labor Economics (IZA).
- Emanuele Dicarlo & Pasquale Recchia & Antonella Tomasi, 2023. "The changes to the Italian tax and welfare system implemented in 2022: fairness and efficiency profiles," Questioni di Economia e Finanza (Occasional Papers) 748, Bank of Italy, Economic Research and International Relations Area.
- Zhiyang Jia & Stefan Leknes & Sturla A. Løkken, 2023. "Moving beyond expectations. From cohort-component to microsimulation projections," Discussion Papers 999, Statistics Norway, Research Department.
- Flavio Calvino & Luca Fontanelli, 2023. "A portrait of AI adopters across countries: Firm characteristics, assets’ complementarities and productivity," OECD Science, Technology and Industry Working Papers 2023/02, OECD Publishing.
- Francesca Borgonovi & Justine Hervé & Helke Seitz, 2023. "Not lost in translation: The implications of machine translation technologies for language professionals and for broader society," OECD Social, Employment and Migration Working Papers 291, OECD Publishing.
- Singla, Shikhar, 2023. "Regulatory costs and market power," LawFin Working Paper Series 47, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin).
- Sanjay Bhattacherjee & Palash Sarkar, 2023. "On Using Proportional Representation Methods as Alternatives to Pro-Rata Based Order Matching Algorithms in Stock Exchanges," Papers 2303.09652, arXiv.org, revised Nov 2023.
- Vedant Choudhary & Sebastian Jaimungal & Maxime Bergeron, 2023. "FuNVol: A Multi-Asset Implied Volatility Market Simulator using Functional Principal Components and Neural SDEs," Papers 2303.00859, arXiv.org, revised Dec 2023.
- Stefano Bianchini & Moritz Müller & Pierre Pelletier, 2022. "Artificial intelligence in science: An emerging general method of invention," Post-Print hal-03958025, HAL.
- Sungchul Hong & Jong-June Jeon, 2023. "Uniform Pessimistic Risk and its Optimal Portfolio," Papers 2303.07158, arXiv.org, revised May 2024.
- Jing Xie, 2023. "Identifying Optimal Indicators and Lag Terms for Nowcasting Models," IMF Working Papers 2023/045, International Monetary Fund.
- Mihai Mutascu, 2021. "Artificial intelligence and unemployment: New insights," Post-Print hal-03528263, HAL.
- Alexia GAUDEUL & Caterina GIANNETTI, 2023. "Trade-offs in the design of financial algorithms," Discussion Papers 2023/288, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy.
- Dessouky, Maged & Mahtab, Zuhayer, 2023. "Flexible Routing for Ridesharing," Institute of Transportation Studies, Working Paper Series qt90g88330, Institute of Transportation Studies, UC Davis.
- Minkyu Shin & Jin Kim & Bas van Opheusden & Thomas L. Griffiths, 2023. "Superhuman Artificial Intelligence Can Improve Human Decision Making by Increasing Novelty," Papers 2303.07462, arXiv.org, revised Apr 2023.
- Alfredo García & Christopher Hartwell & Martín Andrés Szybisz, 2021. "Defying Gravity: The Economic Effects of Social Distancing," Asociación Argentina de Economía Política: Working Papers 4477, Asociación Argentina de Economía Política.
- Jonathan Berrisch & Florian Ziel, 2023. "Multivariate Probabilistic CRPS Learning with an Application to Day-Ahead Electricity Prices," Papers 2303.10019, arXiv.org, revised Feb 2024.
- Gregory de Walque & Thomas Lejeune & Ansgar Rannenberg & Magne Mogstad, 2023. "BEMGIE: Belgian Economy in a Macro General and International Equilibrium model," Working Paper Research 435, National Bank of Belgium.