Report NEP-CMP-2023-10-23

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:

• Marra de Artiñano, Ignacio & Riottini Depetris, Franco & Volpe Martincus, Christian, 2023. "Automatic Product Classification in International Trade: Machine Learning and Large Language Models," IDB Publications (Working Papers) 12962, Inter-American Development Bank.
• Mark Potanin & Andrey Chertok & Konstantin Zorin & Cyril Shtabtsovsky, 2023. "Startup success prediction and VC portfolio simulation using CrunchBase data," Papers 2309.15552, arXiv.org.
• Dangxing Chen, 2023. "Can I Trust the Explanations? Investigating Explainable Machine Learning Methods for Monotonic Models," Papers 2309.13246, arXiv.org.
• Albert Wong & Steven Whang & Emilio Sagre & Niha Sachin & Gustavo Dutra & Yew-Wei Lim & Gaetan Hains & Youry Khmelevsky & Frank Zhang, 2023. "Short-Term Stock Price Forecasting using exogenous variables and Machine Learning Algorithms," Papers 2309.00618, arXiv.org.
• Shuyang Wang & Diego Klabjan, 2023. "An Ensemble Method of Deep Reinforcement Learning for Automated Cryptocurrency Trading," Papers 2309.00626, arXiv.org.
• Sergio Caprioli & Emanuele Cagliero & Riccardo Crupi, 2023. "Quantifying Credit Portfolio sensitivity to asset correlations with interpretable generative neural networks," Papers 2309.08652, arXiv.org, revised Nov 2023.
• Jakub Michańków & Paweł Sakowski & Robert Ślepaczuk, 2023. "Mean Absolute Directional Loss as a New Loss Function for Machine Learning Problems in Algorithmic Investment Strategies," Working Papers 2023-23, Faculty of Economic Sciences, University of Warsaw.
• Paul Bilokon & Yitao Qiu, 2023. "Transformers versus LSTMs for electronic trading," Papers 2309.11400, arXiv.org.
• Wei Jie Yeo & Wihan van der Heever & Rui Mao & Erik Cambria & Ranjan Satapathy & Gianmarco Mengaldo, 2023. "A Comprehensive Review on Financial Explainable AI," Papers 2309.11960, arXiv.org.
• Jakub Micha'nk'ow & Pawe{l} Sakowski & Robert 'Slepaczuk, 2023. "Mean Absolute Directional Loss as a New Loss Function for Machine Learning Problems in Algorithmic Investment Strategies," Papers 2309.10546, arXiv.org.
• Axelsson, Birger & Song, Han-Suck, 2023. "Univariate Forecasting for REITs with Deep Learning: A Comparative Analysis with an ARIMA Model," Working Paper Series 23/10, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance, revised 14 Nov 2023.
• Takanobu Mizuta & Isao Yagi, 2023. "Comparing effects of price limit and circuit breaker in stock exchanges by an agent-based model," Papers 2309.10220, arXiv.org.
• Francisco Castro & Jian Gao & S'ebastien Martin, 2023. "Human-AI Interactions and Societal Pitfalls," Papers 2309.10448, arXiv.org, revised Oct 2023.
• Léonard Tschora & Erwan Pierre & Marc Plantevit & Céline Robardet, 2022. "Electricity price forecasting on the day-ahead market using machine learning," Post-Print hal-03621974, HAL.
• Francesca Biagini & Lukas Gonon & Niklas Walter, 2023. "Approximation Rates for Deep Calibration of (Rough) Stochastic Volatility Models," Papers 2309.14784, arXiv.org.
• Paul Glasserman & Harry Mamaysky & Jimmy Qin, 2023. "New News is Bad News," Papers 2309.05560, arXiv.org.
• Rotem Zelingher & David Makowski, 2022. "Forecasting Global Maize Prices From Regional Productions [Prévision des prix mondiaux du maïs à partir des productions régionales]," Post-Print hal-03764942, HAL.
• Felix Chopra & Ingar Haaland & Ingar K. Haaland, 2023. "Conducting Qualitative Interviews with AI," CESifo Working Paper Series 10666, CESifo.
• Harrison H. Li & Art B. Owen, 2023. "Double machine learning and design in batch adaptive experiments," Papers 2309.15297, arXiv.org.
• Olivier De Bandt & Jean-Charles Bricongne & Julien Denes & Alexandre Dhenin & Annabelle De Gaye & Pierre-Antoine Robert, 2023. "Using the Press to Construct a New Indicator of Inflation Perceptions in France," Working papers 921, Banque de France.
• Kristina McElheran & J. Frank Li & Erik Brynjolfsson & Zachary Krof & Emin Dinlersoz & Lucia Foster & Nikolas Zolas, 2023. "AI Adoption in America: Who, What, and Where," Working Papers 23-48, Center for Economic Studies, U.S. Census Bureau.
• Jiashu Lou, 2023. "Stock Market Sentiment Classification and Backtesting via Fine-tuned BERT," Papers 2309.11979, arXiv.org.
• Harashima, Taiji, 2023. "Numerical Simulations of How Economic Inequality Increases in Democratic Countries," MPRA Paper 118710, University Library of Munich, Germany.
• Plantinga, Paul & Shilongo, Kristophina & Mudongo, Oarabile & Umubyeyi, Angelique & Gastrow, Michael & Razzano, Gabriella, 2023. "Responsible artificial intelligence in Africa: Towards policy learning," SocArXiv jyhae, Center for Open Science.