Report NEP-CMP-2022-08-29

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:

• Achim Ahrens, 2022. "Double/debiased machine learning in Stata," Italian Stata Users' Group Meetings 2022 06, Stata Users Group.
• Koffi, Siméon, 2022. "Prévision de l’inflation en Côte D’ivoire : Analyse Comparée des Modèles Arima, Holt-Winters, et Lstm [Inflation Forecasting in Côte D'Ivoire: A Comparative Analysis of the Arima, Holt-Winters, and," MPRA Paper 113961, University Library of Munich, Germany.
• Achim Ahrens, 2022. "Stacking generalization and machine learning in Stata," Italian Stata Users' Group Meetings 2022 05, Stata Users Group.
• Andrés Alonso & José Manuel Carbó, 2022. "Accuracy of explanations of machine learning models for credit decisions," Working Papers 2222, Banco de España.
• Muriuki, James M. & Fuad, Syed M. & Badruddoza, Syed, 2022. "Can Machine Learning Predict Defaults in Peer-to-Peer Small Loans?," 2022 Annual Meeting, July 31-August 2, Anaheim, California 322533, Agricultural and Applied Economics Association.
• Bhaskarjit Sarmah & Nayana Nair & Dhagash Mehta & Stefano Pasquali, 2022. "Learning Embedded Representation of the Stock Correlation Matrix using Graph Machine Learning," Papers 2207.07183, arXiv.org.
• Luo, Yufeng & Smith,, Travis A. & Chen,, Feifei, 2022. "Prediction of WIC Program Participation: A Machine Learning Approach to Fix Reporting Error," 2022 Annual Meeting, July 31-August 2, Anaheim, California 322555, Agricultural and Applied Economics Association.
• Kim, Dongin & Steinbach, Sandro, 2022. "Preferential Trading in Agricultural and Food Products: New Insights from a Structural Gravity Analysis and Machine Learning," 2022 Annual Meeting, July 31-August 2, Anaheim, California 322200, Agricultural and Applied Economics Association.
• Grzegorz Marcjasz & Micha{l} Narajewski & Rafa{l} Weron & Florian Ziel, 2022. "Distributional neural networks for electricity price forecasting," Papers 2207.02832, arXiv.org, revised Dec 2022.
• John Higgins & Tarun Sabarwal, 2022. "Control and spread of contagion in networks with global effects," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202213, University of Kansas, Department of Economics, revised Aug 2022.
• Fantazzini, Dean, 2022. "Crypto Coins and Credit Risk: Modelling and Forecasting their Probability of Death," MPRA Paper 113744, University Library of Munich, Germany.
• Feiyang Pan & Tongzhe Zhang & Ling Luo & Jia He & Shuoling Liu, 2022. "Learn Continuously, Act Discretely: Hybrid Action-Space Reinforcement Learning For Optimal Execution," Papers 2207.11152, arXiv.org.
• Adrián Carro & Marc Hinterschweiger & Arzu Uluc & J. Doyne Farmer, 2022. "Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market," Working Papers 2217, Banco de España.
• Greyling, Talita & Rossouw, Stephanié, 2022. "Re-examining adaptation theory using Big Data: Reactions to external shocks," GLO Discussion Paper Series 1129, Global Labor Organization (GLO).
• Jun Lu & Shao Yi, 2022. "Autoencoding Conditional GAN for Portfolio Allocation Diversification," Papers 2207.05701, arXiv.org.
• Christl, Michael & De Poli, Silvia & Ivaškaitė-Tamošiūnė, Viginta, 2022. "The lock-in effect of marriage: Work incentives after saying, "Yes, I do."," GLO Discussion Paper Series 1142, Global Labor Organization (GLO).