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Computational Economics

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Posts: 5

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Stock picking with machine learning

Published: May 28, 2024 00:00

We analyze machine learning algorithms for stock selection. Our study builds on weekly data for the historical constituents of the S&P500 over the period from January 1999 to March 2021 and builds on typical equity factors, additional firm fundamentals,…

Challenges and Opportunities of Artificial Intelligence and Machine Learning in Circular Economy

Published: May 26, 2024 00:00

The inherent "take-make-waste" of the current linear economy is a major contributor to exceeding planetary boundaries. The transition to a circular economy (CE) and the associated challenges and opportunities require fast, innovative solutions. Artificial…

Household Bargaining with Limited Commitment: A Practitioner’s Guide

Published: May 16, 2024 00:00

In this guide, we introduce the limited commitment model of dynamic household bargaining behavior over the life cycle. The guide is intended to make the limited commitment model more accessible to researchers who are interested in studying intra-household…

Accounting for the Multiple Sources of Inflation: an Agent-Based Model Investigation

Published: May 10, 2024 00:00

In this work, we develop a macroeconomic agent-based model to study the role of demand and supply factors in the determination of inflation dynamics. The model is characterized by local interactions of heterogeneous firms and households in the labor and…

Policy implications of shared e-scooter parking regulation: an agent-based approach

Published: April 23, 2024 00:00

This work addresses the challenges of implementing shared e-scooter services (SSS) in urban areas. Despite their potential for sustainable mobility, issues like road safety and street cluttering persist. Policy regulation is crucial, and recent efforts…