Report NEP-CMP-2010-05-29This 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.
The following items were announced in this report:
- Jin Zhang & Dietmar Maringer, 2010. "Asset Allocation under Hierarchical Clustering," Working Papers 036, COMISEF.
- Alireza Abbasi & Jorn Altmann, 2010. "A Social Network System for Analyzing Publication Activities of Researchers," TEMEP Discussion Papers 201058, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), revised Apr 2010.
- Balmann, Alfons & Musshoff, Oliver & Larsen, Karin, 2009. "Does vertical integration reduce investment reluctance in production chains? An agent-based real options approach," Structural Change in Agriculture/Strukturwandel im Agrarsektor (SiAg) Working Papers 59521, Humboldt University Berlin, Department of Agricultural Economics.
- Michael McAleer & Marcelo C. Medeiros, 2010. "Forecasting Realized Volatility with Linear and Nonlinear Univariate Models," Working Papers in Economics 10/28, University of Canterbury, Department of Economics and Finance.
- Maurizio Ciaschini, Rosita Pretaroli, Francesca Severini, Claudio Socci, 2010. "Environmental tax reform and double dividend evidence," Working Papers 25-2010, Macerata University, Department of Studies on Economic Development (DiSSE), revised May 2010.
- Theodoros Tsagaris & Ajay Jasra & Niall Adams, 2010. "Robust and Adaptive Algorithms for Online Portfolio Selection," Papers 1005.2979, arXiv.org.
- Juan Sole & Marco A Espinosa-Vega, 2010. "Cross-Border Financial Surveillance," IMF Working Papers 10/105, International Monetary Fund.
- Gomes, Sandra & Jacquinot, Pascal & Pisani, Massimiliano, 2010. "The EAGLE. A model for policy analysis of macroeconomic interdependence in the euro area," Working Paper Series 1195, European Central Bank.
- Pérez Sainz de Rozas, Gloria & Garín Martín, María Araceli, 2010. "On downloading and using COIN-OR for solving linear/integer optimization problems," BILTOKI 2010-05, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).