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Report NEP-CMP-2003-10-20
This is the archive for NEP-CMP, a report on new working papers in the area of Computational Economics. Stanley Miles issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-CMP
The following items were announced in this report:
- A. Sfetsos & C. Siriopoulos, 2002, "A hybrid clustering scheme for time series forecasting," Computing in Economics and Finance 2002, Society for Computational Economics, number 17, Jul.
- Tetsuya Noguchi & Berc Rustem, 2002, "An algorithm for the quasivariational inequality arising in option pricing with transaction costs II," Computing in Economics and Finance 2002, Society for Computational Economics, number 379, Jul.
- Murat Yildizoglu, 2002, "Connecting adaptive behaviour and expectations in models of innovation: The Potential Role of Artificial Neural Networks," Computing in Economics and Finance 2002, Society for Computational Economics, number 200, Jul.
- L. Lungu & K. G. P. Matthews, 2002, "Partial Current Information and Signal Extraction in a Rational Expectations Macroeconomic Model: A Computational Solution," Computing in Economics and Finance 2002, Society for Computational Economics, number 115, Jul.
- Claudio Tebaldi, 2002, "Hedging using simulation: a least squares approach," Computing in Economics and Finance 2002, Society for Computational Economics, number 279, Jul.
- Margo Bergman, 2003, "When a Fad Ends: An Agent-Based Model of Imitative Behavior," Computing in Economics and Finance 2003, Society for Computational Economics, number 271, Aug.
- Luigi De Cesare & Andrea Di Liddo & Stefania Ragni, 2002, "Numerical solution of some optimal control problems arising from innovation diffusion," Computing in Economics and Finance 2002, Society for Computational Economics, number 221, Jul.
- Richard E. Hawkins, 2003, "The Use of a Genetic Algorithm to Find Short Term Price Strategies in the Dynamic and Repeated Single Good Market," Computing in Economics and Finance 2003, Society for Computational Economics, number 193, Aug.
- M. A. Kaboudan, 2003, "Genetic Programming Software to Forecast Time Series," Computing in Economics and Finance 2003, Society for Computational Economics, number 97, Aug.
- Frank Schlottmann & Detlef Seese, 2002, "Hybrid multi-objective evolutionary computation of constrained downside risk-return efficient sets for credit portfolios," Computing in Economics and Finance 2002, Society for Computational Economics, number 78, Jul.
- Hennie Daniels, & Ad Feelders & Marina Velikova, 2002, "Integrating economic knowledge in data mining algorithms," Computing in Economics and Finance 2002, Society for Computational Economics, number 380, Jul.
- Axel Börsch-Supan & Alexander Ludwig & Joachim Winter, 2002, "Aging, pension reform and capital flows: a multi-country simulation model," Computing in Economics and Finance 2002, Society for Computational Economics, number 108, Jul.
- Marcos Bujosa & Antonio García Ferrer & Peter Young, 2002, "An ARMA Representation of Unobserved Component Models under Generalized Random Walk Specifications: New Algorithms and Examples," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0204.
- Alfredo Ibáñez, 2002, "Valuation by Simulation of Contingent Claims with Multiple Early Exercise Opportunities," Computing in Economics and Finance 2002, Society for Computational Economics, number 114, Jul.
- Man-Chung CHAN & Chi-Cheong WONG & Bernard K-S Cheung & Gordon Y-N Tang, 2002, "Genetic Algorithms in Multi-Stage Portfolio Optimization System," Computing in Economics and Finance 2002, Society for Computational Economics, number 165, Jul.
- Takshi Yamada & Kazuhiro Ueda & Takashi Okatsu, 2002, "Relationships between market sentiment and price dynamics in an artificial stock market," Computing in Economics and Finance 2002, Society for Computational Economics, number 263, Jul.
- Charlotte Bruun, 2003, "The Economy as a Whole - Simulating Schumpetarian Dynamics," Computing in Economics and Finance 2003, Society for Computational Economics, number 205, Aug.
- D.D.B. van Bragt & D.J.A. Somefun & E. Kutschinski & J.A. La Poutre, 2002, "An Algorithm for On-Line Price Discrimination," Computing in Economics and Finance 2002, Society for Computational Economics, number 106, Jul.
- NUÑEZ, Laura, 2002, "An analysis of the robustness of Genetic Algorithm (GA) methodology in the design of trading systems for the Stock Exchange," Computing in Economics and Finance 2002, Society for Computational Economics, number 29, Jul.
- Tetsuya Noguchi & Berc Rustem, 2002, "An algorithm for the quasivariational inequality arising in option pricing with transaction costs I," Computing in Economics and Finance 2002, Society for Computational Economics, number 378, Jul.
- Thorsten Pampel, 2002, "Computation of the value function indiscrete stochastic optimal growth models," Computing in Economics and Finance 2002, Society for Computational Economics, number 295, Jul.