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Report NEP-CMP-2010-09-03
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:
- Ivan Savin, 2010, "A comparative study of the Lasso-type and heuristic model selection methods," Working Papers, COMISEF, number 042, Aug.
- Takashi Shinzato & Muneki Yasuda, 2010, "Belief Propagation Algorithm for Portfolio Optimization Problems," Papers, arXiv.org, number 1008.3746, Aug, revised Sep 2010.
- Serguei Maliar & Lilia Maliar & Kenneth L. Judd, 2010, "Solving the Multi-Country Real Business Cycle Model Using Ergodic Set Methods," NBER Working Papers, National Bureau of Economic Research, Inc, number 16304, Aug.
- Mogens Bladt & Michael Sørensen, 2010, "Simple simulation of diffusion bridges with application to likelihood inference for diffusions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-32, Aug.
- Houben, Henriette & Maiterth, Ralf, 2010, "ErbSiHM 0.1," arqus Discussion Papers in Quantitative Tax Research, arqus - Arbeitskreis Quantitative Steuerlehre, number 102.
- Antonis Papapantoleon & David Skovmand, 2010, "Picard Approximation of Stochastic Differential Equations and Application to Libor Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-40, Jul.
- Eckhard Platen & Renata Rendek, 2010, "Simulation of Diversified Portfolios in a Continuous Financial Market," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 282, Aug.
- William T. Shaw, 2010, "Monte Carlo Portfolio Optimization for General Investor Risk-Return Objectives and Arbitrary Return Distributions: a Solution for Long-only Portfolios," Papers, arXiv.org, number 1008.3718, Aug.