Report NEP-CMP-2016-10-02This 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:
- Yongxin Yang & Yu Zheng & Timothy M. Hospedales, 2016. "Gated Neural Networks for Option Pricing: Rationality by Design," Papers 1609.07472, arXiv.org, revised Mar 2020.
- Wolski, Marcin & van de Leur, Michiel, 2016. "Interbank loans, collateral and modern monetary policy," Working Paper Series 1959, European Central Bank.
- L. Walters & H.R. Bohlmann & M.W. Clance, 2016. "The Impact of the COMESA-EAC-SADC Tripartite Free Trade Agreement on the South African Economy," Working Papers 635, Economic Research Southern Africa.
- Kok, Christoffer & Montagna, Mattia, 2016. "Multi-layered interbank model for assessing systemic risk," Working Paper Series 1944, European Central Bank.
- Dan Pirjol & Lingjiong Zhu, 2016. "Short Maturity Asian Options in Local Volatility Models," Papers 1609.07559, arXiv.org.
- Benček, David, 2016. "Opportunistic candidates and knowledgeable voters: A recipe for extreme views," Kiel Working Papers 2047, Kiel Institute for the World Economy (IfW).
- Leonardo Monasterio, 2016. "Sobrenomes e Ancestralidade no Brasil," Discussion Papers 2229, Instituto de Pesquisa Econômica Aplicada - IPEA.
- Loumrhari, Ghizlan, 2016. "Vieillissement démographique et réforme paramétrique des retraites. Les enseignements d’un modèle EGC-GI pour le Maroc [Ageing and pension reform. A computational olg model for Morocco]," MPRA Paper 74077, University Library of Munich, Germany.
- Dan Pirjol & Lingjiong Zhu, 2016. "Discrete Sums of Geometric Brownian Motions, Annuities and Asian Options," Papers 1609.07558, arXiv.org.
- Laura Roa Castro & Julie Stal-Le Cardinal & Martine Callot, 2015. "Towards an adaptive model for collaborative simulation: from system design to lessons learned. A use case from Aircraft industry," Post-Print hal-01356853, HAL.
- Finn Roar Aune & Kristine Grimsrud & Lars Lindholt & Knut Einar Rosendahl & Halvor Briseid Storrøsten, 2016. "Oil consumption subsidy removal in OPEC and other Non-OECD countries. Oil market impacts and welfare effects," Discussion Papers 846, Statistics Norway, Research Department.
- Christian Tilk, 2016. "Branch-and-Price-and-Cut for the Vehicle Routing and Truck Driver Scheduling Problem," Working Papers 1616, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz.
- Kazufumi Yamana, "undated". "Structural Household Finance," Discussion papers ron279, Policy Research Institute, Ministry of Finance Japan.
- Ann-Kathrin Rothenbächer & Michael Drexl & Stefan Irnich, 2016. "Branch-and-Price-and-Cut for the Truck-andTrailer Routing Problem with Time Windows," Working Papers 1617, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz.
- Varga, Attila & Hau-Horváth, Orsolya & Szabó, Norbert & Járosi, Péter, 2015. "Environmental Innovation Impact analysis with the GMR-Europe Model," MPRA Paper 73953, University Library of Munich, Germany.