Report NEP-CMP-2017-01-22This 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:
- Alvarez Martinez, Maria Teresa & Barrios, Salvador & Bettendorf, Leon & d'Andria, Diego & Gesualdo, Maria & Loretz, Simon & Pontikakis, Dimitrios & Pycroft, Jonathan, 2016. "A New Calibration for CORTAX: A computable general equilibrium model for simulating corporate tax reforms," JRC Working Papers on Taxation & Structural Reforms 2016-09, Joint Research Centre (Seville site).
- Seyed Amir Hejazi & Kenneth R. Jackson & Guojun Gan, 2017. "A Spatial Interpolation Framework for Efficient Valuation of Large Portfolios of Variable Annuities," Papers 1701.04134, arXiv.org.
- Sai K. Popuri & Andrew M. Raim & Nagaraj K. Neerchal & Matthias K. Gobbert, 2017. "Parallelizing Computation of Expected Values in Recombinant Binomial Trees," Papers 1701.03512, arXiv.org.
- Antonio David & Natalija Novta, 2016. "A Balancing Act; Reform Options for Paraguay’s Fiscal Responsibility Law," IMF Working Papers 16/226, International Monetary Fund.
- Tim Leung & Hongzhong Zhang, 2017. "Optimal Trading with a Trailing Stop," Papers 1701.03960, arXiv.org.
- Tales Rozenfeld & Eduardo A. Haddad, 2016. "Economic impacts of road investments under different financing alternatives," Working Papers, Department of Economics 2016_42, University of São Paulo (FEA-USP).
- Barfuss, Wolfram & Massara, Guido Previde & Di Matteo, T. & Aste, Tomaso, 2016. "Parsimonious modeling with information filtering networks," LSE Research Online Documents on Economics 68860, London School of Economics and Political Science, LSE Library.