Report NEP-CMP-2017-02-12This 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:
- ARAVENA, Ignacio & PAPAVASILIOU, Anthony, 2016. "An Asynchronous Distributed Algorithm for solving Stochastic Unit Commitment," CORE Discussion Papers 2016038, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- AZIZ, Haris & HOUGAARD, Jens Leth & MORENO-TERNERO, Juan D. & OSTERDAL, Lars Peter, 2016. "Computational Aspects of Assigning Agents to a Line," CORE Discussion Papers 2016054, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Rafael Company & Vera Egorova & Lucas J'odar & Fazlollah Soleymani, 2017. "Computing stable numerical solutions for multidimensional American option pricing problems: a semi-discretization approach," Papers 1701.08545, arXiv.org.
- Johannes Muhle-Karbe & Max Reppen & Halil Mete Soner, 2016. "A Primer on Portfolio Choice with Small Transaction Costs," Swiss Finance Institute Research Paper Series 16-74, Swiss Finance Institute.
- Oscar Claveria & Enric Monte & Salvador Torra, 2017. "“Regional tourism demand forecasting with machine learning models: Gaussian process regression vs. neural network models in a multiple-input multiple-output setting"," IREA Working Papers 201701, University of Barcelona, Research Institute of Applied Economics, revised Jan 2017.
- Vinci Chow, 2017. "Predicting Auction Price of Vehicle License Plate with Deep Recurrent Neural Network," Papers 1701.08711, arXiv.org, revised Feb 2019.
- Elisa Palagi & Mauro Napoletano & Andrea Roventini & Jean-Luc Gaffard, 2017. "Inequality, Redistributive Policies and Multiplier Dynamics in an Agent-Based Model with Credit Rationing," LEM Papers Series 2017/05, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Antonio Cosma & Stefano Galluccio & Paola Pederzoli & O. Scaillet, 2012. "Valuing American Options Using Fast Recursive Projections," Swiss Finance Institute Research Paper Series 12-26, Swiss Finance Institute.
- Viktor Witkovsky & Gejza Wimmer & Tomas Duby, 2017. "Computing the aggregate loss distribution based on numerical inversion of the compound empirical characteristic function of frequency and severity," Papers 1701.08299, arXiv.org.
- Mario V. Wuthrich & Christoph Buser, 2016. "Data Analytics for Non-Life Insurance Pricing," Swiss Finance Institute Research Paper Series 16-68, Swiss Finance Institute.