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Report NEP-CMP-2017-02-12
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:
- ARAVENA, Ignacio & PAPAVASILIOU, Anthony, 2016, "An Asynchronous Distributed Algorithm for solving Stochastic Unit Commitment," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2016038, Nov.
- AZIZ, Haris & HOUGAARD, Jens Leth & MORENO-TERNERO, Juan D. & OSTERDAL, Lars Peter, 2016, "Computational Aspects of Assigning Agents to a Line," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2016054, Dec.
- 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, arXiv.org, number 1701.08545, Jan.
- Johannes Muhle-Karbe & Max Reppen & Halil Mete Soner, 2016, "A Primer on Portfolio Choice with Small Transaction Costs," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-74, Dec.
- 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, University of Barcelona, Research Institute of Applied Economics, number 201701, Jan, revised Jan 2017.
- Vinci Chow, 2017, "Predicting Auction Price of Vehicle License Plate with Deep Recurrent Neural Network," Papers, arXiv.org, number 1701.08711, Jan, revised Oct 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, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2017/05, Jun.
- Antonio Cosma & Stefano Galluccio & Paola Pederzoli & O. Scaillet, 2012, "Valuing American Options Using Fast Recursive Projections," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-26, Jun.
- 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, arXiv.org, number 1701.08299, Jan.
- Mario V. Wuthrich & Christoph Buser, 2016, "Data Analytics for Non-Life Insurance Pricing," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-68, Nov.