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Report NEP-CMP-2017-06-11
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:
- Paola Cerchiello & Giancarlo Nicola & Samuel Rönnqvist & Peter Sarlin, 2017, "Deep Learning Bank Distress from News and Numerical Financial Data," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 140, May.
- Timo Gschwind & Stefan Irnich & Ann-Kathrin Rothenbaecher & Christian Tilk, 2017, "Bidirectional Labeling in Column-Generation Algorithms for Pickup-and-Delivery Problems," Working Papers, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, number 1710, May.
- Item repec:hal:cepnwp:hal-01527740 is not listed on IDEAS anymore
- Yaxiong Zeng & Diego Klabjan, 2017, "Online Adaptive Machine Learning Based Algorithm for Implied Volatility Surface Modeling," Papers, arXiv.org, number 1706.01833, Jun, revised Jun 2018.
- Vadym Lepetyuk & Lilia Maliar & Serguei Maliar, 2017, "Should Central Banks Worry About Nonlinearities of their Large-Scale Macroeconomic Models?," Staff Working Papers, Bank of Canada, number 17-21, DOI: 10.34989/swp-2017-21.
- Laurent Devineau & Pierre-Edouard Arrouy & Paul Bonnefoy & Alexandre Boumezoued, 2017, "Fast calibration of the Libor Market Model with Stochastic Volatility and Displaced Diffusion," Papers, arXiv.org, number 1706.00263, Jun.
- Alim Rosyadi, Saiful & Widodo, Tri, 2017, "Impacts of Donald Trump’s Tariff Increase against China on Global Economy: Global Trade Analysis Project (GTAP) Model," MPRA Paper, University Library of Munich, Germany, number 79493, May.
- Navicke, Jekaterina, 2017, "Factors of the income inequality in the Baltics: income, policy, demography," EUROMOD Working Papers, EUROMOD at the Institute for Social and Economic Research, number EM11/17, May.
- Polman, Fabian M. & Krijgsman, Cees & Dajani, Karma & Hemminga, Marcus A., 2017, "Modelling a Dutch Pension Fund’s Capital Requirement for Longevity Risk," MPRA Paper, University Library of Munich, Germany, number 79438, May.