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Report NEP-CMP-2017-08-27
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:
- Justin Sirignano & Konstantinos Spiliopoulos, 2017, "DGM: A deep learning algorithm for solving partial differential equations," Papers, arXiv.org, number 1708.07469, Aug, revised Sep 2018.
- Grzegorz Marcjasz & Bartosz Uniejewski & Rafal Weron, 2017, "Importance of the long-term seasonal component in day-ahead electricity price forecasting revisited: Neural network models," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/17/03, Jul.
- Thomas Winberry & Benjamin Moll & Greg Kaplan, 2017, "When Inequality Matters for Macro and Macro Matters for Inequality," 2017 Meeting Papers, Society for Economic Dynamics, number 483.
- Michael A. Kouritzin & Anne MacKay, 2017, "VIX-linked fees for GMWBs via Explicit Solution Simulation Methods," Papers, arXiv.org, number 1708.06886, Aug, revised Apr 2018.
- Amir Ahmadi-Javid & Malihe Fallah-Tafti, 2017, "Portfolio Optimization with Entropic Value-at-Risk," Papers, arXiv.org, number 1708.05713, Aug.
- Jesus Lago & Fjo De Ridder & Peter Vrancx & Bart De Schutter, 2017, "Forecasting day-ahead electricity prices in Europe: the importance of considering market integration," Papers, arXiv.org, number 1708.07061, Aug, revised Dec 2017.
- Grey Gordon & Shi Qiu, 2017, "A Divide and Conquer Algorithm for Exploiting Policy Function Monotonicity," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2017-006, Apr.