Report NEP-CMP-2017-10-29

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:

• SeHyoun Ahn & Greg Kaplan & Benjamin Moll & Thomas Winberry & Christian Wolf, 2017, "When Inequality Matters for Macro and Macro Matters for Inequality," CESifo Working Paper Series, CESifo, number 6581.
• Michael Ludkovski & James Risk, 2017, "Sequential Design and Spatial Modeling for Portfolio Tail Risk Measurement," Papers, arXiv.org, number 1710.05204, Oct, revised May 2018.
• Anastasis Kratsios & Cody B. Hyndman, 2017, "Non-Euclidean Conditional Expectation and Filtering," Papers, arXiv.org, number 1710.05829, Oct, revised Sep 2018.
• Masafumi Nakano & Akihiko Takahashi & Soichiro Takahashi, 2018, "State Space Approach to Adaptive Artificial Intelligence Modeling: Application to Financial Portfolio with Fuzzy System," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-422, Feb.
• Item repec:bof:bofrdp:2017_032 is not listed on IDEAS anymore

• Anastasis Kratsios & Cody B. Hyndman, 2017, "Deep Learning in a Generalized HJM-type Framework Through Arbitrage-Free Regularization," Papers, arXiv.org, number 1710.05114, Oct, revised Dec 2019.
• Benjamin David, 2017, "Model economic phenomena with CART and Random Forest algorithms," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2017-46.
• Guglielmo Maria Caporale & Alex Plastun, 2017, "The Day of the Week Effect in the Crypto Currency Market," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1694.
• Michael Ludkovski & Xuwei Yang, 2017, "Mean Field Game Approach to Production and Exploration of Exhaustible Commodities," Papers, arXiv.org, number 1710.05131, Oct.
• Isaac Sorkin, 2017, "Ranking Firms Using Revealed Preference," NBER Working Papers, National Bureau of Economic Research, Inc, number 23938, Oct.
• Item repec:isu:genstf:201601010800006049 is not listed on IDEAS anymore

Report NEP-CMP-2017-10-29

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: