Report NEP-CMP-2017-11-05This 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:
- Eric McCoy & Ulrich Clemens, 2017. "A Calibration of the Shadow Rate to the Euro Area Using Genetic Algorithms," European Economy - Discussion Papers 2015 - 051, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Toni Ricardo Eugenio dos Santos & Marcio Issao Nakane, 2017. "Dynamic Bank Runs: an agent-based approach," Working Papers Series 465, Central Bank of Brazil, Research Department.
- Gaoyue Guo & Jan Obloj, 2017. "Computational Methods for Martingale Optimal Transport problems," Papers 1710.07911, arXiv.org.
- Dominique Guegan & Bertrand Hassani, 2017. "Regulatory Learning: how to supervise machine learning models? An application to credit scoring," Documents de travail du Centre d'Economie de la Sorbonne 17034r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Sep 2017.
- Pedro G. Fonseca & Hugo D. Lopes, 2017. "Calibration of Machine Learning Classifiers for Probability of Default Modelling," Papers 1710.08901, arXiv.org.
- Daniel C. Schneider & Sebastian Kripfganz, 2017. "A case study in efficient programming in Stata and Mata: Speeding up the ardl estimation command," German Stata Users' Group Meetings 2017 04, Stata Users Group.
- Susan Athey & Guido Imbens, 2016. "The State of Applied Econometrics - Causality and Policy Evaluation," Papers 1607.00699, arXiv.org.
- Joaquim Bento de Souza Ferreira Filho & Mark Horridge, 2017. "Biome composition in deforestation deterrence and GHG emissions in Brazil," Centre of Policy Studies/IMPACT Centre Working Papers g-274, Victoria University, Centre of Policy Studies/IMPACT Centre.
- Dolls, Mathias & Wittneben, Christian, 2017. "Dynamic Scoring of Tax Reforms in the EU," Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168261, Verein für Socialpolitik / German Economic Association.
- Maik T. Schneider & Ralph Winkler, 2017. "Growth and Welfare under Endogenous Lifetime," CESifo Working Paper Series 6367, CESifo Group Munich.
- Paul, J. & Agatz, N.A.H. & Spliet, R. & de Koster, M.B.M., 2017. "Shared Capacity Routing Problem – An Omni-channel Retail Study," ERIM Report Series Research in Management ERS-2017-012-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- Brian J. Asquith & Judith K. Hellerstein & Mark J. Kutzbach & David Neumark, 2017. "Social Capital and Labor Market Networks," NBER Working Papers 23959, National Bureau of Economic Research, Inc.
- Peter Grajzl & Peter Murrell, 2017. "Toward Understanding 17th Century English Culture: A Structural Topic Model of Francis Bacon's Ideas," CESifo Working Paper Series 6443, CESifo Group Munich.
- Susan Athey & Julie Tibshirani & Stefan Wager, 2016. "Generalized Random Forests," Papers 1610.01271, arXiv.org, revised Apr 2018.