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Report NEP-CMP-2017-12-03
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:
- Mitsuru Igami, 2017, "Artificial Intelligence as Structural Estimation: Economic Interpretations of Deep Blue, Bonanza, and AlphaGo," Papers, arXiv.org, number 1710.10967, Oct, revised Mar 2018.
- Lux, Thomas, 2017, "Estimation of agent-based models using sequential Monte Carlo methods," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2017-07.
- Fontana, Magda & Chersoni, Giulia, 2017, "Economic Evaluation of Fuel Treatment Effectivness. Agent-Based Model Simulation of Fire Spreads Dynamics," Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin, number 201729, Sep.
- Giorgio Fagiolo & Daniele Giachini & Andrea Roventini, 2017, "Innovation, Finance, and Economic Growth: An Agent-Based Approach," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2017/30, Nov.
- Arash Fahim & Wan-Yu Tsai, 2017, "A Numerical Scheme for A Singular control problem: Investment-Consumption Under Proportional Transaction Costs," Papers, arXiv.org, number 1711.01017, Nov.
- Jingtang Ma & Wenyuan Li & Harry Zheng, 2017, "Dual control Monte Carlo method for tight bounds of value function under Heston stochastic volatility model," Papers, arXiv.org, number 1710.10487, Oct.
- Giorgia Callegaro & Lucio Fiorin & Andrea Pallavicini, 2017, "Quantization goes Polynomial," Papers, arXiv.org, number 1710.11435, Oct, revised Dec 2019.
- Florian Knobloch & Hector Pollitt & Unnada Chewpreecha & Vassilis Daioglou & Jean-Francois Mercure, 2017, "Simulating the deep decarbonisation of residential heating for limiting global warming to 1.5C," Papers, arXiv.org, number 1710.11019, Oct, revised May 2018.
- Erik Brynjolfsson & Daniel Rock & Chad Syverson, 2017, "Artificial Intelligence and the Modern Productivity Paradox: A Clash of Expectations and Statistics," NBER Working Papers, National Bureau of Economic Research, Inc, number 24001, Nov.
- Burak Eroglu, 2017, "Wavelet Variance Ratio Test And Wavestrapping For The Determination Of The Cointegration Rank," Working Papers, The Center for Financial Studies (CEFIS), Istanbul Bilgi University, number 1706, Nov.
- Lester Mackey & Vasilis Syrgkanis & Ilias Zadik, 2017, "Orthogonal Machine Learning: Power and Limitations," Papers, arXiv.org, number 1711.00342, Nov, revised Aug 2018.