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Report NEP-CMP-2017-12-11
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:
- Amirhossein Sobhani & Mariyan Milev, 2017, "A Numerical Method for Pricing Discrete Double Barrier Option by Lagrange Interpolation on Jacobi Node," Papers, arXiv.org, number 1712.01060, Dec, revised Feb 2018.
- Lundberg, Jacob, 2017, "Analyzing tax reforms using the Swedish Labour Income Microsimulation Model," Working Paper Series, Uppsala University, Department of Economics, number 2017:12, Nov.
- Rui Luo & Weinan Zhang & Xiaojun Xu & Jun Wang, 2017, "A Neural Stochastic Volatility Model," Papers, arXiv.org, number 1712.00504, Nov, revised Dec 2018.
- Hyeong-Ohk Bae & Seung-yeon Cho & Sang-hyeok Lee & Seok-Bae Yun, 2017, "A particle model for the herding phenomena induced by dynamic market signals," Papers, arXiv.org, number 1712.01085, Dec.
- Dieter Hendricks & Adam Cobb & Richard Everett & Jonathan Downing & Stephen J. Roberts, 2017, "Inferring agent objectives at different scales of a complex adaptive system," Papers, arXiv.org, number 1712.01137, Dec.
- Matteo Principe & Alessandro Pellegrini & Francesco Quaglia & Bruno Ciciani, 2017, "Transparent Distributed Cross-State Synchronization in Optimistic Parallel Discrete Event Simulation," DIAG Technical Reports, Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza", number 2017-12.
- Carolyn E. Phelan & Daniele Marazzina & Gianluca Fusai & Guido Germano, 2017, "Fluctuation identities with continuous monitoring and their application to price barrier options," Papers, arXiv.org, number 1712.00077, Nov.
- Dat Thanh Tran & Alexandros Iosifidis & Juho Kanniainen & Moncef Gabbouj, 2017, "Temporal Attention augmented Bilinear Network for Financial Time-Series Data Analysis," Papers, arXiv.org, number 1712.00975, Dec.