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Report NEP-CMP-2018-04-09
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:
- Peter Martey Addo & Dominique Guegan & Bertrand Hassani, 2018, "Credit Risk Analysis using Machine and Deep learning models," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2018:08.
- Tzai-Shuen Chen, 2018, "Evaluating Conditional Cash Transfer Policies with Machine Learning Methods," Papers, arXiv.org, number 1803.06401, Mar.
- David Farahany & Kenneth Jackson & Sebastian Jaimungal, 2018, "Mixing LSMC and PDE Methods to Price Bermudan Options," Papers, arXiv.org, number 1803.07216, Mar, revised May 2020.
- Valletti, Tommaso & Langus, Gregor & Federico, Giulio, 2018, "Horizontal Mergers and Product Innovation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12759, Feb.
- Hałaj, Grzegorz, 2018, "Agent-based model of system-wide implications of funding risk," Working Paper Series, European Central Bank, number 2121, Jan.
- Klaus Gründler & Tommy Krieger, 2018, "Machine Learning Indices, Political Institutions, and Economic Development," CESifo Working Paper Series, CESifo, number 6930.
- Huber, Martin & Imhof, David, 2018, "Machine Learning with Screens for Detecting Bid-Rigging Cartels," FSES Working Papers, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland, number 494, Mar.
- Kosaku Takanashi, 2018, "Convergence of Computed Dynamic Models with Unbounded Shock," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number 2018-003, Mar.
- Justin Sirignano & Rama Cont, 2018, "Universal features of price formation in financial markets: perspectives from Deep Learning," Papers, arXiv.org, number 1803.06917, Mar.