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Report NEP-CMP-2018-07-09
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:
- XingYu Fu & JinHong Du & YiFeng Guo & MingWen Liu & Tao Dong & XiuWen Duan, 2018, "A Machine Learning Framework for Stock Selection," Papers, arXiv.org, number 1806.01743, Jun, revised Aug 2018.
- Agénor, Pierre-Richard & Pereira da Silva, Luiz A., 2017, "Capital Requirements, Risk-Taking and Welfare in a Growing Economy," IDB Publications (Working Papers), Inter-American Development Bank, number 8206, Mar, DOI: http://dx.doi.org/10.18235/0011782.
- Blagica Petreski & Pavle Gacov, 2018, "Sustainability of the pension system in Macedonia: A comprehensive analysis and reform proposal with MK-PENS – dynamic microsimulation model," Finance Think Policy Studies, Finance Think - Economic Research and Policy Institute, number 2018-02/14, Feb.
- Yuichi Ikeda & Hiroshi Iyetomi, 2018, "Trade Network Reconstruction and Simulation with Changes in Trade Policy," Papers, arXiv.org, number 1806.00605, Jun.
- P. P. Osei & A. Jasra, 2018, "Estimating option prices using multilevel particle filters," Papers, arXiv.org, number 1806.01734, Jun.
- Christopher L. Benson & Pranav D Sumanth & Alina P Colling, 2018, "A Quantitative Analysis of Possible Futures of Autonomous Transport," Papers, arXiv.org, number 1806.01696, Jun.
- Yi-Hsuan Chen, Cathy & Fengler, Matthias & Härdle, Wolfgang Karl & Liu, Yanchu, 2018, "Textual Sentiment, Option Characteristics, and Stock Return Predictability," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1808, Jun.
- Roberto Dieci & Xue-Zhong He, 2018, "Heterogeneous Agent Models in Finance," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 389, Jan.
- Nabil Kahale, 2018, "General multilevel Monte Carlo methods for pricing discretely monitored Asian options," Papers, arXiv.org, number 1805.09427, May, revised Sep 2018.
- Xiaofei Lu & Fr'ed'eric Abergel, 2018, "Order-book modelling and market making strategies," Papers, arXiv.org, number 1806.05101, Jun.
- Sheikh Rabiul Islam & Sheikh Khaled Ghafoor & William Eberle, 2018, "Mining Illegal Insider Trading of Stocks: A Proactive Approach," Papers, arXiv.org, number 1807.00939, Jul, revised Nov 2018.
- Gu, Yewen & Wallace, Stein W. & Wang, Xin, 2018, "Can an Emission Trading Scheme really reduce CO2 emissions in the short term? Evidence from a maritime fleet composition and deployment model," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2018/10, Jun.
- Yen H. Lok, 2018, "On the backtesting of trading strategies," 2018 Papers, Job Market Papers, number plo493, Jun.
- Karol Gellert & Erik Schlogl, 2018, "Parameter Learning and Change Detection Using a Particle Filter With Accelerated Adaptation," Papers, arXiv.org, number 1806.05387, Jun.
- Okay Gunes, 2017, "Hedonic Recommendations: An Econometric Application on Big Data," Post-Print, HAL, number halshs-01673355, Dec.
- Kurz-Kim, Jeong-Ryeol, 2018, "A note on the predictive power of survey data in nowcasting euro area GDP," Discussion Papers, Deutsche Bundesbank, number 10/2018.
- Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres, 2018, "Economic Policy Uncertainty Spillovers in Booms and Busts," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0220, Jun.