Printed from https://ideas.repec.org/n/nep-cmp/2018-07-16.html
Report NEP-CMP-2018-07-16
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:
- Carlos Pedro Gonc{c}alves, 2018, "Financial Risk and Returns Prediction with Modular Networked Learning," Papers, arXiv.org, number 1806.05876, Jun.
- Aaberge, Rolf & Colombino, Ugo, 2018, "Structural Labour Supply Models and Microsimulation," IZA Discussion Papers, Institute of Labor Economics (IZA), number 11562, May.
- Jos'e Igor Morlanes, 2018, "Non-linear Time Series and Artificial Neural Networks of Red Hat Volatility," Papers, arXiv.org, number 1806.01070, Jun.
- Greg Kirczenow & Ali Fathi & Matt Davison, 2018, "Machine Learning for Yield Curve Feature Extraction: Application to Illiquid Corporate Bonds (Preliminary Draft)," Papers, arXiv.org, number 1806.01731, Jun.
- Item repec:ftm:policy:2018-03/14 is not listed on IDEAS anymore
- Callegaro Giorgia & Grasselli Martino & Pag`es Gilles, 2018, "Fast Hybrid Schemes for Fractional Riccati Equations (Rough is not so Tough)," Papers, arXiv.org, number 1805.12587, May, revised Feb 2020.
- Item repec:ems:eureir:109055 is not listed on IDEAS anymore
- Aur'elien Alfonsi & David Krief & Peter Tankov, 2018, "Long-time large deviations for the multi-asset Wishart stochastic volatility model and option pricing," Papers, arXiv.org, number 1806.06883, Jun.
- Gary Koop & Stuart McIntyre & James Mitchell, 2018, "UK Regional Nowcasting using a Mixed Frequency Vector Autoregressive Model," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE), number ESCoE DP-2018-07, Jun.