Report NEP-CMP-2018-10-01

This is the archive for NEP-CMP, a report on new working papers in the area of Computational Economics. Stan Miles issued this report. It is usually issued weekly.

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Other reports in NEP-CMP

The following items were announced in this report:

• Philipp Grohs & Fabian Hornung & Arnulf Jentzen & Philippe von Wurstemberger, 2018. "A proof that artificial neural networks overcome the curse of dimensionality in the numerical approximation of Black-Scholes partial differential equations," Papers 1809.02362, arXiv.org, revised Jan 2023.
• Lei Zhang, 2018. "Artificial Neural Network Based Chaotic Generator Design for The Prediction of Financial Time Series," Proceedings of International Academic Conferences 6409417, International Institute of Social and Economic Sciences.
• Jan Ditzen, 2018. "multishell: Running simulations efficiently using Stata’s shell command," London Stata Conference 2018 16, Stata Users Group.
• Bizimana, Jean-Claude & Richardson, James W., 2018. "Agricultural Technology Assessment for Smallholder Farms in Developing Countries: An Analysis using a Farm Simulation Model (FARMSIM)," 2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida 266589, Southern Agricultural Economics Association.
• Mattia Guerini & Mauro Napoletano & Andrea Roventini, 2018. "No man is an island : the impact of heterogeneity and local interactions on macroeconomics dynamics," SciencePo Working papers Main hal-03609582, HAL.
• Bielecki, Marcin & Stähler, Nikolai, 2018. "Labor tax reductions in Europe: The role of property taxation," Discussion Papers 30/2018, Deutsche Bundesbank.
• Prakhar Ganesh & Puneet Rakheja, 2018. "VLSTM: Very Long Short-Term Memory Networks for High-Frequency Trading," Papers 1809.01506, arXiv.org, revised Oct 2020.
• Jeonggyu Huh, 2018. "Measuring Systematic Risk with Neural Network Factor Model," Papers 1809.04925, arXiv.org.
• Anastasis Kratsios & Cody Hyndman, 2018. "NEU: A Meta-Algorithm for Universal UAP-Invariant Feature Representation," Papers 1809.00082, arXiv.org, revised May 2021.
• Rusiana, Hofner D. & Escalante, Cesar L., 2017. "Assessing the Real Value of H2A Farm Labor Inputs: A Simulation-Optimization Approach," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258237, Agricultural and Applied Economics Association.
• Saikai, Yuji & Mitchell, Paul D., 2017. "Agent-based Model of Bt Corn Adoption and Insect Resistance Management," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258217, Agricultural and Applied Economics Association.
• Ifft, Jennifer E. & Kuhns, Ryan & Patrick, Kevin T., 2017. "Predicting Credit Demand with ARMS: A Machine Learning Approach," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258134, Agricultural and Applied Economics Association.
• Crane-Droesch, Andrew, 2017. "Semiparametric Panel Data Using Neural Networks," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258128, Agricultural and Applied Economics Association.
• J. Meekes & W.H.J. Hassink, 2017. "Flowbca: A flow-based cluster algorithm in Stata," Working Papers 17-09, Utrecht School of Economics.
• Dave Cliff, 2018. "BSE: A Minimal Simulation of a Limit-Order-Book Stock Exchange," Papers 1809.06027, arXiv.org.
• Jorge Faleiro, 2018. "A Language for Large-Scale Collaboration in Economics: A Streamlined Computational Representation of Financial Models," Papers 1809.06471, arXiv.org.