Report NEP-CMP-2018-11-05

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:

• Christian Bayer & Benjamin Stemper, 2018, "Deep calibration of rough stochastic volatility models," Papers, arXiv.org, number 1810.03399, Oct.
• Fuli Feng & Huimin Chen & Xiangnan He & Ji Ding & Maosong Sun & Tat-Seng Chua, 2018, "Enhancing Stock Movement Prediction with Adversarial Training," Papers, arXiv.org, number 1810.09936, Oct, revised Jun 2019.
• Johannes Berens & Kerstin Schneider & Simon Görtz & Simon Oster & Julian Burghoff, 2018, "Early Detection of Students at Risk – Predicting Student Dropouts Using Administrative Student Data and Machine Learning Methods," CESifo Working Paper Series, CESifo, number 7259.
• Marc Sabate Vidales & David Siska & Lukasz Szpruch, 2018, "Unbiased deep solvers for linear parametric PDEs," Papers, arXiv.org, number 1810.05094, Oct, revised Jan 2022.
• Jorge Ignacio Gonz'alez C'azares & Aleksandar Mijatovi'c & Ger'onimo Uribe Bravo, 2018, "Geometrically Convergent Simulation of the Extrema of L\'{e}vy Processes," Papers, arXiv.org, number 1810.11039, Oct, revised Jun 2021.
• Oscar Bajo-Rubio & Antonio G. Gómez-Plana, 2018, "A multi-country analysis of austerity policies in the European Union," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 18-03, Mar.
• Ehsan Hoseinzade & Saman Haratizadeh, 2018, "CNNPred: CNN-based stock market prediction using several data sources," Papers, arXiv.org, number 1810.08923, Oct.
• Zhengyuan Zhou & Susan Athey & Stefan Wager, 2018, "Offline Multi-Action Policy Learning: Generalization and Optimization," Papers, arXiv.org, number 1810.04778, Oct, revised Nov 2018.
• Kfir Eliaz & Ran Spiegler, 2018, "The Model Selection Curse," Papers, arXiv.org, number 1810.02888, Oct.
• Davide Venturelli & Alexei Kondratyev, 2018, "Reverse Quantum Annealing Approach to Portfolio Optimization Problems," Papers, arXiv.org, number 1810.08584, Oct, revised Oct 2018.
• Shenhao Wang & Qingyi Wang & Nate Bailey & Jinhua Zhao, 2018, "Deep Neural Networks for Choice Analysis: A Statistical Learning Theory Perspective," Papers, arXiv.org, number 1810.10465, Oct, revised Sep 2019.
• Scheller, Fabian & Johanning, Simon & Bruckner, Thomas, 2018, "IRPsim: A techno-socio-economic energy system model vision for business strategy assessment at municipal level," Contributions of the Institute for Infrastructure and Resources Management, University of Leipzig, Institute for Infrastructure and Resources Management, number 02/2018.
• Lionel Yelibi & Tim Gebbie, 2018, "Fast Super-Paramagnetic Clustering," Papers, arXiv.org, number 1810.02529, Oct, revised Jun 2019.
• Chihli Hung, 2018, "Using Preference Vector Modeling to Polarity Shift for Improvement of Opinion Mining," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 6508391, Jul.
• Kaveh Bastani & Elham Asgari & Hamed Namavari, 2018, "Wide and Deep Learning for Peer-to-Peer Lending," Papers, arXiv.org, number 1810.03466, Oct, revised Oct 2018.
• Goller, Daniel & Knaus, Michael C. & Lechner, Michael & Okasa, Gabriel, 2018, "Predicting Match Outcomes in Football by an Ordered Forest Estimator," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1811, Nov.
• Claude Meidinger, 2018, "Culture cumulative, apprentissage social et réseaux sociaux," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 18023, Sep.
• Jie Ding & Vahid Tarokh & Yuhong Yang, 2018, "Model Selection Techniques -- An Overview," Papers, arXiv.org, number 1810.09583, Oct.
• Avraam Tsantekidis & Nikolaos Passalis & Anastasios Tefas & Juho Kanniainen & Moncef Gabbouj & Alexandros Iosifidis, 2018, "Using Deep Learning for price prediction by exploiting stationary limit order book features," Papers, arXiv.org, number 1810.09965, Oct.
• Eduardo Abi Jaber, 2018, "Lifting the Heston model," Papers, arXiv.org, number 1810.04868, Oct, revised Nov 2019.
• Stefano Ciliberti & Stanislao Gualdi, 2018, "Portfolio Construction Matters," Papers, arXiv.org, number 1810.08384, Oct.
• Bell, Peter, 2018, "Funding Options from the Market," MPRA Paper, University Library of Munich, Germany, number 89360, Oct.
• Quentin Perrier & Philippe Quirion, 2018, "How shifting investment towards low-carbon sectors impacts employment: three determinants under scrutiny," Working Papers, FAERE - French Association of Environmental and Resource Economists, number 2018.13, Oct.
• Thomas Douenne, 2018, "The vertical and horizontal distributive effects of energy taxes," Working Papers, FAERE - French Association of Environmental and Resource Economists, number 2018.10, Sep.
• Pfeiffer, Friedhelm & Stichnoth, Holger, 2018, "Fiskalische und individuelle Nettoerträge und Renditen von Bildungsinvestitionen im jungen Erwachsenenalter," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 18-043.
• Thiess Büttner & Manuela Krause, 2018, "Fiscal Equalization as a Driver of Tax Increases: Empirical Evidence from Germany," CESifo Working Paper Series, CESifo, number 7260.

Report NEP-CMP-2018-11-05

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: