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. 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:

• Christian Bayer & Benjamin Stemper, 2018. "Deep calibration of rough stochastic volatility models," Papers 1810.03399, arXiv.org.
• Fuli Feng & Huimin Chen & Xiangnan He & Ji Ding & Maosong Sun & Tat-Seng Chua, 2018. "Enhancing Stock Movement Prediction with Adversarial Training," Papers 1810.09936, arXiv.org, 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 7259, CESifo.
• Marc Sabate Vidales & David Siska & Lukasz Szpruch, 2018. "Unbiased deep solvers for linear parametric PDEs," Papers 1810.05094, arXiv.org, 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 1810.11039, arXiv.org, revised Jun 2021.
• Oscar Bajo-Rubio & Antonio G. Gómez-Plana, 2018. "A multi-country analysis of austerity policies in the European Union," Working Papers 18-03, Asociación Española de Economía y Finanzas Internacionales.
• Ehsan Hoseinzade & Saman Haratizadeh, 2018. "CNNPred: CNN-based stock market prediction using several data sources," Papers 1810.08923, arXiv.org.
• Zhengyuan Zhou & Susan Athey & Stefan Wager, 2018. "Offline Multi-Action Policy Learning: Generalization and Optimization," Papers 1810.04778, arXiv.org, revised Nov 2018.
• Kfir Eliaz & Ran Spiegler, 2018. "The Model Selection Curse," Papers 1810.02888, arXiv.org.
• Davide Venturelli & Alexei Kondratyev, 2018. "Reverse Quantum Annealing Approach to Portfolio Optimization Problems," Papers 1810.08584, arXiv.org, revised Oct 2018.
• Shenhao Wang & Qingyi Wang & Nate Bailey & Jinhua Zhao, 2018. "Deep Neural Networks for Choice Analysis: A Statistical Learning Theory Perspective," Papers 1810.10465, arXiv.org, 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 02/2018, University of Leipzig, Institute for Infrastructure and Resources Management.
• Lionel Yelibi & Tim Gebbie, 2018. "Fast Super-Paramagnetic Clustering," Papers 1810.02529, arXiv.org, revised Jun 2019.
• Chihli Hung, 2018. "Using Preference Vector Modeling to Polarity Shift for Improvement of Opinion Mining," Proceedings of International Academic Conferences 6508391, International Institute of Social and Economic Sciences.
• Kaveh Bastani & Elham Asgari & Hamed Namavari, 2018. "Wide and Deep Learning for Peer-to-Peer Lending," Papers 1810.03466, arXiv.org, 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 1811, University of St. Gallen, School of Economics and Political Science.
• Claude Meidinger, 2018. "Culture cumulative, apprentissage social et réseaux sociaux," Documents de travail du Centre d'Economie de la Sorbonne 18023, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Jie Ding & Vahid Tarokh & Yuhong Yang, 2018. "Model Selection Techniques -- An Overview," Papers 1810.09583, arXiv.org.
• 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 1810.09965, arXiv.org.
• Eduardo Abi Jaber, 2018. "Lifting the Heston model," Papers 1810.04868, arXiv.org, revised Nov 2019.
• Stefano Ciliberti & Stanislao Gualdi, 2018. "Portfolio Construction Matters," Papers 1810.08384, arXiv.org.
• Bell, Peter, 2018. "Funding Options from the Market," MPRA Paper 89360, University Library of Munich, Germany.
• Quentin Perrier & Philippe Quirion, 2018. "How shifting investment towards low-carbon sectors impacts employment: three determinants under scrutiny," Working Papers 2018.13, FAERE - French Association of Environmental and Resource Economists.
• Thomas Douenne, 2018. "The vertical and horizontal distributive effects of energy taxes," Working Papers 2018.10, FAERE - French Association of Environmental and Resource Economists.
• Pfeiffer, Friedhelm & Stichnoth, Holger, 2018. "Fiskalische und individuelle Nettoerträge und Renditen von Bildungsinvestitionen im jungen Erwachsenenalter," ZEW Discussion Papers 18-043, ZEW - Leibniz Centre for European Economic Research.
• Thiess Büttner & Manuela Krause, 2018. "Fiscal Equalization as a Driver of Tax Increases: Empirical Evidence from Germany," CESifo Working Paper Series 7260, CESifo.