Report NEP-CMP-2018-12-24

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.

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Other reports in NEP-CMP

The following items were announced in this report:

• Achref Bachouch & C^ome Hur'e & Nicolas Langren'e & Huyen Pham, 2018, "Deep neural networks algorithms for stochastic control problems on finite horizon: numerical applications," Papers, arXiv.org, number 1812.05916, Dec, revised Jan 2020.
• Sarfatia, M. & M., Hesamzadeha. & Holmberg, P., 2018, "Increase-Decrease Game under Imperfect Competition in Two-stage Zonal Power Markets Part II: Solution Algorithm," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1870, Nov.
• Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2018, "Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-08, Jan.
• Henry Stone, 2018, "Calibrating rough volatility models: a convolutional neural network approach," Papers, arXiv.org, number 1812.05315, Dec, revised Jul 2019.
• Daniel Philps & Tillman Weyde & Artur d'Avila Garcez & Roy Batchelor, 2018, "Continual Learning Augmented Investment Decisions," Papers, arXiv.org, number 1812.02340, Dec, revised Jan 2019.
• Ikhenaode, Bright Isaac, 2018, "Immigration, Skill Acquisition and Fiscal Redistribution in a Search-Equilibrium Model," MPRA Paper, University Library of Munich, Germany, number 89897, Nov.
• Giacomo Caterini, 2018, "Classifying Firms with Text Mining," DEM Working Papers, Department of Economics and Management, number 2018/09.
• Martin Christensen, 2018, "Assessing the regional socio-economic impact of the European R&I programme," JRC Working Papers on Territorial Modelling and Analysis, Joint Research Centre, number 2018-05, Dec.
• Pavel Ciaian & Andrey Ivanov & d’Artis Kancs, 2018, "Long-run Economic, Budgetary and Fiscal Effects of Roma Integration Policies," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2018/12, Dec.
• Rodríguez Arosemena, Nicolás, 2018, "The Dominium Mundi Game and the Case for Artificial Intelligence in Economics and the Law," MPRA Paper, University Library of Munich, Germany, number 90560, Dec.
• Gregory J. Cohen & Melanie Friedrichs & Kamran Gupta & William Hayes & Seung Jung Lee & W. Blake Marsh & Nathan Mislang & Maya Shaton & Martin Sicilian, 2018, "The U.S. Syndicated Loan Market: Matching Data," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 18-9, Dec, DOI: 10.18651/RWP2018-09.
• Abdoulaye Ndiaye, 2017, "Flexible Retirement and Optimal Taxation," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2018-18, Nov, DOI: 10.21033/wp-2018-18.
• Timothée Stumpf-Fétizon & Omiros Papaspiliopoulos & José García-Montalvo, 2018, "Bayesian Forecasting of Electoral Outcomes with new Parties' Competition," Working Papers, Barcelona School of Economics, number 1065, Dec.
• Yusuke Narita & Shota Yasui & Kohei Yata, 2018, "Efficient Counterfactual Learning from Bandit Feedback," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2155, Dec.
• Carlo Fezzi & Luca Mosetti, 2018, "Size matters: Estimation sample length and electricity price forecasting accuracy," DEM Working Papers, Department of Economics and Management, number 2018/10.
• Donatien Hainaut & Franck Moraux, 2019, "A switching self-exciting jump diffusion process for stock prices," Post-Print, HAL, number halshs-01909772, Jun, DOI: 10.1007/s10436-018-0340-5.