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Report NEP-CMP-2019-01-07
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:
- Bulent Ozel & Mario Eboli & Andrea Toto & Andrea Teglio, 2018, "Robust-yet-fragile: A simulation model on exposure and concentration at interbank networks," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2018/15.
- Maximilian Beikirch & Simon Cramer & Martin Frank & Philipp Otte & Emma Pabich & Torsten Trimborn, 2018, "Simulation of Stylized Facts in Agent-Based Computational Economic Market Models," Papers, arXiv.org, number 1812.02726, Nov, revised Nov 2019.
- Huicheng Liu, 2018, "Leveraging Financial News for Stock Trend Prediction with Attention-Based Recurrent Neural Network," Papers, arXiv.org, number 1811.06173, Nov.
- Mostafa Zandieh & Seyed Omid Mohaddesi, 2018, "Portfolio Rebalancing under Uncertainty Using Meta-heuristic Algorithm," Papers, arXiv.org, number 1812.07635, Dec.
- Rastin Matin & Casper Hansen & Christian Hansen & Pia M{o}lgaard, 2018, "Predicting Distresses using Deep Learning of Text Segments in Annual Reports," Papers, arXiv.org, number 1811.05270, Nov.
- Xiao-Yang Liu & Zhuoran Xiong & Shan Zhong & Hongyang Yang & Anwar Walid, 2018, "Practical Deep Reinforcement Learning Approach for Stock Trading," Papers, arXiv.org, number 1811.07522, Nov, revised Jul 2022.
- Javier Franco-Pedroso & Joaquin Gonzalez-Rodriguez & Maria Planas & Jorge Cubero & Rafael Cobo & Fernando Pablos, 2018, "The ETS challenges: a machine learning approach to the evaluation of simulated financial time series for improving generation processes," Papers, arXiv.org, number 1811.07792, Nov.
- Shenhao Wang & Qingyi Wang & Jinhua Zhao, 2019, "Multitask Learning Deep Neural Networks to Combine Revealed and Stated Preference Data," Papers, arXiv.org, number 1901.00227, Jan, revised Aug 2019.
- Suren Harutyunyan & Adri`A Masip Borr`As, 2018, "A Numerical Analysis of the Modified Kirk's Formula and Applications to Spread Option Pricing Approximations a numerical analysis of the modified kirk's formula and applications to spread option prici," Papers, arXiv.org, number 1812.04272, Dec.
- Robert Waschik & Jonathan Chew & John Madden & Joshua Sidgwick & Glyn Wittwer, 2018, "The Economic Effects on Regional Australia of RUN-member Universities," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number g-286, Aug.
- Gabriel A. Madeira & Mailliw Serafim & Sergio Mikio Koyama & Fernando Kuwer, 2018, "Impactos do Direcionamento de Crédito Sobre a Economia Brasileira: uma abordagem de equilíbrio geral," Working Papers Series, Central Bank of Brazil, Research Department, number 490, Dec.
- Johannes Viehmann & Stefan Lorenczik & Raimund Malischek, 2018, "Multi-unit multiple bid auctions in balancing markets: an agent-based Q-learning approach," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2018-3, Dec.
- Buncic, Daniel & Stern, Cord, 2018, "Forecast ranked tailored equity portfolios," MPRA Paper, University Library of Munich, Germany, number 90382, Nov.
- Claude Meidinger, 2018, "Cooperation and evolution of meaning in senders-receivers games," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01960762, Dec.
- Shenhao Wang & Qingyi Wang & Jinhua Zhao, 2018, "Deep Neural Networks for Choice Analysis: Extracting Complete Economic Information for Interpretation," Papers, arXiv.org, number 1812.04528, Dec, revised Apr 2021.
- Dmitriy Volinskiy & Lana Cuthbertson & Omid Ardakanian, 2018, "In (Stochastic) Search of a Fairer Alife," Papers, arXiv.org, number 1812.02311, Nov.
- Babak Mahdavi-Damghani & Konul Mustafayeva & Stephen Roberts & Cristin Buescu, 2018, "Portfolio Optimization for Cointelated Pairs: SDEs vs. Machine Learning," Papers, arXiv.org, number 1812.10183, Dec, revised Oct 2019.
- Nadine M Walters & Conrad Beyers & Gusti van Zyl & Rolf van den Heever, 2018, "A framework for simulating systemic risk and its application to the South African banking sector," Papers, arXiv.org, number 1811.04223, Nov.