Report NEP-CMP-2019-02-11This 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.
The following items were announced in this report:
- Shuaiqiang Liu & Cornelis W. Oosterlee & Sander M. Bohte, 2019. "Pricing options and computing implied volatilities using neural networks," Papers 1901.08943, arXiv.org, revised Apr 2019.
- Leonardo Felizardo & Afonso Pinto, 2019. "A Study on Neural Network Architecture Applied to the Prediction of Brazilian Stock Returns," Papers 1901.09143, arXiv.org.
- Guillaume Lamé & Rebecca K. Simmons, 2018. "From behavioural simulation to computer models: how simulation can be used to improve healthcare management and policy," Post-Print hal-01900536, HAL.
- Faisal I Qureshi, 2018. "Investigating Limit Order Book Characteristics for Short Term Price Prediction: a Machine Learning Approach," Papers 1901.10534, arXiv.org.
- Ítalo Pedrosa & Dany Lang, 2018. "Heterogeneity, distribution and financial fragility of non-financial firms: an agent-based stock-flow consistent (AB-SFC) model," Working Papers hal-01937186, HAL.
- Kei Katahira & Yu Chen & Gaku Hashimoto & Hiroshi Okuda, 2019. "Development of an agent-based speculation game for higher reproducibility of financial stylized facts," Papers 1902.02040, arXiv.org.
- Karlson Pfannschmidt & Pritha Gupta & Eyke Hullermeier, 2019. "Learning Choice Functions: Concepts and Architectures," Papers 1901.10860, arXiv.org, revised May 2019.
- Brühl, Volker, 2019. "Big Data, Data Mining, Machine Learning und Predictive Analytics: Ein konzeptioneller Überblick," CFS Working Paper Series 617, Center for Financial Studies (CFS).
- Alinaghi, Nazila & Creedy, John & Gemmell, Norman, 2019. "The Redistributive Effects of a Minimum Wage Increase in New Zealand A Microsimulation Analysis," Working Paper Series 8023, Victoria University of Wellington, Chair in Public Finance.
- Yvon Rocaboy & Marek Pavlik, 2019. "Performance expectations of professional sport teams and in-season head coach dismissals: Evidence from the English Premier League and the French Ligue 1 using Monte Carlo simulation," Economics Working Paper Archive (University of Rennes 1 & University of Caen) 2019-01, Center for Research in Economics and Management (CREM), University of Rennes 1, University of Caen and CNRS.
- Philipp Harms, 2019. "Strong convergence rates for Markovian representations of fractional Brownian motion," Papers 1902.01471, arXiv.org, revised Feb 2019.
- O. A. Malafeyev & S. A. Nemnyugin, 2019. "Lattice investment projects support process model with corruption," Papers 1901.08764, arXiv.org.
- Frondel, Manuel & Kussel, Gerhard & Sommer, Stephan & Vance, Colin, 2018. "Local cost for global benefit: The case of wind turbines," Ruhr Economic Papers 791, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.