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Report NEP-CMP-2019-02-11
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:
- Shuaiqiang Liu & Cornelis W. Oosterlee & Sander M. Bohte, 2019, "Pricing options and computing implied volatilities using neural networks," Papers, arXiv.org, number 1901.08943, Jan, revised Apr 2019.
- Leonardo Felizardo & Afonso Pinto, 2019, "A Study on Neural Network Architecture Applied to the Prediction of Brazilian Stock Returns," Papers, arXiv.org, number 1901.09143, Jan.
- Guillaume Lamé & Rebecca K. Simmons, 2020, "From behavioural simulation to computer models: how simulation can be used to improve healthcare management and policy," Post-Print, HAL, number hal-01900536, DOI: 10.1136/bmjstel-2018-000377.
- Faisal I Qureshi, 2018, "Investigating Limit Order Book Characteristics for Short Term Price Prediction: a Machine Learning Approach," Papers, arXiv.org, number 1901.10534, Dec.
- 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, number hal-01937186, Nov.
- Kei Katahira & Yu Chen & Gaku Hashimoto & Hiroshi Okuda, 2019, "Development of an agent-based speculation game for higher reproducibility of financial stylized facts," Papers, arXiv.org, number 1902.02040, Feb.
- Karlson Pfannschmidt & Pritha Gupta & Bjorn Haddenhorst & Eyke Hullermeier, 2019, "Learning Context-Dependent Choice Functions," Papers, arXiv.org, number 1901.10860, Jan, revised Oct 2021.
- Brühl, Volker, 2019, "Big Data, Data Mining, Machine Learning und Predictive Analytics: Ein konzeptioneller Überblick," CFS Working Paper Series, Center for Financial Studies (CFS), number 617.
- Item repec:vuw:vuwcpf:8023 is not listed on IDEAS anymore
- 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 & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS, number 2019-01, Jan.
- Philipp Harms, 2019, "Strong convergence rates for Markovian representations of fractional processes," Papers, arXiv.org, number 1902.01471, Feb, revised Aug 2020.
- O. A. Malafeyev & S. A. Nemnyugin, 2019, "Lattice investment projects support process model with corruption," Papers, arXiv.org, number 1901.08764, Jan.
- Frondel, Manuel & Kussel, Gerhard & Sommer, Stephan & Vance, Colin, 2019, "Local cost for global benefit: The case of wind turbines," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 791, revised 2019, DOI: 10.4419/86788919.