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Report NEP-CMP-2019-02-18
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:
- David Barrera & Stéphane Crépey & Babacar Diallo & Gersende Fort & Emmanuel Gobet & Uladzislau Stazhynski, 2019, "Stochastic Approximation Schemes for Economic Capital and Risk Margin Computations," Post-Print, HAL, number hal-01710394, DOI: 10.1051/proc/201965182.
- Monica Andini & Michela Boldrini & Emanuele Ciani & Guido de Blasio & Alessio D'Ignazio & Andrea Paladini, 2019, "Machine learning in the service of policy targeting: the case of public credit guarantees," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1206, Feb.
- Toni Ricardo Eugenio dos Santos & Marcio Issao Nakane, 2019, "Dynamic Bank Runs: an agent-based approach," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2019_07, Feb.
- Andrew G Ross & Grant Allan & Gioele Figus & Peter G McGregor & J Kim Swales & Karen Turner, 2018, "The economic impacts of UK fiscal policies and their spillover effects on the energy system," Working Papers, University of Strathclyde Business School, Department of Economics, number 1820, Dec.
- John Leventides & Kalliopi Loukaki & Vassilios G. Papavassiliou, 2019, "Simulating financial contagion dynamics in random interbank networks," Open Access publications, Research Repository, University College Dublin, number 10197/9601, Feb.
- Kathrin Glau & Daniel Kressner & Francesco Statti, 2019, "Low-rank tensor approximation for Chebyshev interpolation in parametric option pricing," Papers, arXiv.org, number 1902.04367, Feb.
- Fritz Schiltz & Paolo Sestito & Tommaso Agasisti & Kristof De Witte, 2019, "The added value of more accurate predictions for school rankings," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1209, Feb.
- Hassan Najafi Alishah & Pedro Duarte & Telmo Peixe, 2019, "Asymptotic Poincaré Maps along the Edges of Polytopes," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/70, Feb.
- Simon F'ecamp & Joseph Mikael & Xavier Warin, 2019, "Risk management with machine-learning-based algorithms," Papers, arXiv.org, number 1902.05287, Feb, revised Aug 2020.
- Chariton Chalvatzis & Dimitrios Hristu-Varsakelis, 2019, "High-performance stock index trading: making effective use of a deep LSTM neural network," Papers, arXiv.org, number 1902.03125, Feb, revised May 2019.
- E Colonnelli & J.A. Gallego & M Prem, 2019, "What predicts corruption?," Documentos de Trabajo, Universidad del Rosario, number 17144, Feb.
- Victor Chernozhukov & Vira Semenova, 2018, "Simultaneous inference for Best Linear Predictor of the Conditional Average Treatment Effect and other structural functions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP40/18, Jul.
- Klaus Gründler & Tommy Krieger, 2019, "Should We Care (More) About Data Aggregation? Evidence from Democracy Indices," CESifo Working Paper Series, CESifo, number 7480.
- Luca Capriotti & Ruggero Vaia, 2019, "Physics and Derivatives: Effective-Potential Path-Integral Approximations of Arrow-Debreu Densities," Papers, arXiv.org, number 1902.03610, Feb.