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Report NEP-CMP-2019-03-04
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:
- Sangyeon Kim & Myungjoo Kang, 2019, "Financial series prediction using Attention LSTM," Papers, arXiv.org, number 1902.10877, Feb.
- Jinho Lee & Raehyun Kim & Yookyung Koh & Jaewoo Kang, 2019, "Global Stock Market Prediction Based on Stock Chart Images Using Deep Q-Network," Papers, arXiv.org, number 1902.10948, Feb.
- Don Fullerton & Chi L. Ta, 2019, "Environmental Policy on the Back of an Envelope: A Cobb-Douglas Model is Not Just a Teaching Tool," NBER Working Papers, National Bureau of Economic Research, Inc, number 25582, Feb.
- Colasante, Annarita & Alfarano, Simone & Camacho-Cuena, Eva, 2019, "Heuristic Switching Model and Exploration-Explotation Algorithm to describe long-run expectations in LtFEs: a comparison," MPRA Paper, University Library of Munich, Germany, number 92391.
- Item repec:tac:wpaper:2018-2019_5 is not listed on IDEAS anymore
- Shino Takayama, 2018, "Price Manipulation, Dynamic Informed Trading and Tame Equilibria: Theory and Computation," Discussion Papers Series, School of Economics, University of Queensland, Australia, number 603, Oct.
- Tim Xiao, 2019, "Incremental Risk Charge Methodology," Working Papers, HAL, number hal-02024148, Feb.
- Cyril B'en'ezet & Jean-Franc{c}ois Chassagneux & Christoph Reisinger, 2019, "A numerical scheme for the quantile hedging problem," Papers, arXiv.org, number 1902.11228, Feb.
- Sebastian M. Krause & Hrvoje v{S}tefanv{c}i'c & Vinko Zlati'c & Guido Caldarelli, 2019, "Controlling systemic risk - network structures that minimize it and node properties to calculate it," Papers, arXiv.org, number 1902.08483, Feb.
- Calzolari, Giacomo & Calvano, Emilio & Denicolo, Vincenzo & Pastorello, Sergio, 2018, "Artificial intelligence, algorithmic pricing and collusion," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13405, Dec.
- Lechner, Michael & Knaus, Michael C. & Strittmatter, Anthony, 2018, "Machine Learning Estimation of Heterogeneous Causal Effects: Empirical Monte Carlo Evidence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13402, Dec.
- J. L. Subias, 2019, "Quantum model for price forecasting in financial markets," Papers, arXiv.org, number 1902.10502, Jan.