Printed from https://ideas.repec.org/n/nep-cmp/2019-03-11.html
Report NEP-CMP-2019-03-11
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:
- Sima Siami-Namini & Akbar Siami Namin, 2018, "Forecasting Economics and Financial Time Series: ARIMA vs. LSTM," Papers, arXiv.org, number 1803.06386, Mar.
- Ludovic Gouden`ege & Andrea Molent & Antonino Zanette, 2019, "Gaussian Process Regression for Pricing Variable Annuities with Stochastic Volatility and Interest Rate," Papers, arXiv.org, number 1903.00369, Mar, revised Jul 2019.
- Rohan Arora & Chen Fan & Guillaume Ouellet Leblanc, 2019, "Liquidity Management of Canadian Corporate Bond Mutual Funds: A Machine Learning Approach," Staff Analytical Notes, Bank of Canada, number 2019-7, DOI: 10.34989/san-2019-7.
- Michel Fliess & Cédric Join & Maria Bekcheva & Alireza Moradi & Hugues Mounier, 2019, "Easily implementable time series forecasting techniques for resource provisioning in cloud computing," Post-Print, HAL, number hal-02024835, Apr, DOI: 10.1109/codit.2019.8820396.
- Aleksandar Arandjelovi'c & Ryle S. Perera & Pavel V. Shevchenko & Tak Kuen Siu & Jin Sun, 2019, "Optimal Investment, Consumption, and Insurance with Durable Goods under Stochastic Depreciation Risk," Papers, arXiv.org, number 1903.00631, Mar, revised Dec 2025.
- Gustavo Fernandes Souza & Ana Flávia Machado & Edson Paulo Domingues, 2019, "Economic impacts of the vale-cultura (culture voucher): a computable general equilibrium model," Textos para Discussão Cedeplar-UFMG, Cedeplar, Universidade Federal de Minas Gerais, number 595, Feb.
- Fazlollah Soleymani & Andrey Itkin, 2019, "Pricing foreign exchange options under stochastic volatility and interest rates using an RBF--FD method," Papers, arXiv.org, number 1903.00937, Mar.
- Sara Moricz, 2019, "Using Artificial Intelligence to Recapture Norms: Did #metoo change gender norms in Sweden?," Papers, arXiv.org, number 1903.00690, Mar.
- Kyei, C. & Hassan, R., , "The economy-wide implications of a tax policy to reduce water pollution: a case of the Olifants river basin, South Africa," 2018 Annual Conference, September 25-27, Cape Town, South Africa, Agricultural Economics Association of South Africa (AEASA), number 284737, DOI: 10.22004/ag.econ.284737.
- Rob J Hyndman, 2019, "A Brief History of Forecasting Competitions," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/19.
- Kenichiro Shiraya & Hiroki Uenishi & Akira Yamazaki, 2019, "A General Control Variate Method for Lévy Models in Finance (Published in European Journal of Operational Research.)," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-455, Feb, revised Jan 2020.
- Ajay Agrawal & Joshua S. Gans & Avi Goldfarb, 2019, "Artificial Intelligence: The Ambiguous Labor Market Impact of Automating Prediction," NBER Working Papers, National Bureau of Economic Research, Inc, number 25619, Feb.
- Item repec:urb:wpaper:18_08 is not listed on IDEAS anymore
- Jiun-Hua Su, 2019, "Model Selection in Utility-Maximizing Binary Prediction," Papers, arXiv.org, number 1903.00716, Mar, revised Jul 2020.
- Fos, Vyacheslav & Chinco, Alex, 2019, "The Sound Of Many Funds Rebalancing," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13561, Mar.
- Hadi NekoeiQachkanloo & Benyamin Ghojogh & Ali Saheb Pasand & Mark Crowley, 2019, "Artificial Counselor System for Stock Investment," Papers, arXiv.org, number 1903.00955, Mar.
- D. S. Quevedo & C. J. Quimbay, 2019, "Piketty's second fundamental law of capitalism as an emergent property in a kinetic wealth-exchange model of economic growth," Papers, arXiv.org, number 1903.00952, Mar, revised Mar 2019.
- Miriam Steurer & Robert Hill, 2019, "Metrics for Evaluating the Performance of Automated Valuation Models," Graz Economics Papers, University of Graz, Department of Economics, number 2019-02, Feb.
- Dmitry I. Ivanov & Alexander S. Nesterov, 2019, "Stealed-bid Auctions: Detecting Bid Leakage via Semi-Supervised Learning," Papers, arXiv.org, number 1903.00261, Mar, revised Nov 2020.
- Sariev, Eduard & Germano, Guido, 2018, "An innovative feature selection method for support vector machines and its test on the estimation of the credit risk of default," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 100211, Nov.