Report NEP-CMP-2019-04-15

This 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.

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Other reports in NEP-CMP

The following items were announced in this report:

• Maximilian Beikirch & Simon Cramer & Martin Frank & Philipp Otte & Emma Pabich & Torsten Trimborn, 2019. "Robust Mathematical Formulation and Probabilistic Description of Agent-Based Computational Economic Market Models," Papers 1904.04951, arXiv.org, revised Mar 2021.
• Shihao Gu & Bryan T. Kelly & Dacheng Xiu, 2018. "Empirical Asset Pricing via Machine Learning," Swiss Finance Institute Research Paper Series 18-71, Swiss Finance Institute.
• Adamantios Ntakaris & Giorgio Mirone & Juho Kanniainen & Moncef Gabbouj & Alexandros Iosifidis, 2019. "Feature Engineering for Mid-Price Prediction with Deep Learning," Papers 1904.05384, arXiv.org, revised Jun 2019.
• Storm, Hugo & Heckelei, Thomas & Baylis, Kathy & Mittenzwei, Klaus, 2019. "Identifying effects of farm subsidies on structural change using neural networks," Discussion Papers 287343, University of Bonn, Institute for Food and Resource Economics.
• Antonio Lima & Hasan Bakhshi, 2018. "Classifying occupations using web-based job advertisements: an application to STEM and creative occupations," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2018-08, Economic Statistics Centre of Excellence (ESCoE).
• Yoshiharu Sato, 2019. "Model-Free Reinforcement Learning for Financial Portfolios: A Brief Survey," Papers 1904.04973, arXiv.org, revised May 2019.
• SOLOGON Denisa & ALMEIDA Vanda & VAN KERM Philippe, 2019. "Accounting for the distributional effects of the 2007-2008 crisis and the Economic Adjustment Program in Portugal," LISER Working Paper Series 2019-05, Luxembourg Institute of Socio-Economic Research (LISER).
• Pierre Henry-Labordere, 2019. "(Martingale) Optimal Transport And Anomaly Detection With Neural Networks: A Primal-dual Algorithm," Papers 1904.04546, arXiv.org, revised Apr 2019.
• Bryan Lim & Stefan Zohren & Stephen Roberts, 2019. "Enhancing Time Series Momentum Strategies Using Deep Neural Networks," Papers 1904.04912, arXiv.org, revised Sep 2020.
• Hali Edison & Hector Carcel, 2019. "Text Data Analysis Using Latent Dirichlet Allocation: An Application to FOMC Transcripts," Bank of Lithuania Discussion Paper Series 11, Bank of Lithuania.
• Nguyen, Cuong, 2017. "Simulation of the Impacts of Value-Added-Tax Increases on Welfare and Poverty in Vietnam," MPRA Paper 93139, University Library of Munich, Germany.
• Pauline Affeldt & Tomaso Duso & Florian Szücs, 2019. "25 Years of European Merger Control," Discussion Papers of DIW Berlin 1797, DIW Berlin, German Institute for Economic Research.
• Fossen, Frank M. & Sorgner, Alina, 2019. "New Digital Technologies and Heterogeneous Employment and Wage Dynamics in the United States: Evidence from Individual-Level Data," IZA Discussion Papers 12242, Institute of Labor Economics (IZA).