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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. 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:
- 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, arXiv.org, number 1904.04951, Apr, revised Mar 2021.
- Shihao Gu & Bryan T. Kelly & Dacheng Xiu, 2018, "Empirical Asset Pricing via Machine Learning," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-71, Nov.
- Adamantios Ntakaris & Giorgio Mirone & Juho Kanniainen & Moncef Gabbouj & Alexandros Iosifidis, 2019, "Feature Engineering for Mid-Price Prediction with Deep Learning," Papers, arXiv.org, number 1904.05384, Apr, revised Jun 2019.
- Storm, Hugo & Heckelei, Thomas & Baylis, Kathy & Mittenzwei, Klaus, , "Identifying effects of farm subsidies on structural change using neural networks," Discussion Papers, University of Bonn, Institute for Food and Resource Economics, number 287343, DOI: 10.22004/ag.econ.287343.
- 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, Economic Statistics Centre of Excellence (ESCoE), number ESCoE DP-2018-08, Jul.
- Yoshiharu Sato, 2019, "Model-Free Reinforcement Learning for Financial Portfolios: A Brief Survey," Papers, arXiv.org, number 1904.04973, Apr, 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, Luxembourg Institute of Socio-Economic Research (LISER), number 2019-05, Apr.
- Pierre Henry-Labordere, 2019, "(Martingale) Optimal Transport And Anomaly Detection With Neural Networks: A Primal-dual Algorithm," Papers, arXiv.org, number 1904.04546, Apr, revised Apr 2019.
- Bryan Lim & Stefan Zohren & Stephen Roberts, 2019, "Enhancing Time Series Momentum Strategies Using Deep Neural Networks," Papers, arXiv.org, number 1904.04912, Apr, 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, Bank of Lithuania, number 11, Apr.
- Nguyen, Cuong, 2017, "Simulation of the Impacts of Value-Added-Tax Increases on Welfare and Poverty in Vietnam," MPRA Paper, University Library of Munich, Germany, number 93139, Aug.
- Pauline Affeldt & Tomaso Duso & Florian Szücs, 2019, "25 Years of European Merger Control," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1797.
- 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, Institute of Labor Economics (IZA), number 12242, Mar.