Report NEP-CMP-2019-09-09

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:

• Denis Shibitov & Mariam Mamedli, 2019, "The finer points of model comparison in machine learning: forecasting based on russian banks’ data," Bank of Russia Working Paper Series, Bank of Russia, number wps43, Aug.
• Haoqian Li & Thomas Lau, 2019, "Reinforcement Learning: Prediction, Control and Value Function Approximation," Papers, arXiv.org, number 1908.10771, Aug.
• Item repec:bof:bofrdp:2019_014 is not listed on IDEAS anymore

• Stephan Leitner & Friederike Wall, 2019, "Decision-facilitating information in hidden-action setups: An agent-based approach," Papers, arXiv.org, number 1908.07998, Aug, revised Apr 2020.
• Francisco C. Pereira, 2019, "Rethinking travel behavior modeling representations through embeddings," Papers, arXiv.org, number 1909.00154, Aug.
• Kerda Varaku, 2019, "Stock Price Forecasting and Hypothesis Testing Using Neural Networks," Papers, arXiv.org, number 1908.11212, Aug.
• Freund, Florian & Pelikan, Janine & Banse, Martin, , "Losing Preferential Access to Third Countries After Brexit - What is at Stake?," 59th Annual Conference, Braunschweig, Germany, September 25-27, 2019, German Association of Agricultural Economists (GEWISOLA), number 292298, DOI: 10.22004/ag.econ.292298.
• Chen, Jian & Katchova, Ani, , "Agricultural Loan Delinquency Prediction Using Machine Learning Methods," 2019 Annual Meeting, July 21-23, Atlanta, Georgia, Agricultural and Applied Economics Association, number 290745, DOI: 10.22004/ag.econ.290745.
• Denis Belomestny & Leonid Iosipoi, 2019, "Fourier transform MCMC, heavy tailed distributions and geometric ergodicity," Papers, arXiv.org, number 1909.00698, Sep, revised Dec 2019.
• Francesco Di Comite & Giovanni Mandras & Stylianos Sakkas, 2019, "The impact of the Grand Paris Express on the European regions: a RHOMOLO analysis," JRC Working Papers on Territorial Modelling and Analysis, Joint Research Centre, number 2019-08, Aug.
• Pawel Kliber & Anna Rutkowska-Ziarko, 2019, "An algorithm for construction of a portfolio with a fundamental criterion," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 8911300, Jul.
• G'abor Petneh'azi, 2019, "Quantile Convolutional Neural Networks for Value at Risk Forecasting," Papers, arXiv.org, number 1908.07978, Aug, revised Sep 2020.
• Nobuhiro Hosoe, 2019, "Impact of Tighter Controls on Japanese Chemical Exports to Korea," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 19-17, Sep.
• Gunawan, David & Dang, Khue-Dung & Quiroz, Matias & Kohn, Robert & Tran, Minh-Ngoc, 2019, "Subsampling Sequential Monte Carlo for Static Bayesian Models," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 371, Apr.
• Goller, Daniel & Lechner, Michael & Moczall, Andreas & Wolff, Joachim, 2019, "Does the Estimation of the Propensity Score by Machine Learning Improve Matching Estimation? The Case of Germany's Programmes for Long Term Unemployed," IZA Discussion Papers, IZA Network @ LISER, number 12526, Aug.
• Zheng Tracy Ke & Bryan T. Kelly & Dacheng Xiu, 2019, "Predicting Returns With Text Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 26186, Aug.
• Sagyndykova, Galiya & Oaxaca, Ronald L., 2019, "Raising the Overtime Premium and Reducing the Standard Workweek: Short-Run Impacts on U.S. Manufacturing," IZA Discussion Papers, IZA Network @ LISER, number 12557, Aug.
• Adam M. Guren & Timothy J. McQuade, 2019, "How Do Foreclosures Exacerbate Housing Downturns?," NBER Working Papers, National Bureau of Economic Research, Inc, number 26216, Aug.
• Samuel Asante Gyamerah, 2019, "Are Bitcoins price predictable? Evidence from machine learning techniques using technical indicators," Papers, arXiv.org, number 1909.01268, Sep.
• Zhou, Yujun & Baylis, Kathy, , "Predict Food Security with Machine Learning: Application in Eastern Africa," 2019 Annual Meeting, July 21-23, Atlanta, Georgia, Agricultural and Applied Economics Association, number 291056, DOI: 10.22004/ag.econ.291056.
• François Legendre, 2019, "L’émergence et la consolidation des méthodes de microsimulation en France," Erudite Working Paper, Erudite, number 2019-20.
• Emerson G. Escolar & Yasuaki Hiraoka & Mitsuru Igami & Yasin Ozcan, 2019, "Mapping Firms' Locations in Technological Space: A Topological Analysis of Patent Statistics," Papers, arXiv.org, number 1909.00257, Aug, revised Mar 2022.
• Ni, Yuanming, 2019, "Optimization of age-structured bioeconomic model: recruitment, weight gain and environmental effects," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2019/4, Sep.
• Stefania Albanesi & Domonkos F. Vamossy, 2019, "Predicting Consumer Default: A Deep Learning Approach," Papers, arXiv.org, number 1908.11498, Aug, revised Oct 2019.
• Ben Broadbent & Federico Di Pace & Thomas Drechsel & Richard Harrison & Silvana Tenreyro, 2019, "The Brexit Vote, Productivity Growth and Macroeconomic Adjustments in the United Kingdom," Discussion Papers, Centre for Macroeconomics (CFM), number 1916, Aug.
• Ni, Yuanming & Sandal, Leif K. & Kvamsdal, Sturla F. & Poudel, Diwakar, 2019, "Greed is good: from super-harvest to recovery in a stochastic predator-prey system," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2019/5, Sep.
• Huber, Martin, 2019, "An introduction to flexible methods for policy evaluation," FSES Working Papers, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland, number 504, Aug.
• Jayawickrema, Vishuddhi, 2019, "Monetary Policy Rules and Macroeconomic Stability," MPRA Paper, University Library of Munich, Germany, number 95590, Jan.
• Arthur Seibold, 2019, "Reference Points for Retirement Behavior: Evidence from German Pension Discontinuities," CESifo Working Paper Series, CESifo, number 7799.

Report NEP-CMP-2019-09-09

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: