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Report NEP-CMP-2019-09-16
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:
- G'abor Petneh'azi & J'ozsef G'all, 2019, "Mortality rate forecasting: can recurrent neural networks beat the Lee-Carter model?," Papers, arXiv.org, number 1909.05501, Sep, revised Oct 2019.
- Elda Xhumari & Julian Fejzaj, 2019, "Usage of artificial neural networks in data classification," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 9211565, Jul.
- Harold D. Chiang & Kengo Kato & Yukun Ma & Yuya Sasaki, 2019, "Multiway Cluster Robust Double/Debiased Machine Learning," Papers, arXiv.org, number 1909.03489, Sep, revised Mar 2020.
- Samuel Showalter & Jeffrey Gropp, 2019, "Validating Weak-form Market Efficiency in United States Stock Markets with Trend Deterministic Price Data and Machine Learning," Papers, arXiv.org, number 1909.05151, Sep.
- Mi Chuanmin & Xu Runjie & Lin Qingtong, 2019, "Systemic Risk Clustering of China Internet Financial Based on t-SNE Machine Learning Algorithm," Papers, arXiv.org, number 1909.03808, Aug.
- Item repec:hal:wpaper:hal-02276055 is not listed on IDEAS anymore
- Stephan Eckstein & Gaoyue Guo & Tongseok Lim & Jan Obloj, 2019, "Robust pricing and hedging of options on multiple assets and its numerics," Papers, arXiv.org, number 1909.03870, Sep, revised Oct 2020.
- Jarrod Olson & Po-Hsu Allen Chen & Marissa White & Nicole Brennan & Ning Gong, 2019, "State Drug Policy Effectiveness: Comparative Policy Analysis of Drug Overdose Mortality," Papers, arXiv.org, number 1909.01936, Sep, revised Oct 2020.
- Riyadh Jamegh & AllaEldin Kassam & Sawsan Sabih, 2019, "Employment of advanced approach to control inventory level by monitoring Safety Stock in Supply Chain under Uncertain environment," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 8711585, Jul.
- Anne-Sophie Krah & Zoran Nikoli'c & Ralf Korn, 2019, "Machine Learning in Least-Squares Monte Carlo Proxy Modeling of Life Insurance Companies," Papers, arXiv.org, number 1909.02182, Sep.
- Julia M. Puaschunder, 2019, "Artificial Intelligence Market Disruption," Proceedings of the 13th International RAIS Conference, June 10-11, 2019, Research Association for Interdisciplinary Studies, number 01 JP, Jul.
- Alogoskoufis, Spyros & Langfield, Sam, 2019, "Regulating the doom loop," Working Paper Series, European Central Bank, number 2313, Sep.
- Rahul Singh & Liyang Sun, 2019, "Double Robustness for Complier Parameters and a Semiparametric Test for Complier Characteristics," Papers, arXiv.org, number 1909.05244, Sep, revised Dec 2022.
- Christian Francq & Jean-Michel Zakoian, 2019, "Virtual Historical Simulation for estimating the conditional VaR of large portfolios," Papers, arXiv.org, number 1909.04661, Sep.
- Masahiro Kato, 2019, "Identifying Different Definitions of Future in the Assessment of Future Economic Conditions: Application of PU Learning and Text Mining," Papers, arXiv.org, number 1909.03348, Sep, revised Apr 2020.
- Wonsup Shin & Seok-Jun Bu & Sung-Bae Cho, 2019, "Automatic Financial Trading Agent for Low-risk Portfolio Management using Deep Reinforcement Learning," Papers, arXiv.org, number 1909.03278, Sep.
- Xavier Calmet & Nathaniel Wiesendanger Shaw, 2019, "An analytical perturbative solution to the Merton Garman model using symmetries," Papers, arXiv.org, number 1909.01413, Sep, revised Jan 2021.
- Joseph Price & Kasey Buckles & Jacob Van Leeuwen & Isaac Riley, 2019, "Combining Family History and Machine Learning to Link Historical Records," NBER Working Papers, National Bureau of Economic Research, Inc, number 26227, Sep.
- Jens Leth Hougaard & Pieter Jan Kerstens & Kurt Nielsen, 2019, "Benchmarking with uncertain data: a simulation study comparing alternative methods," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2019/05, Sep.
- Arezoo Hatefi Ghahfarrokhi & Mehrnoush Shamsfard, 2019, "Tehran Stock Exchange Prediction Using Sentiment Analysis of Online Textual Opinions," Papers, arXiv.org, number 1909.03792, Aug, revised Sep 2019.
- Susan Athey & Guido Imbens & Jonas Metzger & Evan Munro, 2019, "Using Wasserstein Generative Adversarial Networks for the Design of Monte Carlo Simulations," Papers, arXiv.org, number 1909.02210, Sep, revised Jul 2020.
- Diego Zabaljauregui, 2019, "A fixed-point policy-iteration-type algorithm for symmetric nonzero-sum stochastic impulse control games," Papers, arXiv.org, number 1909.03574, Sep, revised Jun 2020.
- Baptiste Barreau & Laurent Carlier & Damien Challet, 2019, "Deep Prediction of Investor Interest: a Supervised Clustering Approach," Papers, arXiv.org, number 1909.05289, Sep, revised Feb 2021.
- Mahdavi, Sadegh & Bayat, Alireza & Mirzaei, Farzad, 2019, "Economic Operation of Grid-Connected Microgrid By Multiverse Optimization Algorithm," MPRA Paper, University Library of Munich, Germany, number 95893.
- Alda Kika & Loreta Leka & Suela Maxhelaku & Ana Ktona, 2019, "Using data mining techniques on Moodle data for classification of student?s learning styles," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 9211567, Jul.
- Stefan Lessmann & Kristof Coussement & Koen W. de Bock & Johannes Haupt, 2019, "Targeting customers for profit: An ensemble learning framework to support marketing decision-making," Post-Print, HAL, number hal-02275955, May, DOI: 10.1016/j.ins.2019.05.027.
- Peter C.B. Phillips & Zhentao Shi, 2019, "Boosting the Hodrick-Prescott Filter," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2192, May.