Report NEP-CMP-2019-10-14This 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.
The following items were announced in this report:
- Maliar, Lilia & Maliar, Serguei & Winant, Pablo, 2019. "Will Artificial Intelligence Replace Computational Economists Any Time Soon?," CEPR Discussion Papers 14024, C.E.P.R. Discussion Papers.
- Lepetyuk, Vadym & Maliar, Lilia & Maliar, Serguei, 2019. "When the U.S. catches a cold, Canada sneezes: a lower-bound tale told by deep learning," CEPR Discussion Papers 14025, C.E.P.R. Discussion Papers.
- Thomas Cook, 2019. "Macroeconomic Indicator Forecasting with Deep Neural Networks," 2019 Meeting Papers 402, Society for Economic Dynamics.
- Antoine Arnoud & Fatih Guvenen & Tatjana Kleineberg, 2019. "Benchmarking Global Optimizers," NBER Working Papers 26340, National Bureau of Economic Research, Inc.
- Michael Reiter, 2019. "Solving Heterogeneous Agent Models with Non-convex Optimization Problems: Linearization and Beyond %," 2019 Meeting Papers 1048, Society for Economic Dynamics.
- Feras Batarseh & Munisamy Gopinath & Ganesh Nalluru & Jayson Beckman, 2019. "Application of Machine Learning in Forecasting International Trade Trends," Papers 1910.03112, arXiv.org.
- Lisha Lin & Yaqiong Li & Rui Gao & Jianhong Wu, 2019. "The Numerical Simulation of Quanto Option Prices Using Bayesian Statistical Methods," Papers 1910.04075, arXiv.org.
- Alexis Bogroff & Dominique Guégan, 2019. "Artificial Intelligence, Data, Ethics: An Holistic Approach for Risks and Regulation," Documents de travail du Centre d'Economie de la Sorbonne 19012, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Mihály Szoboszlai & Zoltán Bögöthy & Pálma Mosberger & Dávid Berta, 2018. "Assessment of the tax and transfer changes in Hungary between 2010 and 2017 using a microsimulation model," MNB Occasional Papers 2018/135, Magyar Nemzeti Bank (Central Bank of Hungary).
- Aguirregabiria, Victor & Marcoux, Mathieu, 2019. "Imposing Equilibrium Restrictions in the Estimation of Dynamic Discrete Games," CEPR Discussion Papers 14007, C.E.P.R. Discussion Papers.
- Derek Singh & Shuzhong Zhang, 2019. "Distributionally Robust XVA via Wasserstein Distance: Wrong Way Counterparty Credit and Funding Risk," Papers 1910.01781, arXiv.org, revised May 2020.
- Derek Singh & Shuzhong Zhang, 2019. "Distributionally Robust XVA via Wasserstein Distance Part 2: Wrong Way Funding Risk," Papers 1910.03993, arXiv.org.
- Aïd, René & Basei, Matteo & Callegaro, Giorgia & Campi, Luciano & Vargiolu, Tiziano, 2020. "Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications," LSE Research Online Documents on Economics 100003, London School of Economics and Political Science, LSE Library.