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Report NEP-CMP-2019-11-11
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:
- Grey Gordon, 2019, "Efficient Computation with Taste Shocks," Working Paper, Federal Reserve Bank of Richmond, number 19-15, Sep.
- Alexander J. M. Kell & Matthew Forshaw & A. Stephen McGough, 2019, "ElecSim: Monte-Carlo Open-Source Agent-Based Model to Inform Policy for Long-Term Electricity Planning," Papers, arXiv.org, number 1911.01203, Oct.
- Junming Yang & Yaoqi Li & Xuanyu Chen & Jiahang Cao & Kangkang Jiang, 2019, "Deep Learning for Stock Selection Based on High Frequency Price-Volume Data," Papers, arXiv.org, number 1911.02502, Nov.
- Ben R. Craig & Dietmar Maringer & Sandra Paterlini, 2019, "Recreating Banking Networks under Decreasing Fixed Costs," Working Papers, Federal Reserve Bank of Cleveland, number 19-21, Nov, DOI: 10.26509/frbc-wp-201921.
- Christoph Böhringer & Knut Einar Rosendahl & Halvor Briseid Storrøsten, 2019, "Smart Hedging Against Carbon Leakage," CESifo Working Paper Series, CESifo, number 7915.
- J.A. Giesecke & R. Waschik & N.H. Tran, 2019, "Modelling the Consequences of the U.S.-China Trade War and Related Trade Frictions for the U.S., Chinese, Australian and Global Economies," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number g-294, Jul.
- Marco Guerzoni & Consuelo R. Nava & Massimiliano Nuccio, 2019, "The survival of start-ups in time of crisis. A machine learning approach to measure innovation," Papers, arXiv.org, number 1911.01073, Nov.
- Philippe G. LeFloch & Jean-Marc Mercier, 2019, "The Transport-based Mesh-free Method (TMM) and its applications in finance: a review," Papers, arXiv.org, number 1911.00992, Nov, revised Nov 2019.
- Nathalie GAUSSIER & Seghir ZERGUINI, 2019, "MUST-B: a multi-agent LUTI model for systemic simulation of urban policies," Cahiers du GREThA (2007-2019), Groupe de Recherche en Economie Théorique et Appliquée (GREThA), number 2019-13.
- Magnus Wiese & Lianjun Bai & Ben Wood & Hans Buehler, 2019, "Deep Hedging: Learning to Simulate Equity Option Markets," Papers, arXiv.org, number 1911.01700, Nov.
- Humoud Alsabah & Agostino Capponi & Octavio Ruiz Lacedelli & Matt Stern, 2019, "Robo-advising: Learning Investors' Risk Preferences via Portfolio Choices," Papers, arXiv.org, number 1911.02067, Nov, revised Nov 2019.
- Agostino Capponi & Sveinn Olafsson & Thaleia Zariphopoulou, 2019, "Personalized Robo-Advising: Enhancing Investment through Client Interaction," Papers, arXiv.org, number 1911.01391, Nov, revised Nov 2020.
- Masafumi Nakano & Akihiko Takahashi, 2019, "A New Investment Method with AutoEncoder: Applications to Cryptocurrencies," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-1128, Oct.