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Report NEP-CMP-2019-11-25
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:
- Yu Zheng & Bowei Chen & Timothy M. Hospedales & Yongxin Yang, 2019, "Index Tracking with Cardinality Constraints: A Stochastic Neural Networks Approach," Papers, arXiv.org, number 1911.05052, Nov, revised Nov 2019.
- Theodoros P. Pantelidis & Joseph Y. J. Chow & Saeid Rasulkhani, 2019, "A many-to-many assignment game and stable outcome algorithm to evaluate collaborative Mobility-as-a-Service platforms," Papers, arXiv.org, number 1911.04435, Nov, revised Jun 2020.
- Sumitra Ganesh & Nelson Vadori & Mengda Xu & Hua Zheng & Prashant Reddy & Manuela Veloso, 2019, "Reinforcement Learning for Market Making in a Multi-agent Dealer Market," Papers, arXiv.org, number 1911.05892, Nov.
- Johannes Ruf & Weiguan Wang, 2019, "Neural networks for option pricing and hedging: a literature review," Papers, arXiv.org, number 1911.05620, Nov, revised May 2020.
- Mehran Azimi & Anup Agrawal, 2019, "Is Positive Sentiment in Corporate Annual Reports Informative? Evidence from Deep Learning," 2019 Papers, Job Market Papers, number paz108, Aug.
- Xiao, Tim, 2018, "Incremental Risk Charge Methodology," arabixiv.org, Center for Open Science, number qmcdz, Aug, DOI: 10.31219/osf.io/qmcdz.
- Luca De Gennaro Aquino & Carole Bernard, 2019, "Bounds on Multi-asset Derivatives via Neural Networks," Papers, arXiv.org, number 1911.05523, Nov, revised Nov 2020.
- Ben Wealer & Simon Bauer & Leonard Göke & Christian von Hirschhausen & Claudia Kemfert, 2019, "Economics of Nuclear Power Plant Investment: Monte Carlo Simulations of Generation III/III+ Investment Projects," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1833.
- Mazur, Stepan & Otryakhin, Dmitry, 2019, "Linear Fractional Stable Motion with the RLFSM R Package," Working Papers, Örebro University, School of Business, number 2019:9, Nov.
- Item repec:imf:imfwpa:19/228 is not listed on IDEAS anymore
- R Verbelen & K Antonio & Gerda Claeskens & J Crevecoeur, 2018, "An EM algorithm to model the occurrence of events subject to a reporting delay," Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven, number 623951.
- Gary S. Anderson & Alena Audzeyeva, 2019, "A Coherent Framework for Predicting Emerging Market Credit Spreads with Support Vector Regression," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-074, Oct, DOI: 10.17016/FEDS.2019.074.
- B. Shravan Kumar & Vadlamani Ravi & Rishabh Miglani, 2019, "Predicting Indian stock market using the psycho-linguistic features of financial news," Papers, arXiv.org, number 1911.06193, Nov.
- Tyler Pike & Horacio Sapriza & Tom Zimmermann, 2019, "Bottom-up Leading Macroeconomic Indicators: An Application to Non-Financial Corporate Defaults using Machine Learning," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-070, Sep, DOI: 10.17016/FEDS.2019.070.
- Richard H. Clarida, 2019, "Introductory Remarks : a speech at \"Nontraditional Data, Machine Learning, and Natural Language Processing in Macroeconomics,\" a research conference sponsored by the Federal Reserve Board, Washington, D.C., October 1, 2019," Speech, Board of Governors of the Federal Reserve System (U.S.), number 1088, Oct.
- Item repec:leo:wpaper:2712 is not listed on IDEAS anymore
- Hammond, Peter J & Qiao, Lei & Sun, Yeneng, 2019, "Monte Carlo Sampling Processes and Incentive Compatible Allocations in Large Economies," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1229.
- Michael Dubrovsky & Marshall Ball & Bogdan Penkovsky, 2019, "Optical Proof of Work," Papers, arXiv.org, number 1911.05193, Nov, revised Feb 2020.
- Christoph March, 2019, "The Behavioral Economics of Artificial Intelligence: Lessons from Experiments with Computer Players," CESifo Working Paper Series, CESifo, number 7926.
- Jean-Michel Fayolle & Vincent Lemaire & Thibaut Montes & Gilles Pag`es, 2019, "Quantization-based Bermudan option pricing in the $FX$ world," Papers, arXiv.org, number 1911.05462, Nov, revised May 2020.
- Daniel Philps & Artur d'Avila Garcez & Tillman Weyde, 2019, "Making Good on LSTMs' Unfulfilled Promise," Papers, arXiv.org, number 1911.04489, Nov, revised Dec 2019.