Printed from https://ideas.repec.org/n/nep-cmp/2020-02-24.html
Report NEP-CMP-2020-02-24
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:
- Idris Kharroubi & Thomas Lim & Xavier Warin, 2020, "Discretization and Machine Learning Approximation of BSDEs with a Constraint on the Gains-Process," Papers, arXiv.org, number 2002.02675, Feb.
- Sang Il Lee, 2020, "Hyperparameter Optimization for Forecasting Stock Returns," Papers, arXiv.org, number 2001.10278, Jan.
- Francois Belletti & Davis King & James Lottes & Yi-Fan Chen & John Anderson, 2020, "Sensitivity Analysis in the Dupire Local Volatility Model with Tensorflow," Papers, arXiv.org, number 2002.02481, Feb.
- Alberto Ciacci & Takumi Sueshige & Hideki Takayasu & Kim Christensen & Misako Takayasu, 2020, "The microscopic relationships between triangular arbitrage and cross-currency correlations in a simple agent based model of foreign exchange markets," Papers, arXiv.org, number 2002.02583, Feb.
- Peter Fisker & David Malmgren-Hansen & Thomas Pave Sohnesen, 2019, "The effects of the Maputo ring road on the quantity and quality of nearby housing," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number wp-2019-111.
- Despoina Makariou & Pauline Barrieu & Yining Chen, 2020, "A random forest based approach for predicting spreads in the primary catastrophe bond market," Papers, arXiv.org, number 2001.10393, Jan.
- Verme, Paolo, 2020, "Which Model for Poverty Predictions?," GLO Discussion Paper Series, Global Labor Organization (GLO), number 468.
- Myrto Kalouptsidi & Yuichi Kitamura & Lucas Lima & Eduardo Souza-Rodrigues, 2020, "Partial Identification and Inference for Dynamic Models and Counterfactuals," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2221, Feb.
- Walter Farkas & Ludovic Mathys & Nikola Vasiljevi'c, 2020, "Intra-Horizon Expected Shortfall and Risk Structure in Models with Jumps," Papers, arXiv.org, number 2002.04675, Feb, revised Jan 2021.