Report NEP-CMP-2020-03-02

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," Working Papers, HAL, number hal-02468354, Feb.
• Tomasz R. Bielecki & Tao Chen & Igor Cialenco, 2020, "Time-inconsistent Markovian control problems under model uncertainty with application to the mean-variance portfolio selection," Papers, arXiv.org, number 2002.02604, Feb, revised Sep 2020.
• Jean Bertrand Gauthier & Stefan Irnich, 2020, "Inter-Depot Moves and Dynamic-Radius Search for Multi-Depot Vehicle Routing Problems," Working Papers, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, number 2004, Feb.
• Sen, Sugata & Sengupta, Soumya, 2020, "Misleading Estimation of Backwardness through NITI Aayog SDG index: A study to find loopholes and construction of alternative index with the help of Artificial Intelligence," MPRA Paper, University Library of Munich, Germany, number 98534, Feb.
• Matytsin,Mikhail & Popova,Daria & Freije-Rodriguez,Samuel, 2019, "RUSMOD -- A Tool for Distributional Analysis in the Russian Federation," Policy Research Working Paper Series, The World Bank, number 8994, Sep.
• Andrew Bennett & Nathan Kallus, 2020, "Efficient Policy Learning from Surrogate-Loss Classification Reductions," Papers, arXiv.org, number 2002.05153, Feb.
• Charles B. Perkins & J. Christina Wang, 2019, "How Magic a Bullet Is Machine Learning for Credit Analysis? An Exploration with FinTech Lending Data," Working Papers, Federal Reserve Bank of Boston, number 19-16, Oct, DOI: 10.29412/res.wp.2019.16.
• Thomas Schinko & Birgit Bednar-Friedl & Barbara Truger & Rafael Bramreiter & Nadejda Komendantova & Michael Hartner, 2020, "Economy-wide benefits and costs of local-level energy transition in Austrian Climate and Energy Model Regions," Graz Economics Papers, University of Graz, Department of Economics, number 2020-05, Feb.
• Ahmet Murat Ozbayoglu & Mehmet Ugur Gudelek & Omer Berat Sezer, 2020, "Deep Learning for Financial Applications : A Survey," Papers, arXiv.org, number 2002.05786, Feb.
• Grammig, Joachim & Hanenberg, Constantin & Schlag, Christian & Sönksen, Jantje, 2020, "Diverging roads: Theory-based vs. machine learning-implied stock risk premia," University of Tübingen Working Papers in Business and Economics, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics, number 130, DOI: 10.15496/publikation-39286.
• Piñeiro, Valeria & Díaz-Bonilla, Eugenio & Paz, Flor & Allen, Summer L., 2019, "Sugar taxes: An economy-wide assessment: The case of Guatemala," LAC working papers, International Food Policy Research Institute (IFPRI), number 3.
• Rising Odegua, 2020, "Predicting Bank Loan Default with Extreme Gradient Boosting," Papers, arXiv.org, number 2002.02011, Jan.
• Thomas Philippon, 2020, "On fintech and financial inclusion," BIS Working Papers, Bank for International Settlements, number 841, Feb.
• Cockx, Bart & Lechner, Michael & Bollens, Joost, 2019, "Priority to Unemployed Immigrants? A Causal Machine Learning Evaluation of Training in Belgium," IZA Discussion Papers, Institute of Labor Economics (IZA), number 12875, Dec.
• Calimani, Susanna & Hałaj, Grzegorz & Żochowski, Dawid, 2020, "Simulating fire sales in a system of banks and asset managers," Working Paper Series, European Central Bank, number 2373, Feb.
• Nguyen Chau, Trinh & Scrimgeour, Frank, , "Heterogeneous Impacts of Climate Change – The Ricardian Approach Using Vietnam Micro-Level Panel Data," 2019 Conference, August 29-30, 2019, Hamilton, New Zealand, New Zealand Agricultural and Resource Economics Society, number 302100, DOI: 10.22004/ag.econ.302100.
• Zheng, Hannan & Schwenkler, Gustavo, 2020, "The network of firms implied by the news," ESRB Working Paper Series, European Systemic Risk Board, number 108, Feb.
• Thomas G. McGuire & Anna L. Zink & Sherri Rose, 2020, "Simplifying and Improving the Performance of Risk Adjustment Systems," NBER Working Papers, National Bureau of Economic Research, Inc, number 26736, Feb.
• Roos, Ernst & den Hertog, Dick, 2019, "Reducing conservatism in robust optimization," Other publications TiSEM, Tilburg University, School of Economics and Management, number ad0238cd-de7a-4366-b487-b.
• Francesco Giavazzi & Felix Iglhaut & Giacomo Lemoli & Gaia Rubera, 2020, "Terrorist Attacks, Cultural Incidents and the Vote for Radical Parties: Analyzing Text from Twitter," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 659.
• Momin M. Malik, 2020, "A Hierarchy of Limitations in Machine Learning," Papers, arXiv.org, number 2002.05193, Feb, revised Feb 2020.
• Yun Bai & Xixi Li & Hao Yu & Suling Jia, 2020, "Crude oil price forecasting incorporating news text," Papers, arXiv.org, number 2002.02010, Jan, revised Jul 2021.
• Yadipur , Mahdi & Daglish, Toby & Saglam, Yigit, , "Optimal Land Use Switching Policy," 2019 Conference, August 29-30, 2019, Hamilton, New Zealand, New Zealand Agricultural and Resource Economics Society, number 302101, DOI: 10.22004/ag.econ.302101.
• Francesco Decarolis & Cristina Giorgiantonio, 2020, "Corruption red flags in public procurement: new evidence from Italian calls for tenders," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 544, Feb.
• Brieland, Stephanie & Töpfer, Marina, 2020, "The gender pay gap revisited: Does machine learning offer new insights?," Discussion Papers, Friedrich-Alexander University Erlangen-Nuremberg, Chair of Labour and Regional Economics, number 111.
• Heigle, Julia & Pfeiffer, Friedhelm, 2020, "Langfristige Wirkungen eines nicht abgeschlossenen Studiums auf individuelle Arbeitsmarktergebnisse und die allgemeine Lebenszufriedenheit," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 20-004.

Report NEP-CMP-2020-03-02

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: