Printed from https://ideas.repec.org/n/nep-cmp/2020-03-16.html
Report NEP-CMP-2020-03-16
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:
- Achref Bachouch & Côme Huré & Nicolas Langrené & Huyen Pham, 2020, "Deep neural networks algorithms for stochastic control problems on finite horizon: numerical applications," Post-Print, HAL, number hal-01949221.
- Fofana, Ismaël & Omolo, Miriam W. O. & Goundan, Anatole & Magne Domgho, Léa Vicky & Collins, Julia & Marti, Estefania, 2019, "NAIP toolkit for Malabo domestication: Economic modeling of agricultural growth and investment strategy, case study of Kenya," IFPRI discussion papers, International Food Policy Research Institute (IFPRI), number 1813.
- Kristoffer Andersson & Cornelis Oosterlee, 2020, "A deep learning approach for computations of exposure profiles for high-dimensional Bermudan options," Papers, arXiv.org, number 2003.01977, Mar, revised Sep 2020.
- Anton Gerunov, 2020, "Binary Classification Problems in Economics and 136 Different Ways to Solve Them," Bulgarian Economic Papers, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria // Center for Economic Theories and Policies at Sofia University St Kliment Ohridski, number bep-2020-02, Mar, revised Mar 2020.
- Foresti,Andrea, 2019, "Estimation of the ex ante Distribution of Returns for a Portfolio of U.S. Treasury Securities via Deep Learning," Policy Research Working Paper Series, The World Bank, number 8790, Mar.
- Knaus, Michael C., 2020, "Double Machine Learning based Program Evaluation under Unconfoundedness," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 2004, Mar.
- Radek Šauer, 2020, "Rotemberg and Imperfect Common Knowledge: A Solution Algorithm," CESifo Working Paper Series, CESifo, number 8098.
- Fan Fang & Waichung Chung & Carmine Ventre & Michail Basios & Leslie Kanthan & Lingbo Li & Fan Wu, 2020, "Ascertaining price formation in cryptocurrency markets with DeepLearning," Papers, arXiv.org, number 2003.00803, Feb.
- Nicolas Essis-Breton & Patrice Gaillardetz, 2020, "Fast Lower and Upper Estimates for the Price of Constrained Multiple Exercise American Options by Single Pass Lookahead Search and Nearest-Neighbor Martingale," Papers, arXiv.org, number 2002.11258, Feb.
- Paolo Brunori & Guido Neidhofer, 2020, "The Evolution of Inequality of Opportunity in Germany: A Machine Learning Approach," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 514, Jan.
- Rodriguez Castelan,Carlos & Araar,Abdelkrim & Malasquez Carbonel,Eduardo Alonso & Olivieri,Sergio Daniel & Vishwanath,Tara, 2019, "Distributional Effects of Competition : A Simulation Approach," Policy Research Working Paper Series, The World Bank, number 8838, May.
- Paolo Verme, 2020, "Which Model for Poverty Predictions?," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 521, Feb.
- Michael Pinelis & David Ruppert, 2020, "Machine Learning Portfolio Allocation," Papers, arXiv.org, number 2003.00656, Mar, revised Nov 2021.
- Galdo,Virgilio & Li,Yue-000316086 & Rama,Martin G., 2020, "Identifying Urban Areas by Combining Human Judgment and Machine Learning : An Application to India," Policy Research Working Paper Series, The World Bank, number 0160, Feb.
- Helmut Farbmacher & Martin Huber & Luk'av{s} Laff'ers & Henrika Langen & Martin Spindler, 2020, "Causal mediation analysis with double machine learning," Papers, arXiv.org, number 2002.12710, Feb, revised Feb 2021.
- Christian S. Otchia & Simplice A. Asongu, 2019, "Industrial Growth in Sub-Saharan Africa: Evidence from Machine Learning with Insights from Nightlight Satellite Images," Research Africa Network Working Papers, Research Africa Network (RAN), number 19/046, Jan.
- Philipp F. M. Baumann & Michael Schomaker & Enzo Rossi, 2020, "Estimating the Effect of Central Bank Independence on Inflation Using Longitudinal Targeted Maximum Likelihood Estimation," Papers, arXiv.org, number 2003.02208, Mar, revised May 2021.
- Christian Garciga & Randal J. Verbrugge, 2020, "A New Tool for Robust Estimation and Identification of Unusual Data Points," Working Papers, Federal Reserve Bank of Cleveland, number 20-08, Mar, DOI: 10.26509/frbc-wp-202008.
- William C. Horrace & Hyunseok Jung & Shane Sanders, 2020, "Network Competition and Team Chemistry in the NBA," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 226, Mar.