Printed from https://ideas.repec.org/n/nep-cmp/2020-03-23.html
Report NEP-CMP-2020-03-23
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:
- Parisa Golbayani & Dan Wang & Ionut Florescu, 2020, "Application of Deep Neural Networks to assess corporate Credit Rating," Papers, arXiv.org, number 2003.02334, Mar.
- Manav Kaushik & A K Giri, 2020, "Forecasting Foreign Exchange Rate: A Multivariate Comparative Analysis between Traditional Econometric, Contemporary Machine Learning & Deep Learning Techniques," Papers, arXiv.org, number 2002.10247, Feb.
- Zura Kakushadze & Willie Yu, 2020, "Machine Learning Treasury Yields," Papers, arXiv.org, number 2003.05095, Mar.
- Steven Y. K. Wong & Jennifer Chan & Lamiae Azizi & Richard Y. D. Xu, 2020, "Time-varying neural network for stock return prediction," Papers, arXiv.org, number 2003.02515, Mar, revised Jan 2021.
- Weiwei Jiang, 2020, "Applications of deep learning in stock market prediction: recent progress," Papers, arXiv.org, number 2003.01859, Feb.
- Item repec:imf:imfwpa:20/44 is not listed on IDEAS anymore
- Yuri F. Saporito & Zhaoyu Zhang, 2020, "PDGM: a Neural Network Approach to Solve Path-Dependent Partial Differential Equations," Papers, arXiv.org, number 2003.02035, Mar, revised Apr 2020.
- Oksana Bashchenko & Alexis Marchal, 2020, "Deep Learning for Asset Bubbles Detection," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-08, Mar.
- Giovanni Mandras & Andrea Conte & Simone Salotti, 2020, "An Input-Output sectorial analysis of North Macedonia," JRC Research Reports, Joint Research Centre, number JRC119971, Feb.
- Ngo-Hoang, Dai-Long, 2019, "A research paper of Hossein Sabzian (2019), Theories and Practice of Agent based Modeling: Some practical Implications for Economic Planners, ArXiv, 54p," AgriXiv, Center for Open Science, number xutyz, Jan, DOI: 10.31219/osf.io/xutyz.
- Micah Goldblum & Avi Schwarzschild & Ankit B. Patel & Tom Goldstein, 2020, "Adversarial Attacks on Machine Learning Systems for High-Frequency Trading," Papers, arXiv.org, number 2002.09565, Feb, revised Oct 2021.
- Pietro Battiston & Simona Gamba & Alessandro Santoro, 2020, "Optimizing Tax Administration Policies with Machine Learning," Working Papers, University of Milano-Bicocca, Department of Economics, number 436, Mar, revised Mar 2020.
- Item repec:imf:imfwpa:20/37 is not listed on IDEAS anymore
- C'onall Kelly & Gabriel Lord & Heru Maulana, 2020, "The role of adaptivity in a numerical method for the Cox-Ingersoll-Ross model," Papers, arXiv.org, number 2002.10206, Feb, revised Jan 2022.
- Oksana Bashchenko & Alexis Marchal, 2020, "Deep Learning, Jumps, and Volatility Bursts," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-10, Mar.
- Item repec:imf:imfwpa:20/45 is not listed on IDEAS anymore
- Bird,Julia Helen & Venables,Anthony J., 2019, "Growing a Developing City : A Computable Spatial General Equilibrium Model Applied to Dhaka," Policy Research Working Paper Series, The World Bank, number 8762, Mar.
- Paolo Brunori & Guido Neidhofer, 2020, "The Evolution of Inequality of Opportunity in Germany: A Machine Learning Approach," CEDLAS, Working Papers, CEDLAS, Universidad Nacional de La Plata, number 0259, Mar.
- Yongyang Cai & Kenneth Judd & Rong Xu, 2020, "Numerical Solution of Dynamic Portfolio Optimization with Transaction Costs," Papers, arXiv.org, number 2003.01809, Mar.
- Giovanni Dosi & Richard B. Freeman & Marcelo C. Pereira & Andrea Roventini & Maria Enrica Virgillito, 2020, "The Impact of Deunionization on the Growth and Dispersion of Productivity and Pay," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2020-05, Feb.
- Maximilian Beikirch & Torsten Trimborn, 2020, "Novel Insights in the Levy-Levy-Solomon Agent-Based Economic Market Model," Papers, arXiv.org, number 2002.10222, Feb.
- James Wallbridge, 2020, "Transformers for Limit Order Books," Papers, arXiv.org, number 2003.00130, Feb.
- Francesco Giavazzi & Felix Iglhaut & Giacomo Lemoli & Gaia Rubera, 2020, "Terrorist Attacks, Cultural Incidents and the Vote for Radical Parties: Analyzing Text from Twitter," NBER Working Papers, National Bureau of Economic Research, Inc, number 26825, Mar.
- Andree,Bo Pieter Johannes & Spencer,Phoebe Girouard & Chamorro,Andres & Dogo,Harun, 2019, "Environment and Development : Penalized Non-Parametric Inference of Global Trends in Deforestation, Pollution and Carbon," Policy Research Working Paper Series, The World Bank, number 8756, Feb.
- Ben Moews & Gbenga Ibikunle, 2020, "Predictive intraday correlations in stable and volatile market environments: Evidence from deep learning," Papers, arXiv.org, number 2002.10385, Feb.
- Matthias Aistleitner & Claudius Graebner & Anna Hornykewycz, 2020, "Theory and Empirics of Capability Accumulation: Implications for Macroeconomic Modelling," ICAE Working Papers, Johannes Kepler University, Institute for Comprehensive Analysis of the Economy, number 105, Mar.
- Walsh,Brian James & Hallegatte,Stephane, 2019, "Measuring Natural Risks in the Philippines : Socioeconomic Resilience and Wellbeing Losses," Policy Research Working Paper Series, The World Bank, number 8723, Jan.