Report NEP-CMP-2020-04-20

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:

• Mojtaba Nabipour & Pooyan Nayyeri & Hamed Jabani & Amir Mosavi, 2020, "Deep learning for Stock Market Prediction," Papers, arXiv.org, number 2004.01497, Mar.
• Natalia Turdyeva, 2019, "Effects Of Terms Of Trade Shocks On The Russian Economy," Bank of Russia Working Paper Series, Bank of Russia, number wps48, Oct.
• Piergiacomo Sabino, 2020, "Exact Simulation of Variance Gamma related OU processes: Application to the Pricing of Energy Derivatives," Papers, arXiv.org, number 2004.06786, Apr.
• Rui Fan & Oleksandr Talavera & Vu Tran, 2020, "Social media and price discovery: the case of cross-listed firms," Discussion Papers, Department of Economics, University of Birmingham, number 20-05, Mar.
• Thibaut Th'eate & Damien Ernst, 2020, "An Application of Deep Reinforcement Learning to Algorithmic Trading," Papers, arXiv.org, number 2004.06627, Apr, revised Oct 2020.
• Sven Husmann & Antoniya Shivarova & Rick Steinert, 2020, "Company classification using machine learning," Papers, arXiv.org, number 2004.01496, Mar, revised May 2020.
• Philip Ndikum, 2020, "Machine Learning Algorithms for Financial Asset Price Forecasting," Papers, arXiv.org, number 2004.01504, Mar.
• Amir Mosavi & Pedram Ghamisi & Yaser Faghan & Puhong Duan, 2020, "Comprehensive Review of Deep Reinforcement Learning Methods and Applications in Economics," Papers, arXiv.org, number 2004.01509, Mar.
• Jonathan Sadighian, 2020, "Extending Deep Reinforcement Learning Frameworks in Cryptocurrency Market Making," Papers, arXiv.org, number 2004.06985, Apr.
• Ye-Sheen Lim & Denise Gorse, 2020, "Deep Probabilistic Modelling of Price Movements for High-Frequency Trading," Papers, arXiv.org, number 2004.01498, Mar.
• Jim Samuel, 2020, "Information Token Driven Machine Learning for Electronic Markets: Performance Effects in Behavioral Financial Big Data Analytics," Papers, arXiv.org, number 2004.06642, Mar.
• Hannes Wallimann & David Imhof & Martin Huber, 2020, "A Machine Learning Approach for Flagging Incomplete Bid-rigging Cartels," Papers, arXiv.org, number 2004.05629, Apr.
• Carol Alexander & Xiaochun Meng & Wei Wei, 2020, "Targetting Kollo Skewness with Random Orthogonal Matrix Simulation," Papers, arXiv.org, number 2004.06586, Apr, revised Sep 2021.
• Jonghyeon Min, 2020, "Financial Market Trend Forecasting and Performance Analysis Using LSTM," Papers, arXiv.org, number 2004.01502, Mar.
• Ioannis Boukas & Damien Ernst & Thibaut Th'eate & Adrien Bolland & Alexandre Huynen & Martin Buchwald & Christelle Wynants & Bertrand Corn'elusse, 2020, "A Deep Reinforcement Learning Framework for Continuous Intraday Market Bidding," Papers, arXiv.org, number 2004.05940, Apr.
• Bekkers, Eddy & Schroeter, Sofia, 2020, "An economic analysis of the US-China trade conflict," WTO Staff Working Papers, World Trade Organization (WTO), Economic Research and Statistics Division, number ERSD-2020-04, DOI: 10.30875/5b611474-en.
• Fittje, Jens & Wagner, Helmut, 2020, "Networking topography and default contagion in China’s financial system," CEAMeS Discussion Paper Series, University of Hagen, Center for East Asia Macro-economic Studies (CEAMeS), number 17/2020.
• Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Joseph E. Stiglitz & Tania Treibich, 2020, "Rational Heuristics? Expectations and Behaviors in Evolving Economies with Heterogeneous Interacting Agents," NBER Working Papers, National Bureau of Economic Research, Inc, number 26922, Apr.
• Daniel Bjorkegren & Joshua E. Blumenstock & Samsun Knight, 2020, "Manipulation-Proof Machine Learning," Papers, arXiv.org, number 2004.03865, Apr.
• Vijay V. Vazirani & Mihalis Yannakakis, 2020, "Computational Complexity of the Hylland-Zeckhauser Scheme for One-Sided Matching Markets," Papers, arXiv.org, number 2004.01348, Apr, revised Apr 2020.
• Shantanu Bagchi & Juergen Jung, 2020, "Health Risk and the Welfare Effects of Social Security," Working Papers, Towson University, Department of Economics, number 2020-02, Apr, revised Jul 2022.
• Ayoubi, Charles & Barbosu, Sandra & Pezzoni, Michele & Visentin, Fabiana, 2020, "What matters in funding: The value of research coherence and alignment in evaluators' decisions," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2020-010, Mar.
• Alessandro Sforza & Marina Steininger, 2020, "Globalization in the Time of Covid-19," CESifo Working Paper Series, CESifo, number 8184.
• Kirill S. Glavatskiy & Mikhail Prokopenko & Adrian Carro & Paul Ormerod & Michael Harre, 2020, "Explaining herding and volatility in the cyclical price dynamics of urban housing markets using a large scale agent-based model," Papers, arXiv.org, number 2004.07571, Apr.
• Antoine Bozio & Simon Rabaté & Audrey Rain & Maxime Tô, 2019, "How should a points pension system be managed?," Post-Print, HAL, number halshs-02516413, Jun.

Report NEP-CMP-2020-04-20

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: