Report NEP-CMP-2020-05-04

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.

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Other reports in NEP-CMP

The following items were announced in this report:

• Leonard Sabetti & Ronald Heijmans, 2020, "Shallow or deep? Detecting anomalous flows in the Canadian Automated Clearing and Settlement System using an autoencoder," Working Papers, DNB, number 681, Apr.
• Raquel M. Gaspar & Sara D. Lopes & Bernardo Sequeira, 2020, "Neural Network pricing of American put options," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2020/0122, Apr.
• Marek Stelmach & Marcin Chlebus, 2020, "Novel multilayer stacking framework with weighted ensemble approach for multiclass credit scoring problem application," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-08.
• Maria Priscila Ramos & Estefania Custodio & Sofia Jimenez & Alfredo Mainar Causape & Pierre Boulanger & Emanuele Ferrari, 2020, "Assessing market incentive policies in Kenya with a food security and nutrition perspective: a macro-microsimulation approach," JRC Research Reports, Joint Research Centre, number JRC119390, Apr.
• Grilli, Luca & Santoro, Domenico, 2020, "Generative Adversarial Network for Market Hourly Discrimination," MPRA Paper, University Library of Munich, Germany, number 99846, Apr.
• Yoseph Y. Getachew & Stephen J. Turnovsky, 2020, "Redistribution, Inequality, and Efficiency with Credit Constraints," Working Papers, University of Pretoria, Department of Economics, number 202028, Apr.
• Hauser, Luisa-Marie & Schlag, Carsten-Henning & Wolf, André, 2020, "Demographic change in Switzerland: Impacts on economic growth in an Overlapping Generations Model," HWWI Research Papers, Hamburg Institute of International Economics (HWWI), number 191.
• Schnaubelt, Matthias, 2020, "Deep reinforcement learning for the optimal placement of cryptocurrency limit orders," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 05/2020.
• Christophe Croux & Julapa Jagtiani & Tarunsai Korivi & Milos Vulanovic, 2020, "Important Factors Determining Fintech Loan Default: Evidence from the LendingClub Consumer Platform," Working Papers, Federal Reserve Bank of Philadelphia, number 20-15, Apr, DOI: 10.21799/frbp.wp.2020.15.
• Vadlamani Ravi & Vadlamani Madhav, 2020, "Optimizing the reliability of a bank with Logistic Regression and Particle Swarm Optimization," Papers, arXiv.org, number 2004.11122, Mar.
• Alexander Mihailov, 2020, "Quantifying the Macroeconomic Effects of the COVID-19 Lockdown: Comparative Simulations of the Estimated Galí-Smets-Wouters Model," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2020-07, Apr.
• Schnaubelt, Matthias & Seifert, Oleg, 2020, "Valuation ratios, surprises, uncertainty or sentiment: How does financial machine learning predict returns from earnings announcements?," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 04/2020.
• Stefano Baruffaldi & Brigitte van Beuzekom & Hélène Dernis & Dietmar Harhoff & Nandan Rao & David Rosenfeld & Mariagrazia Squicciarini, 2020, "Identifying and measuring developments in artificial intelligence: Making the impossible possible," OECD Science, Technology and Industry Working Papers, OECD Publishing, number 2020/05, May, DOI: 10.1787/5f65ff7e-en.
• Richard Heuver & Ron Berndsen, 2020, "Liquidity Coverage Ratio in a Payments Network: Uncovering Contagion Paths," Working Papers, DNB, number 678, Mar.
• Figari, Francesco & V. Fiorio, Carlo, 2020, "Welfare resilience in the immediate aftermath of the COVID-19 outbreak in Italy," EUROMOD Working Papers, EUROMOD at the Institute for Social and Economic Research, number EM6/20, Apr.
• Daria Dzyabura & Renana Peres, 2019, "Visual Elicitation of Brand Perception," Working Papers, New Economic School (NES), number w0260, Dec.
• Shaun Byck & Ronald Heijmans, 2020, "How much liquidity would a liquidity-saving mechanism save if a liquidity-saving mechanism could save liquidity? A simulation approach for Canada's large-value payment system Shaun Byck," Working Papers, DNB, number 682, Apr.
• Mathias Dolls, 2020, "An Unemployment Re-Insurance Scheme for the Eurozone? Stabilizing and Redistributive Effects," CESifo Working Paper Series, CESifo, number 8219.
• Enkhbayar Shagdar & Tomoyoshi Nakajima, 2020, "Economic Impacts to Be Brought by the DPRK's Return to International Society: CGE Analysis with the GTAP 9A Data Base," Discussion papers, ERINA - Economic Research Institute for Northeast Asia, number 2003, Apr.
• Tam Tran-The, 2020, "Modeling Institutional Credit Risk with Financial News," Papers, arXiv.org, number 2004.08204, Apr.
• Daria Dzyabura & Siham El Kihal & John R. Hauser & Marat Ibragimov, 2019, "Leveraging the Power of Images in Managing Product Return Rates," Working Papers, New Economic School (NES), number w0259, Sep.
• Katrin Heßler & Stefan Irnich & Tobias Kreiter & Ulrich Pferschy, 2020, "Lexicographic Bin-Packing Optimization for Loading Trucks in a Direct-Shipping System," Working Papers, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, number 2009, Apr.
• Tarek A. Hassan & Laurence van Lent & Stephan Hollander & Ahmed Tahoun, 2020, "Firm-Level Exposure to Epidemic Diseases: Covid-19, SARS, and H1N1," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics, number dp-340, Apr.
• Paul D McNelis & James Yetman, 2020, "Volatility spillovers and capital buffers among the G-SIBs," BIS Working Papers, Bank for International Settlements, number 856, Apr.
• Lukasz A. Drozd & Marina Tavares, 2020, "Responding to COVID-19: A Note," Working Papers, Federal Reserve Bank of Philadelphia, number 20-14, Apr, DOI: 10.21799/frbp.wp.2020.14.
• Ryan Banerjee & Anamaria Illes & Enisse Kharroubi & José María Serena Garralda, 2020, "Covid-19 and corporate sector liquidity," BIS Bulletins, Bank for International Settlements, number 10, Apr.
• Torry, Malcolm, 2020, "Evaluation of a Recovery Basic Income, and of a sustainable revenue neutral Citizen’s Basic Income, with an appendix relating to different Universal Credit roll-out scenarios," EUROMOD Working Papers, EUROMOD at the Institute for Social and Economic Research, number EM7/20, Apr.
• Pauline Affeldt & Tomaso Duso & Florian Szücs, 2020, "25 Years of European Merger Control," CESifo Working Paper Series, CESifo, number 8213.
• Daniel S. Hamermesh, 2020, "Lock-downs, Loneliness and Life Satisfaction," NBER Working Papers, National Bureau of Economic Research, Inc, number 27018, Apr.
• Chenxu Li & Olivier Scaillet & Yiwen Shen, 2020, "Wealth Effect on Portfolio Allocation in Incomplete Markets," Papers, arXiv.org, number 2004.10096, Apr, revised Aug 2021.
• Andrey Itkin & Dmitry Muravey, 2020, "Semi-closed form prices of barrier options in the Hull-White model," Papers, arXiv.org, number 2004.09591, Apr, revised Sep 2020.
• Derek Singh & Shuzhong Zhang, 2020, "Robust Arbitrage Conditions for Financial Markets," Papers, arXiv.org, number 2004.09432, Apr.

Report NEP-CMP-2020-05-04

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: