Report NEP-CMP-2020-06-22

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:

• Bruno Bouchard & Adil Reghai & Benjamin Virrion, 2020, "Computation of Expected Shortfall by fast detection of worst scenarios," Papers, arXiv.org, number 2005.12593, May.
• Christian Tilk & Katharina Olkis & Stefan Irnich, 2020, "The Last-mile Vehicle Routing Problem with Delivery Options," Working Papers, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, number 2017, May.
• Imanol Perez Arribas & Cristopher Salvi & Lukasz Szpruch, 2020, "Sig-SDEs model for quantitative finance," Papers, arXiv.org, number 2006.00218, May, revised Jun 2020.
• Xin Man & Ernest Chan, 2020, "The best way to select features?," Papers, arXiv.org, number 2005.12483, May.
• Jerzy Grobelny & Rafal Michalski, 2020, "Effects of scatter plot initial solutions on regular grid facility layout algorithms in typical production models," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/20/12, Aug, DOI: 10.1007/s10100-019-00632-1.
• Jesús Fernández-Villaverde & Samuel Hurtado & Galo Nuño, 2020, "Financial frictions and the wealth distribution," Working Papers, Banco de España, number 2013, Jun.
• Glyn Wittwer & Kym Anderson, 2020, "A Model of Global Beverage Markets," Wine Economics Research Centre Working Papers, University of Adelaide, Wine Economics Research Centre, number 2019-05, Feb.
• Riccardo Doyle, 2020, "Using Network Interbank Contagion in Bank Default Prediction," Papers, arXiv.org, number 2005.12619, May, revised May 2020.
• Tian Xie & Jun Yu & Tao Zeng, 2020, "Econometric Methods and Data Science Techniques: A Review of Two Strands of Literature and an Introduction to Hybrid Methods," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 16-2020, May.
• Grilli, Luca & Santoro, Domenico, 2020, "How Boltzmann Entropy Improves Prediction with LSTM," MPRA Paper, University Library of Munich, Germany, number 100578, May.
• Calypso Herrera & Florian Krach & Josef Teichmann, 2020, "Neural Jump Ordinary Differential Equations: Consistent Continuous-Time Prediction and Filtering," Papers, arXiv.org, number 2006.04727, Jun, revised Apr 2021.
• Susan Namirembe Kavuma & Christine Byaruhanga & Nicholas Musoke & Patrick Loke & Michael Noble & Gemma Wright, 2020, "An analysis of the distributional impact of excise duty in Uganda using a tax-benefit microsimulation model," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number wp-2020-70.
• Dhruv Sharma & Jean-Philippe Bouchaud & Marco Tarzia & Francesco Zamponi, 2020, "Good speciation and endogenous business cycles in a constraint satisfaction macroeconomic model," Papers, arXiv.org, number 2005.11748, May, revised Jun 2021.
• Beatriz Salvador & Cornelis W. Oosterlee & Remco van der Meer, 2020, "Financial option valuation by unsupervised learning with artificial neural networks," Papers, arXiv.org, number 2005.12059, May.
• Corral Rodas,Paul Andres & Molina,Isabel & Nguyen,Minh Cong, 2020, "Pull Your Small Area Estimates up by the Bootstraps," Policy Research Working Paper Series, The World Bank, number 9256, May.
• Jerzy Grobelny & Rafal Michalski, 2018, "Simulated annealing based on linguistic patterns: experimental examination of properties for various types of logistic problems," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/18/09, Sep, DOI: 10.1007/978-3-319-67223-6_32.
• Itf, 2020, "Shared Mobility Simulations for Lyon," International Transport Forum Policy Papers, OECD Publishing, number 74, Apr, DOI: 10.1787/031951c3-en.
• Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2019, "Debunking the granular origins of aggregate fluctuations: from real business cycles back to Keynes," Post-Print, HAL, number hal-02557845, Mar, DOI: 10.1007/s00191-018-0590-4.
• Sudhanshu Pani, 2020, "A Theory of 'Auction as a Search' in speculative markets," Papers, arXiv.org, number 2006.00775, Jun.
• Munisamy Gopinath & Feras A. Batarseh & Jayson Beckman, 2020, "Machine Learning in Gravity Models: An Application to Agricultural Trade," NBER Working Papers, National Bureau of Economic Research, Inc, number 27151, May.
• Athey, Susan & Bryan, Kevin & Gans, Joshua S., 2020, "The Allocation of Decision Authority to Human and Artificial Intelligence," Research Papers, Stanford University, Graduate School of Business, number 3856, Jan.
• Federico Bassi & Tom Bauermann & Dany Lang & Mark Setterfield, 2020, "Is capacity utilization variable in the long run? An agent-based sectoral approach to modeling hysteresis in the normal rate of capacity utilization," Working Papers, New School for Social Research, Department of Economics, number 2007, Jun, revised Aug 2021.
• Jim Malley & Ulrich Woitek, 2019, "Estimated Human Capital Externalities in an Endogenous Growth Framework," Working Papers, Business School - Economics, University of Glasgow, number 2019_04, Apr.
• Ka Wai Tsang & Zhaoyi He, 2020, "Mean-Variance Portfolio Management with Functional Optimization," Papers, arXiv.org, number 2005.12774, May, revised Nov 2020.
• Giuseppe Bruno & Hiren Jani & Rafael Schmidt & Bruno Tissot, 2020, "Computing platforms for big data analytics and artificial intelligence," IFC Reports, Bank for International Settlements, number 11, Apr.
• Hassan, Tarek & Hollander, Stephan & van Lent, Laurence & Schwedeler, Markus & Tahoun, Ahmed, 2020, "Firm-Level Exposure to Epidemic Diseases: Covid-19, SARS, and H1N1," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14573, Apr.
• Evita Mailli & Peter A. Xepapadeas & Phoebe Koundouri, 2020, "An interdisciplinary web-based Decision Support System for socio-economic assessment of marine investments: The MERMAID project," DEOS Working Papers, Athens University of Economics and Business, number 2022, May.
• Maximilian Gobel & Tanya Araújo, 2020, "Indicators of Economic Crises: A Data-Driven Clustering Approach," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2020/0128, May.
• Junyi Li & Xitong Wang & Yaoyang Lin & Arunesh Sinha & Micheal P. Wellman, 2020, "Generating Realistic Stock Market Order Streams," Papers, arXiv.org, number 2006.04212, Jun.
• Aymeric Ricome & Kamel Louhichi & Sergio Gomez y Paloma, 2020, "Impacts of agricultural produce cess (tax) reform options in Tanzania
  [Impacts des options de réforme des taxes sur les produits agricoles en Tanzanie]," Working Papers, HAL, number hal-02535711, DOI: 10.2760/560972.
• Oguzhan Cepni & Rangan Gupta & Yigit Onay, 2020, "The Role of Investor Sentiment in Forecasting Housing Returns in China: A Machine Learning Approach," Working Papers, University of Pretoria, Department of Economics, number 202055, Jun.
• Falco J. Bargagli-Dtoffi & Massimo Riccaboni & Armando Rungi, 2020, "Machine Learning for Zombie Hunting. Firms Failures and Financial Constraints," Working Papers, IMT School for Advanced Studies Lucca, number 01/2020, Jun, revised Jun 2020.
• Muhammad Farooq AHMAD & Oskar KOWALEWSKI, 2020, "Collective bargaining power and corporate cash policy," Working Papers, IESEG School of Management, number 2020-ACF-06, Jun.
• Alexander Subbotin & Samin Aref, 2020, "Brain drain and brain gain in Russia: analyzing international mobility of researchers by discipline using Scopus bibliometric data 1996-2020," MPIDR Working Papers, Max Planck Institute for Demographic Research, Rostock, Germany, number WP-2020-025, DOI: 10.4054/MPIDR-WP-2020-025.
• Item repec:hal:cepnwp:halshs-02865532 is not listed on IDEAS anymore

• Christopher Demone & Olivia Di Matteo & Barbara Collignon, 2020, "Classical Decomposition of Markowitz Portfolio Selection," Staff Working Papers, Bank of Canada, number 20-21, Jun, DOI: 10.34989/swp-2020-21.
• Emaad Manzoor & George H. Chen & Dokyun Lee & Michael D. Smith, 2020, "Influence via Ethos: On the Persuasive Power of Reputation in Deliberation Online," Papers, arXiv.org, number 2006.00707, Jun.

Report NEP-CMP-2020-06-22

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: