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Report NEP-CMP-2020-07-20
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:
- Parisa Golbayani & Ionuc{t} Florescu & Rupak Chatterjee, 2020, "A comparative study of forecasting Corporate Credit Ratings using Neural Networks, Support Vector Machines, and Decision Trees," Papers, arXiv.org, number 2007.06617, Jul.
- Michael Karpe, 2020, "An overall view of key problems in algorithmic trading and recent progress," Papers, arXiv.org, number 2006.05515, Jun.
- Jacques Despres & Marko Adamovic, 2020, "Seasonal impacts of climate change on electricity production," JRC Research Reports, Joint Research Centre, number JRC118155, May.
- Marek Antosiewicz & Rodrigo Fuentes & Piotr Lewandowski & Jan Witajewski-Baltvilks, 2020, "Distributional effects of emission pricing in a carbon-intensive economy: the case of Poland," IBS Working Papers, Instytut Badan Strukturalnych, number 07/2020, Jul.
- Jekaterina Navicke, 2020, "Driving factors behind the changes in income distribution in the Baltics: income, policy, demography," GRAPE Working Papers, GRAPE Group for Research in Applied Economics, number 44.
- Item repec:rza:wpaper:817 is not listed on IDEAS anymore
- Anderson, Kym & Wittwer, Glyn, 2020, "A Model of Global Beverage Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14387, Feb.
- Wenlong Hu, 2020, "Risk management of guaranteed minimum maturity benefits under stochastic mortality and regime-switching by Fourier space time-stepping framework," Papers, arXiv.org, number 2006.15483, Jun, revised Dec 2020.
- Dhruv Sharma & Jean-Philippe Bouchaud & Stanislao Gualdi & Marco Tarzia & Francesco Zamponi, 2020, "V-, U-, L-, or W-shaped economic recovery after COVID: Insights from an Agent Based Model," Papers, arXiv.org, number 2006.08469, Jun, revised Feb 2021.
- Dimitris Korobilis & Davide Pettenuzzo, 2020, "Machine Learning Econometrics: Bayesian algorithms and methods," Working Papers, Brandeis University, Department of Economics and International Business School, number 130, Apr.
- Paul Friedrich & Josef Teichmann, 2020, "Deep Investing in Kyle's Single Period Model," Papers, arXiv.org, number 2006.13889, Jun.
- Fritz Breuss, 2020, "25 Years of Austria's EU Membership. Quantifying the Economic Benefits With a DSGE Model," WIFO Working Papers, WIFO, number 603, Jun.
- Revathi Bhuvaneswari & Antonio Segalini, 2020, "Determining Secondary Attributes for Credit Evaluation in P2P Lending," Papers, arXiv.org, number 2006.13921, Jun.
- Colombino, Ugo & Islam, Nizamul, 2020, "Combining Microsimulation and Optimization to Identify Optimal Flexible Tax-Transfer Rules," IZA Discussion Papers, Institute of Labor Economics (IZA), number 13309, May.
- REY LOS SANTOS Luis & WOJTOWICZ Krzysztof & TAMBA Marie & VANDYCK Toon & WEITZEL Matthias & SAVEYN Bert & TEMURSHO Umed, 2018, "Global macroeconomic balances for mid-century climate analyses," JRC Research Reports, Joint Research Centre, number JRC113981, Dec.
- Sanjay Mansabdar & Hussain C Yaganti, 2020, "Valuing the quality option in agricultural commodity futures: a Monte Carlo simulation based approach," Papers, arXiv.org, number 2006.11222, Jun.
- Item repec:rza:wpaper:819 is not listed on IDEAS anymore
- Fornaro, Paolo, 2020, "Nowcasting Industrial Production Using Uncoventional Data Sources," ETLA Working Papers, The Research Institute of the Finnish Economy, number 80, Jun.
- Viladecans-Marsal, Elisabet & Garcia-Lopez, Miquel-Angel & Arribas-Bel, Daniel, 2020, "Building(s and) cities: Delineating urban areas with a machine learning algorithm," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14450, Feb.
- Takeshi Yagihashi, 2020, "The Cost of Omitting the Credit Channel in DSGE Models: A Policy Mix Approach," Discussion papers, Policy Research Institute, Ministry of Finance Japan, number ron324, Mar.
- Fabio Antonelli & Alessandro Ramponi & Sergio Scarlatti, 2020, "Approximate XVA for European claims," Papers, arXiv.org, number 2007.07701, Jul.
- Amina Baba & Anna Cretti & Olivier Massol, 2020, "What can be learned from the free destination option in the LNG imbroglio?," Working Papers, Chaire Economie du climat, number 2004.
- Sang Il Lee, 2020, "Deeply Equal-Weighted Subset Portfolios," Papers, arXiv.org, number 2006.14402, Jun.
- Ralph Rudd & Thomas A. McWalter & Joerg Kienitz & Eckhard Platen, 2020, "Robust Product Markovian Quantization," Papers, arXiv.org, number 2006.15823, Jun.
- Herv'e Andres & Pierre-Edouard Arrouy & Paul Bonnefoy & Alexandre Boumezoued & Sophian Mehalla, 2020, "Fast calibration of the LIBOR Market Model with Stochastic Volatility based on analytical gradient," Papers, arXiv.org, number 2006.13521, Jun.