Report NEP-CMP-2020-09-07

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:

• Grzegorz Marcjasz & Jesus Lago & Rafa{l} Weron, 2020, "Neural networks in day-ahead electricity price forecasting: Single vs. multiple outputs," Papers, arXiv.org, number 2008.08006, Aug.
• Patryk Gierjatowicz & Marc Sabate-Vidales & David v{S}iv{s}ka & Lukasz Szpruch & v{Z}an v{Z}uriv{c}, 2020, "Robust pricing and hedging via neural SDEs," Papers, arXiv.org, number 2007.04154, Jul.
• Eduardo Ramos-P'erez & Pablo J. Alonso-Gonz'alez & Jos'e Javier N'u~nez-Vel'azquez, 2020, "Stochastic reserving with a stacked model based on a hybridized Artificial Neural Network," Papers, arXiv.org, number 2008.07564, Aug.
• Peter Belcak & Jan-Peter Calliess & Stefan Zohren, 2020, "Fast Agent-Based Simulation Framework with Applications to Reinforcement Learning and the Study of Trading Latency Effects," Papers, arXiv.org, number 2008.07871, Aug, revised Sep 2022.
• Loris Cannelli & Giuseppe Nuti & Marzio Sala & Oleg Szehr, 2020, "Hedging using reinforcement learning: Contextual $k$-Armed Bandit versus $Q$-learning," Papers, arXiv.org, number 2007.01623, Jul, revised Feb 2022.
• Jie Fang & Jianwu Lin & Shutao Xia & Yong Jiang & Zhikang Xia & Xiang Liu, 2020, "Neural Network-based Automatic Factor Construction," Papers, arXiv.org, number 2008.06225, Aug, revised Oct 2020.
• Dirk Roeder & Georgi Dimitroff, 2020, "Volatility model calibration with neural networks a comparison between direct and indirect methods," Papers, arXiv.org, number 2007.03494, Jul.
• Dominique Guegan, 2020, "A Note on the Interpretability of Machine Learning Algorithms," Post-Print, HAL, number halshs-02900929, Jul.
• Maximilian Joseph Blömer & Andreas Peichl, 2020, "The ifo Tax and Transfer Behavioral Microsimulation Model," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 335.
• Kaukin, Andrei (Каукин, Андрей) & Kosarev, Vladimir (Косарев, Владимир), 2020, "Identification and forecasting of the phases of the Russian economic cycle, taking into account the sectoral structure of the economy using artificial neural networks
  [Идентификация И Прогнозирование Фаз Российского Экономического Цикла С Учетом О," Working Papers, Russian Presidential Academy of National Economy and Public Administration, number 052019, May.
• Antosiewicz, Marek & Fuentes, J. Rodrigo & Lewandowski, Piotr & Witajewski-Baltvilks, Jan, 2020, "Distributional Effects of Emission Pricing in a Carbon-Intensive Economy: The Case of Poland," IZA Discussion Papers, IZA Network @ LISER, number 13481, Jul.
• Anke Mönnig & Frank Hohmann, 2020, "Back to the future. Counterfactual Scenarios Challenges, Methodology and an Empirical Test," GWS Discussion Paper Series, GWS - Institute of Economic Structures Research, number 20-1.
• Hannes Mueller & Christopher Rauh, 2019, "The Hard Problem of Prediction for Conflict Prevention," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 02-2019, Apr.
• Dr. Anett Großmann & Svenja Schwarz & Frank Hohmann & Anke Mönnig, 2020, "A regionalized national Input-Output – Modell for Chile (COFORCE) Methodology and Applications," GWS Discussion Paper Series, GWS - Institute of Economic Structures Research, number 20-3.
• Rangan Gupta & Hardik A. Marfatia & Christian Pierdzioch & Afees A. Salisu, 2020, "Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202077, Aug.
• Lakshay Chauhan & John Alberg & Zachary C. Lipton, 2020, "Uncertainty-Aware Lookahead Factor Models for Quantitative Investing," Papers, arXiv.org, number 2007.04082, Jul, revised Jul 2020.
• Burn, Ian & Button, Patrick & Munguia Corella, Luis & Neumark, David, 2020, "Older Workers Need Not Apply? Ageist Language in Job Ads and Age Discrimination in Hiring," IZA Discussion Papers, IZA Network @ LISER, number 13506, Jul.
• Nora Lustig & Valentina Martinez Pabon & Federico Sanz & Stephen D. Younger, 2020, "The Impact of COVID-19 Lockdowns and Expanded Social Assistance on Inequality, Poverty and Mobility in Argentina, Brazil, Colombia and Mexico," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 558, Aug.
• Loreto Bieritz & Anke Mönnig, 2020, "The fragility of the copper demand for the Chilean economy. Is the increasing demand of China and India of Peruvian copper a threat for Chile?," GWS Discussion Paper Series, GWS - Institute of Economic Structures Research, number 20-2.
• Philippe Goulet Coulombe, 2020, "To Bag is to Prune," Papers, arXiv.org, number 2008.07063, Aug, revised Sep 2024.
• Deininger,Klaus W. & Ali,Daniel Ayalew & Kussul,Nataliia & Lavreniuk,Mykola & Nivievskyi,Oleg, 2020, "Using Machine Learning to Assess Yield Impacts of Crop Rotation : Combining Satellite and Statistical Data for Ukraine," Policy Research Working Paper Series, The World Bank, number 9306, Jun.
• Edmond Lezmi & Jules Roche & Thierry Roncalli & Jiali Xu, 2020, "Improving the Robustness of Trading Strategy Backtesting with Boltzmann Machines and Generative Adversarial Networks," Papers, arXiv.org, number 2007.04838, Jul.
• Kazuya Kaneko & Koichi Miyamoto & Naoyuki Takeda & Kazuyoshi Yoshino, 2020, "Quantum Pricing with a Smile: Implementation of Local Volatility Model on Quantum Computer," Papers, arXiv.org, number 2007.01467, Jul.
• Christopher Rauh, 2019, "Measuring Uncertainty at the Regional Level Using Newspaper Text," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 09-2019, Sep.
• Aleksandr Alekseev, 2020, "The Economics of Babysitting a Robot," Working Papers, Chapman University, Economic Science Institute, number 20-29.
• Daisuke Miyakawa & Kohei Shintani, 2020, "Disagreement between Human and Machine Predictions," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 20-E-11, Aug.
• Andr'es Ram'irez-Hassan & Raquel Vargas-Correa & Gustavo Garc'ia & Daniel Londo~no, 2020, "Optimal selection of the number of control units in kNN algorithm to estimate average treatment effects," Papers, arXiv.org, number 2008.06564, Aug.
• Boyuan Zhang, 2020, "Forecasting with Bayesian Grouped Random Effects in Panel Data," Papers, arXiv.org, number 2007.02435, Jul, revised Oct 2020.
• Daniel Goller, 2020, "Analysing a built-in advantage in asymmetric darts contests using causal machine learning," Papers, arXiv.org, number 2008.07165, Aug.
• Jacobs, B.J.D. & Fok, D. & Donkers, A.C.D., 2020, "Understanding Large-Scale Dynamic Purchase Behavior," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2020-010-MKT, Aug.
• Keeley, Alexander Ryota & Matsumoto, Ken'ichi & Tanaka, Kenta & Sugiawan, Yogi & Managi, Shunsuke, 2020, "The Impact of Renewable Energy Generation on the Spot Market Price in Germany: Ex-Post Analysis using Boosting Method," MPRA Paper, University Library of Munich, Germany, number 102314.

Report NEP-CMP-2020-09-07

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: