Report NEP-CMP-2020-09-14

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:

• Zezheng Zhang & Matloob Khushi, 2020, "GA-MSSR: Genetic Algorithm Maximizing Sharpe and Sterling Ratio Method for RoboTrading," Papers, arXiv.org, number 2008.09471, Aug.
• Carlos León & Paolo Barucca & Oscar Acero & Gerardo Gage & Fabio Ortega, 2020, "Pattern recognition of financial institutions’ payment behavior," Borradores de Economia, Banco de la Republica de Colombia, number 1130, Sep, DOI: https://doi.org/10.32468/be.1130.
• Linyu Zheng & Hongmei He, 2020, "Share Price Prediction of Aerospace Relevant Companies with Recurrent Neural Networks based on PCA," Papers, arXiv.org, number 2008.11788, Aug.
• Joel da Costa & Tim Gebbie, 2020, "Learning low-frequency temporal patterns for quantitative trading," Papers, arXiv.org, number 2008.09481, Aug.
• Schmitt, Noemi & Schwartz, Ivonne & Westerhoff, Frank H., 2020, "Heterogeneous speculators and stock market dynamics: A simple agent-based computational model," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 160.
• Hinterlang, Natascha, 2020, "Predicting monetary policy using artificial neural networks," Discussion Papers, Deutsche Bundesbank, number 44/2020.
• Ayse Kabukcuoglu & Enrique Martínez García, 2020, "A Generalized Time Iteration Method for Solving Dynamic Optimization Problems with Occasionally Binding Constraints," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 396, Aug, DOI: 10.24149/gwp396.
• Ashley Davey & Harry Zheng, 2020, "Deep Learning for Constrained Utility Maximisation," Papers, arXiv.org, number 2008.11757, Aug, revised Aug 2021.
• Oluwasola Emmanuel Omoju & Lulit Mitik Beyene & Emily Edoisa Ikhide & Stephen Kelechi Dimwobi & Augustina Ehimare, 2020, "Assessing the Macroeconomic Impacts of Financing Options for Renewable-Energy Policy in Nigeria: Insights from a CGE Model," Working Papers MPIA, PEP-MPIA, number 2020-01.
• Aiusha Sangadiev & Rodrigo Rivera-Castro & Kirill Stepanov & Andrey Poddubny & Kirill Bubenchikov & Nikita Bekezin & Polina Pilyugina & Evgeny Burnaev, 2020, "DeepFolio: Convolutional Neural Networks for Portfolios with Limit Order Book Data," Papers, arXiv.org, number 2008.12152, Aug.
• Jiequn Han & Ruimeng Hu & Jihao Long, 2020, "Convergence of Deep Fictitious Play for Stochastic Differential Games," Papers, arXiv.org, number 2008.05519, Aug, revised Mar 2021.
• Dora Elena Jiménez Giraldo Author-Name: Adrián Saldarriaga-Isaza Author-Name: Martín Cicowiez, 2020, "Distributional and Economy-Wide Effects of Post-Conflict Policy in Colombia," Working Papers MPIA, PEP-MPIA, number 2020-12.
• García Heredia, David & Molina Ferragut, Elisenda & Laguna, Manuel & Alonso Ayuso, Antonio, 2020, "A solution method for the shared Resource Constrained Multi-Shortest Path Problem," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 30793, Sep.
• Konstantin T. Matchev & Prasanth Shyamsundar, 2020, "InClass Nets: Independent Classifier Networks for Nonparametric Estimation of Conditional Independence Mixture Models and Unsupervised Classification," Papers, arXiv.org, number 2009.00131, Aug.
• Zbigniew Palmowski & Tomasz Serafin, 2020, "Note on simulation pricing of $\pi$-options," Papers, arXiv.org, number 2007.02076, Jul, revised Aug 2020.
• Daniele Vernon-Bido & Andrew J. Collins, 2020, "Finding Core Members of Cooperative Games using Agent-Based Modeling," Papers, arXiv.org, number 2009.00519, Aug.
• Tomasz Antczak & Rafal Weron & Jacek Zabawa, 2020, "Data-driven simulation modeling of the checkout process in supermarkets: Insights for decision support in retail operations," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/20/16, Aug.
• Samuel Fern'andez-Lorenzo & Diego Porras & Juan Jos'e Garc'ia-Ripoll, 2020, "Hybrid quantum-classical optimization for financial index tracking," Papers, arXiv.org, number 2008.12050, Aug, revised Oct 2021.
• Martin Cicowiez Author-Name: Carlos Gustavo Machicado Author-Name: Beatriz Muriel Author-Name: Alejandro Herrera Jiménez Author-Name: Alejandra Goytia, 2020, "Exchange-Rate Policy in a Dollarized Economy: Implications for Growth and Employment in Bolivia," Working Papers MPIA, PEP-MPIA, number 2020-08.
• Ragchaasuren Galindev & Nyambaatar Batbayar & Lulit Mitik Beyene & Oyunzul Tserendorj & Unurjargal Davaa, 2020, "Impact on the Mongolian Economy of Foreign Direct Investment in the Coal-Export Sector," Working Papers MPIA, PEP-MPIA, number 2019-25.
• Alexey Bakshaev, 2020, "Market-making with reinforcement-learning (SAC)," Papers, arXiv.org, number 2008.12275, Aug.
• Gabriel Chodorow-Reich & John Coglianese, 2020, "Projecting Unemployment Durations: A Factor-Flows Simulation Approach With Application to the COVID-19 Recession," NBER Working Papers, National Bureau of Economic Research, Inc, number 27566, Jul.
• Ragchaasuren Galindev & Tsolmon Baatarzorig & Nyambaatar Batbayar & Delgermaa Begz & Unurjargal Davaa & Oyunzul Tserendorj, 2020, "The 2014 Mongolian Social Accounting Matrix," Working Papers MPIA, PEP-MPIA, number 2019-23.
• Ragchaasuren Galindev & Delgermaa Begz & Tsolmon Baatarzorig & Unurjargal Davaa & Nyambaatar Batbayar & Oyunzul Tserendorj, 2020, "Uncertainties in the Mongolian Economy in the Near Future," Working Papers MPIA, PEP-MPIA, number 2019-26.
• Jason Abaluck & Leila Agha & David C. Chan Jr & Daniel Singer & Diana Zhu, 2020, "Fixing Misallocation with Guidelines: Awareness vs. Adherence," NBER Working Papers, National Bureau of Economic Research, Inc, number 27467, Jul.
• Leonardo Gambacorta & Yiping Huang & Zhenhua Li & Han Qiu & Shu Chen, 2020, "Data vs collateral," BIS Working Papers, Bank for International Settlements, number 881, Sep.
• Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & St'ephane Surprenant, 2020, "How is Machine Learning Useful for Macroeconomic Forecasting?," Papers, arXiv.org, number 2008.12477, Aug.
• Ned Augenblick & Jonathan T. Kolstad & Ziad Obermeyer & Ao Wang, 2020, "Group Testing in a Pandemic: The Role of Frequent Testing, Correlated Risk, and Machine Learning," NBER Working Papers, National Bureau of Economic Research, Inc, number 27457, Jul.
• Vegard H. Larsen & Leif Anders Thorsrud & Julia Zhulanova, 2019, "News-driven inflation expectations and information rigidities," Working Paper, Norges Bank, number 2019/5, Feb.
• SeHyoun Ahn, 2019, "Computing the distribution: Adaptive finite volume methods for economic models with heterogeneous agents," Working Paper, Norges Bank, number 2019/10, Jun.
• Xiao Li & Weili Wu, 2020, "A Blockchain Transaction Graph based Machine Learning Method for Bitcoin Price Prediction," Papers, arXiv.org, number 2008.09667, Aug.
• Bairui Du & Delmiro Fernandez-Reyes & Paolo Barucca, 2020, "Image Processing Tools for Financial Time Series Classification," Papers, arXiv.org, number 2008.06042, Aug, revised Aug 2020.
• Benjamin Gottesman Berdah, 2020, "Recombining tree approximations for Game Options in Local Volatility models," Papers, arXiv.org, number 2007.02323, Jul, revised Jul 2020.
• Goller, Daniel, 2020, "Analysing a built-in advantage in asymmetric darts contests using causal machine learning," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 2013, Sep.
• Jeffrey Cohen & Alex Khan & Clark Alexander, 2020, "Portfolio Optimization of 60 Stocks Using Classical and Quantum Algorithms," Papers, arXiv.org, number 2008.08669, Aug.
• Jeffrey Cohen & Alex Khan & Clark Alexander, 2020, "Portfolio Optimization of 40 Stocks Using the DWave Quantum Annealer," Papers, arXiv.org, number 2007.01430, Jul.
• Kamwoo Lee & Jeanine Braithwaite, 2020, "High-Resolution Poverty Maps in Sub-Saharan Africa," Papers, arXiv.org, number 2009.00544, Sep, revised May 2021.
• Nik Dawson & Sacha Molitorisz & Marian-Andrei Rizoiu & Peter Fray, 2020, "Layoffs, Inequity and COVID-19: A Longitudinal Study of the Journalism Jobs Crisis in Australia from 2012 to 2020," Papers, arXiv.org, number 2008.12459, Aug, revised Feb 2021.

Report NEP-CMP-2020-09-14

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: