Report NEP-CMP-2020-10-19

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:

• Lorenc Kapllani & Long Teng, 2020, "Deep learning algorithms for solving high dimensional nonlinear backward stochastic differential equations," Papers, arXiv.org, number 2010.01319, Oct, revised Jun 2022.
• Chuheng Zhang & Yuanqi Li & Xi Chen & Yifei Jin & Pingzhong Tang & Jian Li, 2020, "DoubleEnsemble: A New Ensemble Method Based on Sample Reweighting and Feature Selection for Financial Data Analysis," Papers, arXiv.org, number 2010.01265, Oct, revised Jan 2021.
• Tullio Mancini & Hector Calvo-Pardo & Jose Olmo, 2020, "Prediction intervals for Deep Neural Networks," Papers, arXiv.org, number 2010.04044, Oct, revised May 2021.
• Janusz Gajda & Rafał Walasek, 2020, "Fractional differentiation and its use in machine learning," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-32.
• Mosavi, Amir & Faghan, Yaser & Ghamisi, Pedram & Duan, Puhong & Ardabili, Sina Faizollahzadeh & Hassan, Salwana & Band, Shahab S., 2020, "Comprehensive Review of Deep Reinforcement Learning Methods and Applications in Economics," OSF Preprints, Center for Open Science, number jrc58, Sep, DOI: 10.31219/osf.io/jrc58.
• Abramov, Dimitri Marques, 2020, "A Complex System Needs Homeostasis: Market Self-Organization Through Negative Feedback Using A Floating Taxation Policy," SocArXiv, Center for Open Science, number xj2gb, Sep, DOI: 10.31219/osf.io/xj2gb.
• Nicola Curci & Giuseppe Grasso & Pasquale Recchia & Marco Savegnago, 2020, "Anti-poverty measures in Italy: a microsimulation analysis," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1298, Sep.
• Battula, Swathi & Tesfatsion, Leigh & McDermott, Thomas E., 2019, "A Test System for ERCOT Market Design Studies: Development and Application," ISU General Staff Papers, Iowa State University, Department of Economics, number 201912230800001078, Dec.
• Nadja Klein & Michael Stanley Smith & David J. Nott, 2020, "Deep Distributional Time Series Models and the Probabilistic Forecasting of Intraday Electricity Prices," Papers, arXiv.org, number 2010.01844, Oct, revised May 2021.
• Manson, Steven & An, Li & Clarke, Keith C. & Heppenstall, Alison & Koch, Jennifer & Krzyzanowski, Brittany & Morgan, Fraser & O'Sullivan, David & Runck, Bryan C. & Shook, Eric & Tesfatsion, Leigh, 2020, "Methodological Issues of Spatial Agent-Based Models," ISU General Staff Papers, Iowa State University, Department of Economics, number 202001010800001690, Jan.
• Michael Bucker & Gero Szepannek & Alicja Gosiewska & Przemyslaw Biecek, 2020, "Transparency, Auditability and eXplainability of Machine Learning Models in Credit Scoring," Papers, arXiv.org, number 2009.13384, Sep.
• Ferdinands, Gerbrich & Schram, Raoul & de Bruin, Jonathan & Bagheri, Ayoub & Oberski, Daniel Leonard & Tummers, Lars & van de Schoot, Rens, 2020, "Active learning for screening prioritization in systematic reviews - A simulation study," OSF Preprints, Center for Open Science, number w6qbg, Sep, DOI: 10.31219/osf.io/w6qbg.
• Hinterlang, Natascha & Hollmayr, Josef, 2020, "Classification of monetary and fiscal dominance regimes using machine learning techniques," Discussion Papers, Deutsche Bundesbank, number 51/2020.
• Tarun Bhatia, 2020, "Predicting Non Farm Employment," Papers, arXiv.org, number 2009.14282, Sep.
• J-C Gerlach & Jerome L Kreuser & Didier Sornette, 2020, "Crash-sensitive Kelly Strategy built on a modified Kreuser-Sornette bubble model tested over three decades of twenty equity indices," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-85, Oct.
• Raquel Almeida Ramos & Federico Bassi & Dany Lang, 2020, "Bet against the trend and cash in profits," DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number def090, Oct.
• Rakshit Jha & Mattijs De Paepe & Samuel Holt & James West & Shaun Ng, 2020, "Deep Learning for Digital Asset Limit Order Books," Papers, arXiv.org, number 2010.01241, Oct.
• Lining Yu & Wolfgang Karl Hardle & Lukas Borke & Thijs Benschop, 2020, "An AI approach to measuring financial risk," Papers, arXiv.org, number 2009.13222, Sep.
• Marco Avellaneda & Juan Andr'es Serur, 2020, "Hierarchical PCA and Modeling Asset Correlations," Papers, arXiv.org, number 2010.04140, Oct.
• Foltas, Alexander & Pierdzioch, Christian, 2020, "On the efficiency of German growth forecasts: An empirical analysis using quantile random forests," Working Papers, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin, number 21, DOI: 10.18452/21910.
• Eric Benhamou & David Saltiel & Sandrine Ungari & Abhishek Mukhopadhyay, 2020, "Time your hedge with Deep Reinforcement Learning," Papers, arXiv.org, number 2009.14136, Sep, revised Nov 2020.
• Masahiro Kato & Shota Yasui, 2020, "Learning Classifiers under Delayed Feedback with a Time Window Assumption," Papers, arXiv.org, number 2009.13092, Sep, revised Jun 2022.

Report NEP-CMP-2020-10-19

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: