Report NEP-CMP-2020-11-23

This is the archive for NEP-CMP, a report on new working papers in the area of Computational Economics. Stan Miles issued this report. It is usually issued weekly.

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Other reports in NEP-CMP

The following items were announced in this report:

• Andrea Vandin & Daniele Giachini & Francesco Lamperti & Francesca Chiaromonte, 2020. "Automated and Distributed Statistical Analysis of Economic Agent-Based Models," LEM Papers Series 2020/31, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
• Jérôme Lelong & Zineb El Filali Ech-Chafiq & Adil Reghai, 2020. "Automatic Control Variates for Option Pricing using Neural Networks," Working Papers hal-02891798, HAL.
• Pooja Gupta & Angshul Majumdar & Emilie Chouzenoux & Giovanni Chierchia, 2020. "SuperDeConFuse: A Supervised Deep Convolutional Transform based Fusion Framework for Financial Trading Systems," Papers 2011.04364, arXiv.org.
• Ogawa, Shogo & Sasaki, Hiroaki, 2020. "Numerical Analysis of the Disequilibrium Monetary Growth Model: Secular Stagnation, Slow Convergence, and Cyclical Fluctuations," MPRA Paper 103845, University Library of Munich, Germany.
• Matteo Gardini & Piergiacomo Sabino & Emanuela Sasso, 2020. "A bivariate Normal Inverse Gaussian process with stochastic delay: efficient simulations and applications to energy markets," Papers 2011.04256, arXiv.org.
• Friederike Wall & Stephan Leitner, 2020. "Agent-based Computational Economics in Management Accounting Research: Opportunities and Difficulties," Papers 2011.03297, arXiv.org.
• Qing Yang & Zhenning Hong & Ruyan Tian & Tingting Ye & Liangliang Zhang, 2020. "Asset Allocation via Machine Learning and Applications to Equity Portfolio Management," Papers 2011.00572, arXiv.org, revised Nov 2020.
• Tadeu A. Ferreira, 2020. "Reinforced Deep Markov Models With Applications in Automatic Trading," Papers 2011.04391, arXiv.org.
• Mariano Zeron & Ignacio Ruiz, 2020. "Dynamic sensitivities and Initial Margin via Chebyshev Tensors," Papers 2011.04544, arXiv.org.
• Zhaowei She & Zilong Wang & Turgay Ayer & Asmae Toumi & Jagpreet Chhatwal, 2020. "Estimating County-Level COVID-19 Exponential Growth Rates Using Generalized Random Forests," Papers 2011.01219, arXiv.org, revised Nov 2020.
• Esther Rolf & Jonathan Proctor & Tamma Carleton & Ian Bolliger & Vaishaal Shankar & Miyabi Ishihara & Benjamin Recht & Solomon Hsiang, 2020. "A Generalizable and Accessible Approach to Machine Learning with Global Satellite Imagery," NBER Working Papers 28045, National Bureau of Economic Research, Inc.
• Olivier Guéant & Iuliia Manziuk & Jiang Pu, 2020. "Accelerated Share Repurchase and other buyback programs: what neural networks can bring," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-02987889, HAL.
• Lardinois, Christian & Hirou, Catherine & D'Avignon, Jacques, 2020. "Jet-Set: JEU Educatif and Transport / Simulation for Education in Transportation," 20th Annual Canadian Transportation Research Forum, Toronto, Ontario, May 28-31, 1985 305894, Canadian Transportation Research Forum (CTRF).
• Brian Quistorff & Gentry Johnson, 2020. "Machine Learning for Experimental Design: Methods for Improved Blocking," Papers 2010.15966, arXiv.org.
• Elizabeth Fons & Paula Dawson & Xiao-jun Zeng & John Keane & Alexandros Iosifidis, 2020. "Augmenting transferred representations for stock classification," Papers 2011.04545, arXiv.org.
• Kazuya Kaneko & Koichi Miyamoto & Naoyuki Takeda & Kazuyoshi Yoshino, 2020. "Quantum Speedup of Monte Carlo Integration with respect to the Number of Dimensions and its Application to Finance," Papers 2011.02165, arXiv.org, revised May 2021.
• Diunugala, Hemantha Premakumara & Mombeuil, Claudel, 2020. "Modeling and predicting foreign tourist arrivals to Sri Lanka: A comparison of three different methods," MPRA Paper 103779, University Library of Munich, Germany.
• Jeffrey Cohen & Clark Alexander, 2020. "Picking Efficient Portfolios from 3,171 US Common Stocks with New Quantum and Classical Solvers," Papers 2011.01308, arXiv.org.
• Allison Koenecke & Hal Varian, 2020. "Synthetic Data Generation for Economists," Papers 2011.01374, arXiv.org, revised Nov 2020.
• Maria Concetta Ambra, 2020. "Platforms from the Inside-Out," Working Papers 19/20, Sapienza University of Rome, DISS.
• Michael Herty & Sonja Steffensen & Anna Thunen, 2020. "Multiscale Control of Stackelberg Games," Papers 2011.03405, arXiv.org.
• Vanessa Alviarez & Keith Head & Thierry Mayer, 2020. "Global giants and local stars: How changes in brand ownership affect competition," Working Papers 2020-13, CEPII research center.
• Constandina Koki & Stefanos Leonardos & Georgios Piliouras, 2020. "Exploring the Predictability of Cryptocurrencies via Bayesian Hidden Markov Models," Papers 2011.03741, arXiv.org, revised Dec 2020.