Report NEP-CMP-2020-12-07

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:

• Jorge Gonz'alez C'azares & Aleksandar Mijatovi'c, 2020, "Simulation of the drawdown and its duration in L\'{e}vy models via stick-breaking Gaussian approximation," Papers, arXiv.org, number 2011.06618, Nov, revised Mar 2021.
• Takayuki Sakuma, 2020, "Application of deep quantum neural networks to finance," Papers, arXiv.org, number 2011.07319, Nov, revised May 2022.
• Seyed Mohammad Sina Seyfi & Azin Sharifi & Hamidreza Arian, 2020, "Portfolio Risk Measurement Using a Mixture Simulation Approach," Papers, arXiv.org, number 2011.07994, Nov.
• Gabler, Janos & Raabe, Tobias & Röhrl, Klara, 2020, "People Meet People: A Microlevel Approach to Predicting the Effect of Policies on the Spread of COVID-19," IZA Discussion Papers, Institute of Labor Economics (IZA), number 13899, Nov.
• Doikov, Nikita & Nesterov, Yurii, 2020, "Affine-invariant contracting-point methods for Convex Optimization," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2020029, Sep.
• Alexey Averkin & Sergey Yarushev, 2020, "Deep Neural Networks and Neuro-Fuzzy Networks for Intellectual Analysis of Economic Systems," Papers, arXiv.org, number 2011.05588, Nov.
• Tao Chen & Jiyoun Myung, 2020, "Nonparametric Adaptive Bayesian Stochastic Control Under Model Uncertainty," Papers, arXiv.org, number 2011.04804, Nov, revised Mar 2022.
• Ao Kong & Robert Azencott & Hongliang Zhu & Xindan Li, 2020, "Pattern recognition in micro-trading behaviors before stock price jumps: A framework based on multivariate time series analysis," Papers, arXiv.org, number 2011.04939, Nov, revised Feb 2021.
• Oren Barkan & Jonathan Benchimol & Itamar Caspi & Eliya Cohen & Allon Hammer & Noam Koenigstein, 2020, "Forecasting CPI Inflation Components with Hierarchical Recurrent Neural Networks," Papers, arXiv.org, number 2011.07920, Nov, revised Feb 2022.
• Ben Hambly & Renyuan Xu & Huining Yang, 2020, "Policy Gradient Methods for the Noisy Linear Quadratic Regulator over a Finite Horizon," Papers, arXiv.org, number 2011.10300, Nov, revised Jun 2021.
• Máximo Camacho & Matías Pacce & Gabriel Pérez-Quirós, 2020, "Spillover effects in international business cycles," Working Papers, Banco de España, number 2034, Nov.
• Goutham Gopalakrishna, 2020, "Asset Pricing with Realistic Crises Dynamics," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-96, Nov.
• Marcos Vin'icius dos Santos Ara'ujo, 2020, "Aplica\c{c}\~ao do Movimento Browniano Geom\'etrico para Simula\c{c}\~ao de Pre\c{c}os de A\c{c}\~oes do \'Indice Brasileiro de Small Caps," Papers, arXiv.org, number 2011.08128, Nov.
• Debnath, R. & Bardhan, R. & Darby, S. & Mohaddes, K. & Sunikka-Blank, M. & Coelho, A C V. & Isa, A., 2020, "A deep-narrative analysis of energy cultures in slum rehabilitation housing of Abuja, Mumbai and Rio de Janeiro for just policy design," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 20101, Nov.
• Melvyn Weeks & Tobias Gabel Christiansen, 2020, "Understanding the Distributional Aspects of Microcredit Expansions," Papers, arXiv.org, number 2011.10509, Nov.
• Jiang, Zehui & Liu, Chao & Ganapathysubramanian, Baskar & Hayes, Dermot J. & Sarkar, Soumik, 2020, "Predicting county-scale maize yields with publicly available data," ISU General Staff Papers, Iowa State University, Department of Economics, number 202009110700001775, Sep.
• Emanuela Ciapanna & Sauro Mocetti & Alessandro Notarpietro, 2020, "The effects of structural reforms: Evidence from Italy," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1303, Nov.
• Gurgone, Andrea & Iori, Giulia, 2020, "Macroprudential capital buffers in heterogeneous banking networks: Insights from an ABM with liquidity crises," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 164.
• Jacopo Staccioli & Maria Enrica Virgillito, 2020, "Back to the past: the historical roots of labour-saving automation," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2020/34, Nov.
• Ge, S., 2020, "Text-Based Linkages and Local Risk Spillovers in the Equity Market," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 20115, Nov.
• Ángel Iván Moreno & Teresa Caminero, 2020, "Application of text mining to the analysis of climate-related disclosures," Working Papers, Banco de España, number 2035, Nov.
• David Kohns & Arnab Bhattacharjee, 2019, "Interpreting Big Data in the Macro Economy: A Bayesian Mixed Frequency Estimator," CEERP Working Paper Series, Centre for Energy Economics Research and Policy, Heriot-Watt University, number 010, Oct.
• Jafari Kang, Masood & Zohoori, Sepideh & Abbasi, Elahe & Li, Yueqing & Hamidi, Maryam, 2019, "Predicting the price of second-hand vehicles using data mining techniques," MPRA Paper, University Library of Munich, Germany, number 103933, Nov.
• Michael T. Kiley, 2020, "Financial Conditions and Economic Activity: Insights from Machine Learning," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-095, Nov, DOI: 10.17016/FEDS.2020.095.
• Azqueta-Gavaldon, Andres & Hirschbühl, Dominik & Onorante, Luca & Saiz, Lorena, 2020, "Nowcasting business cycle turning points with stock networks and machine learning," Working Paper Series, European Central Bank, number 2494, Nov.
• Yoshida, Kazuki & Mathur, Maya B & Glynn, Robert J., 2020, "Conducting Regression-based Causal Mediation Analysis Using the R Package "regmedint"," OSF Preprints, Center for Open Science, number 6c79f, Nov, DOI: 10.31219/osf.io/6c79f.
• Ferrari Minesso, Massimo & Pagliari, Maria Sole & Kurcz, Frederik, 2020, "Do words hurt more than actions? The impact of trade tensions on financial markets," Working Paper Series, European Central Bank, number 2490, Nov.
• Olga Takács & János Vincze, 2020, "The gender-dependent structure of wages in Hungary: results using machine learning techniques," CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 2044, Nov.

Report NEP-CMP-2020-12-07

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: