Report NEP-CMP-2021-01-18

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.

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Other reports in NEP-CMP

The following items were announced in this report:

• Farnoush Ronaghi & Mohammad Salimibeni & Farnoosh Naderkhani & Arash Mohammadi, 2021, "COVID19-HPSMP: COVID-19 Adopted Hybrid and Parallel Deep Information Fusion Framework for Stock Price Movement Prediction," Papers, arXiv.org, number 2101.02287, Jan, revised Jul 2021.
• Wei Li & Denis Mike Becker, 2021, "Day-ahead electricity price prediction applying hybrid models of LSTM-based deep learning methods and feature selection algorithms under consideration of market coupling," Papers, arXiv.org, number 2101.05249, Jan, revised Jul 2021.
• Dassios, Angelos & Zhang, Junyi, 2021, "Exact simulation of two-parameter Poisson-Dirichlet random variables," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 107937.
• Julien Albertini & Stéphane Moyen, 2020, "A General and Efficient Method for Solving Regime-Switching DSGE Models," Working Papers, HAL, number halshs-03067554.
• Sabine Garabedian & Avotra Narindranjanahary & Olivia Ricci & Sandrine Selosse, 2020, "A macroeconomic evaluation of a carbon tax in overseas territories: A CGE model for Reunion Island," Post-Print, HAL, number hal-03023346, Dec, DOI: 10.1016/j.enpol.2020.111738.
• Item repec:bon:boncrc:crctr224_2020_253 is not listed on IDEAS anymore

• Christine Arriola & Sophie Guilloux-Nefussi & Seung-Hee Koh & Przemyslaw Kowalski & Elena Rusticelli & Frank van Tongeren, 2020, "Efficiency and risks in global value chains in the context of COVID-19," OECD Economics Department Working Papers, OECD Publishing, number 1637, Dec, DOI: 10.1787/3e4b7ecf-en.
• Malo, Pekka & Eskelinen, Juha & Zhou, Xun & Kuosmanen, Timo, 2020, "Computing Synthetic Controls Using Bilevel Optimization," MPRA Paper, University Library of Munich, Germany, number 104085, Nov.
• Apostolos Chalkis & Emmanouil Christoforou & Ioannis Z. Emiris & Theodore Dalamagas, 2020, "Modeling asset allocation strategies and a new portfolio performance score," Papers, arXiv.org, number 2012.05088, Dec, revised Sep 2021.
• Karim Barigou & Valeria Bignozzi & Andreas Tsanakas, 2020, "Insurance valuation: A two-step generalised regression approach," Papers, arXiv.org, number 2012.04364, Dec, revised Nov 2021.
• Patrick Grüning & Ginters Buss, 2020, "Fiscal DSGE Model for Latvia," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 81, Dec.
• Denisa Sologon & Cathal O’Donoghue & Iryna Kyzyma & Jinjing Li & Jules Linden & Raymond Wagener, 2020, "The COVID-19 Resilience of a Continental Welfare Regime - Nowcasting the Distributional Impact of the Crisis," LISER Working Paper Series, Luxembourg Institute of Socio-Economic Research (LISER), number 2020-14, Jan.
• Paul Ho, 2020, "Global Robust Bayesian Analysis in Large Models," Working Paper, Federal Reserve Bank of Richmond, number 20-07, Jun, DOI: 10.21144/wp20-07.
• Toru Kitagawa & Guanyi Wang, 2020, "Who Should Get Vaccinated? Individualized Allocation of Vaccines Over SIR Network," Papers, arXiv.org, number 2012.04055, Dec, revised Jul 2021.
• Leventi, Chrysa & Valentinova Tasseva, Iva & Popova, Daria & Xavier Jara Tamayo, Holguer & Gasior, Katrin & Manios, Kostas & Kneeshaw, Jack & De Agostini, Paola & Chatsiou, Kakia & Paulus, Alari, 2020, "Baseline Results from the EU28 EUROMOD: 2016-2019," EUROMOD Working Papers, EUROMOD at the Institute for Social and Economic Research, number EM20/20, Dec.
• Peter Grajzl & Peter Murrell, 2020, "A Machine-Learning History of English Caselaw and Legal Ideas Prior to the Industrial Revolution I: Generating and Interpreting the Estimates," CESifo Working Paper Series, CESifo, number 8774.
• Christoph Schlembach & Sascha L. Schmidt & Dominik Schreyer & Linus Wunderlich, 2020, "Forecasting the Olympic medal distribution during a pandemic: a socio-economic machine learning model," Papers, arXiv.org, number 2012.04378, Dec, revised Jun 2021.
• Alaeddine Mihoub & Hosni Snoun & Moez Krichen & Montassar Kahia & Riadh Bel Hadj Salah, 2020, "Predicting COVID-19 Spread Level using Socio-Economic Indicators and Machine Learning Techniques," Post-Print, HAL, number hal-03002886, Nov, DOI: 10.1109/SMART-TECH49988.2020.00041.
• Diaz, Elena Maria & Pérez Quirós, Gabriel, 2020, "Daily tracker of global economic activity: a close-up of the COVID-19 pandemic," Working Paper Series, European Central Bank, number 2505, Dec.
• Sridhar Ravula, 2021, "Text analysis in financial disclosures," Papers, arXiv.org, number 2101.04480, Jan.
• Mvondo, Thierry, 2021, "Stabilisation et relance macroéconomiques post COVID-19 dans la CEMAC : Quels instruments pour quels effets dans un modèle DSGE ?," Dynare Working Papers, CEPREMAP, number 65, Jan.
• International Monetary Fund, 2019, "Singapore: Financial Sector Assessment Program; Technical Note-Financial Stability Analysis and Stress Testing," IMF Staff Country Reports, International Monetary Fund, number 2019/228, Jul.
• Badenes-Plá, Nuria & Blanco Palmero, Patricia & Gambau-Suelves, Borja & Navas Román, María & Villazán Pellejero, Noemí, 2020, "Joint Taxation in Spain and its Effects on Social Welfare: a Microsimulation Analysis," EUROMOD Working Papers, EUROMOD at the Institute for Social and Economic Research, number EM23/20, Dec.
• Martin, Albert, 2020, "Mechanismen der Veränderung personalpolitischer Konstellationen: Ergebnisse von Simulationsstudien," Schriften aus dem Institut für Mittelstandsforschung, Leuphana Universität Lüneburg, Institut für Mittelstandsforschung (IMF), number 54.
• Benjamin Carton & Mr. Armand P Fouejieu, 2020, "Assessing Dutch Fiscal and Debt Sustainability," IMF Working Papers, International Monetary Fund, number 2020/269, Dec.
• Benoît Schmutz & Modibo Sidibé, 2021, "Search and Zipf: A model of Frictional Spatial Equilibrium," Working Papers, Center for Research in Economics and Statistics, number 2021-01, Jan.
• Midões, Catarina & Seré, Mateo, 2020, "Living with Reduced Income: an Analysis of Household Financial Vulnerability Under COVID-19," EUROMOD Working Papers, EUROMOD at the Institute for Social and Economic Research, number EM21/20, Dec.

Report NEP-CMP-2021-01-18

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: