Report NEP-CMP-2021-03-08

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.

Subscribe to this report: email, RSS, or Mastodon.

Other reports in NEP-CMP

The following items were announced in this report:

• Khowaja, Kainat & Shcherbatyy, Mykhaylo & Härdle, Wolfgang Karl, 2021. "Surrogate Models for Optimization of Dynamical Systems," IRTG 1792 Discussion Papers 2021-001, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Anna Straubinger & Erik T. Verhoef & Henri L.F. de Groot, 2021. "Will urban air mobility fly? The efficiency and distributional impacts of UAM in different urban spatial structures," Tinbergen Institute Discussion Papers 21-021/VIII, Tinbergen Institute.
• Dhingra, Chesta, 2021. "Assessment of AIR Quality Index for Delhi region: A comparison between odd-even policy 2019 and Lock Down Period," OSF Preprints 9r2hu, Center for Open Science.
• Baptiste Barreau & Laurent Carlier, 2021. "History-Augmented Collaborative Filtering for Financial Recommendations," Papers 2102.13503, arXiv.org.
• Darvay, Zsolt & Rigó, Petra Renáta, 2021. "New predictor-corrector interior-point algorithm for symmetric cone horizontal linear complementarity problems," Corvinus Economics Working Papers (CEWP) 2021/01, Corvinus University of Budapest.
• J. Ignacio Conde-Ruiz & Juan-José Ganuza & Manu García & Luis A. Puch, 2021. "Gender Distribution across Topics in Top 5 Economics Journals: A Machine Learning Approach," Working Papers 1241, Barcelona School of Economics.
• Fryzlewicz, Piotr, 2020. "Detecting possibly frequent change-points: Wild Binary Segmentation 2 and steepest-drop model selection," LSE Research Online Documents on Economics 103430, London School of Economics and Political Science, LSE Library.
• Kukacka, Jiri & Sacht, Stephen, 2021. "Estimation of Heuristic Switching in Behavioral Macroeconomic Models," Economics Working Papers 2021-01, Christian-Albrechts-University of Kiel, Department of Economics.
• Auer, Benjamin R. & Rottmann, Horst, 2020. "Monte-Carlo-Evaluation von Instrumentenvariablenschätzern," Weidener Diskussionspapiere 79, University of Applied Sciences Amberg-Weiden (OTH).
• Philippe Goulet Coulombe & Massimiliano Marcellino & Dalibor Stevanovic, 2021. "Can Machine Learning Catch the COVID-19 Recession?," CIRANO Working Papers 2021s-09, CIRANO.
• Bonomi Bezzo, Franco, 2021. "Universal Independence Income. A EUROMOD Utopian Simulation in the UK," EUROMOD Working Papers EM3/21, EUROMOD at the Institute for Social and Economic Research.
• Bonakdar, Said Benjamin & Roos, Michael W. M., 2021. "Dissimilarity effects on house prices: What is the value of similar neighbours?," Ruhr Economic Papers 894, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Rangan Gupta & Jacobus Nel & Christian Pierdzioch, 2021. "Investor Confidence and Forecastability of US Stock Market Realized Volatility : Evidence from Machine Learning," Working Papers 202118, University of Pretoria, Department of Economics.
• Alexandre Bonnet R. Costa & Pedro Cavalcanti G. Ferreira & Wagner P. Gaglianone & Osmani Teixeira C. Guillén & João Victor Issler & Yihao Lin, 2021. "Machine Learning and Oil Price Point and Density Forecasting," Working Papers Series 544, Central Bank of Brazil, Research Department.
• Michael Danquah & Abdul Malik Iddrisu & Ernest Owusu Boakye & Solomon Owusu, 2021. "Do gender wage differences within households influence women's empowerment and welfare?: Evidence from Ghana," WIDER Working Paper Series wp-2021-40, World Institute for Development Economic Research (UNU-WIDER).
• Massimo Ferrari & Frederik Kurcz & Maria Sole Pagliari, 2021. "Do Words Hurt More Than Actions? The Impact of Trade Tensions on Financial Markets," Working papers 802, Banque de France.
• Strittmatter, Anthony & Wunsch, Conny, 2021. "The Gender Pay Gap Revisited with Big Data: Do Methodological Choices Matter?," IZA Discussion Papers 14128, Institute of Labor Economics (IZA).
• Gründler, Klaus & Krieger, Tommy, 2021. "Using machine learning for measuring democracy: An update," ZEW Discussion Papers 21-012, ZEW - Leibniz Centre for European Economic Research.
• Alessandro Bitetto & Paola Cerchiello & Stefano Filomeni & Alessandra Tanda & Barbara Tarantino, 2021. "Machine Learning and Credit Risk: Empirical Evidence from SMEs," DEM Working Papers Series 201, University of Pavia, Department of Economics and Management.
• Alexis Marchal, 2021. "Risk & Returns around Fomc Press Conferences: A Novel Perspective from Computer Vision," Swiss Finance Institute Research Paper Series 21-18, Swiss Finance Institute.
• Jacob, Daniel, 2020. "Cross-Fitting and Averaging for Machine Learning Estimation of Heterogeneous Treatment Effects," IRTG 1792 Discussion Papers 2020-014, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".