Report NEP-CMP-2021-03-22

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:

• Item repec:hal:wpaper:hal-03154116 is not listed on IDEAS anymore

• Alexander J. M. Kell & A. Stephen McGough & Matthew Forshaw, 2021, "The impact of online machine-learning methods on long-term investment decisions and generator utilization in electricity markets," Papers, arXiv.org, number 2103.04327, Mar.
• Bradley Sturt, 2021, "A nonparametric algorithm for optimal stopping based on robust optimization," Papers, arXiv.org, number 2103.03300, Mar, revised Mar 2023.
• Luigi Longo & Massimo Riccaboni & Armando Rungi, 2021, "A Neural Network Ensemble Approach for GDP Forecasting," Working Papers, IMT School for Advanced Studies Lucca, number 02/2021, Mar, revised Mar 2021.
• Yusen Lin & Jinming Xue & Louiqa Raschid, 2021, "Predicting the Behavior of Dealers in Over-The-Counter Corporate Bond Markets," Papers, arXiv.org, number 2103.09098, Mar.
• Zexin Hu & Yiqi Zhao & Matloob Khushi, 2021, "A Survey of Forex and Stock Price Prediction Using Deep Learning," Papers, arXiv.org, number 2103.09750, Mar.
• Hyunsu Kim, 2021, "Deep Hedging, Generative Adversarial Networks, and Beyond," Papers, arXiv.org, number 2103.03913, Mar.
• Roshen Fernando & Warwick J. McKibbin, 2021, "Macroeconomic Policy Adjustments due to COVID-19: Scenarios to 2025 with a Focus on Asia," ADBI Working Papers, Asian Development Bank Institute, number 1219, Mar.
• Ly, Racine & Traoré, Fousseini & Dia, Khadim, 2021, "Forecasting commodity prices using long-short-term memory neural networks," IFPRI discussion papers, International Food Policy Research Institute (IFPRI), number 2000.
• Raouf, Mariam & Randriamamonjy, Josée & Elsabbagh, Dalia & Wiebelt, Manfred, 2021, "New Social Accounting Matrix for Jordan: A 2015 Nexus project Social Accounting Matrix," MENA working papers, International Food Policy Research Institute (IFPRI), number 32.
• Janos Gabler & Tobias Raabe & Klara Röhrl, 2021, "People Meet People - A Microlevel Approach to Predicting the Effect of Policies on the Spread of COVID-19," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2021_265, Feb.
• Michel Denuit & Arthur Charpentier & Julien Trufin, 2021, "Autocalibration and Tweedie-dominance for Insurance Pricing with Machine Learning," Papers, arXiv.org, number 2103.03635, Mar, revised Jul 2021.
• Item repec:fpb:wpaper:2001 is not listed on IDEAS anymore

• Gregor Boehl, 2021, "Efficient Solution and Computation of Models With Occasionally Binding Constraints," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2021_253, Jan.
• Gries, Thomas & Naudé, Wim, 2021, "Modelling Artificial Intelligence in Economics," IZA Discussion Papers, Institute of Labor Economics (IZA), number 14171, Mar.
• Charles-Albert Lehalle & Eyal Neuman & Segev Shlomov, 2021, "Phase Transitions in Kyle's Model with Market Maker Profit Incentives," Papers, arXiv.org, number 2103.04481, Mar.
• Mark Borgschulte & Marius Guenzel & Canyao Liu & Ulrike Malmendier, 2021, "CEO Stress, Aging, and Death," NBER Working Papers, National Bureau of Economic Research, Inc, number 28550, Mar.
• Philipp Bach & Victor Chernozhukov & Malte S. Kurz & Martin Spindler & Sven Klaassen, 2021, "DoubleML -- An Object-Oriented Implementation of Double Machine Learning in R," Papers, arXiv.org, number 2103.09603, Mar, revised Jun 2024.
• Jaideep Singh & Matloob Khushi, 2021, "Feature Learning for Stock Price Prediction Shows a Significant Role of Analyst Rating," Papers, arXiv.org, number 2103.09106, Mar.
• André de Palma & Nathalie Picard & Stef Proost, 2021, "SCARE: when Economics meets Epidemiology with COVID-19, first wave," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2021-10.
• Alexander Hijzen & Andrea Salvatori, 2021, "Introducing individual savings accounts for severance pay in Spain: An ex-ante assessment of the distributional effects," OECD Social, Employment and Migration Working Papers, OECD Publishing, number 259, Mar, DOI: 10.1787/8128a96d-en.
• Raymond C. W. Leung & Yu-Man Tam, 2021, "Statistical Arbitrage Risk Premium by Machine Learning," Papers, arXiv.org, number 2103.09987, Mar.
• Neil R. Ericsson, 2021, "Dynamic Econometrics in Action: A Biography of David F. Hendry," Working Papers, The George Washington University, The Center for Economic Research, number 2021-001, Mar.
• Sturm, Timo & Gerlach, Jin & Pumplun, Luisa & Mesbah, Neda & Peters, Felix & Tauchert, Christoph & Nan, Ning & Buxmann, Peter, 2021, "Coordinating Human and Machine Learning for Effective Organizational Learning," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 125653, Mar.
• Lopez, Claude & Butler, Brittney, 2021, "The Community Explorer: Informing Policy with County-Level Data," MPRA Paper, University Library of Munich, Germany, number 106289, Feb.
• Qi Tang & Tongmei Fan & Ruchen Shi & Jingyan Huang & Yidan Ma, 2021, "Prediction of financial time series using LSTM and data denoising methods," Papers, arXiv.org, number 2103.03505, Mar.
• Tobias Cagala & Ulrich Glogowsky & Johannes Rincke & Anthony Strittmatter, 2021, "Optimal Targeting in Fundraising: A Causal Machine-Learning Approach," Papers, arXiv.org, number 2103.10251, Mar, revised Sep 2021.
• Anthony Strittmatter & Conny Wunsch, 2021, "The Gender Pay Gap Revisited with Big Data: Do Methodological Choices Matter?," CESifo Working Paper Series, CESifo, number 8912.
• Maximilian Maurice Gail & Phil-Adrian Klotz, 2021, "The Impact of the Agency Model on E-book Prices: Evidence from the UK," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202111.

Report NEP-CMP-2021-03-22

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: