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Report NEP-CMP-2021-05-17
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:
- Hsu, Ming-Wei & Dacre, Nicholas & Senyo, PK, 2021, "Applied Algorithmic Machine Learning for Intelligent Project Prediction: Towards an AI Framework of Project Success," SocArXiv, Center for Open Science, number 6hfje, Mar, DOI: 10.31219/osf.io/6hfje.
- Zhishun Wang & Wei Lu & Kaixin Zhang & Tianhao Li & Zixi Zhao, 2021, "A parallel-network continuous quantitative trading model with GARCH and PPO," Papers, arXiv.org, number 2105.03625, May, revised May 2021.
- Rasolomanana, Onjaniaina Mianin'Harizo, 2021, "Bankruptcy Prediction Model Based on Business Risk Reports : Use of Natural Language Processing Techniques," Discussion paper series. A, Graduate School of Economics and Business Administration, Hokkaido University, number 358, Apr.
- Florian Bourgey & Stefano De Marco, 2021, "Multilevel Monte Carlo simulation for VIX options in the rough Bergomi model," Papers, arXiv.org, number 2105.05356, May, revised Jan 2025.
- Fouliard, Jeremy & Howell, Michael & Rey, Hélène & Stavrakeva, Vania, 2022, "Answering the Queen: Machine Learning and Financial Crises," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15618, Jan.
- Illés, Tibor & Rigó, Petra Renáta & Török, Roland, 2021, "Predictor-corrector interior-point algorithm based on a new search direction working in a wide neighbourhood of the central path," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2021/02, May.
- Zazueta, Jorge & Heredia, Andrea Chavez & Zazueta-Hernández, Jorge, 2021, "Endogenous Prediction of Bankruptcy using a Support Vector Machine," SocArXiv, Center for Open Science, number ehpt7, May, DOI: 10.31219/osf.io/ehpt7.
- Sihang Chen & Weiqi Luo & Chao Yu, 2021, "Reinforcement Learning with Expert Trajectory For Quantitative Trading," Papers, arXiv.org, number 2105.03844, May.
- Calzolari, Giacomo & Calvano, Emilio & Denicolo, Vincenzo & Pastorello, Sergio, 2021, "Algorithmic collusion with imperfect monitoring," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15738, Jan.
- Aksoy, Ozan, 2021, "Preaching to Social Media: Turkey’s Friday Khutbas and Their Effects on Twitter," SocArXiv, Center for Open Science, number ngdrv, May, DOI: 10.31219/osf.io/ngdrv.
- Sonin, Konstantin & Milosh, Maria & Painter, Marcus & Van Dijcke, David & Wright, Austin L., 2020, "Unmasking Partisanship: Polarization Undermines Public Response to Collective Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15464, Nov.