Printed from https://ideas.repec.org/n/nep-cmp/2021-07-19.html
Report NEP-CMP-2021-07-19
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:
- Robert Hillman & Sebastian Barnes & George Wharf & Duncan MacDonald, 2021, "A new firm-level model of corporate sector interactions and fragility: The Corporate Agent-Based (CAB) model," OECD Economics Department Working Papers, OECD Publishing, number 1675, Jul, DOI: 10.1787/e9de0097-en.
- Bernard Lapeyre & Jérôme Lelong, 2021, "Neural network regression for Bermudan option pricing," Post-Print, HAL, number hal-02183587, Sep, DOI: 10.1515/mcma-2021-2091.
- Dong-Young Lim, 2021, "A Neural Frequency-Severity Model and Its Application to Insurance Claims," Papers, arXiv.org, number 2106.10770, Jun, revised Mar 2025.
- Matthieu Garcin & Samuel Stephan, 2021, "Credit scoring using neural networks and SURE posterior probability calibration," Papers, arXiv.org, number 2107.07206, Jul, revised Jan 2025.
- Ayse Sinem Uysal & Xiaoyue Li & John M. Mulvey, 2021, "End-to-End Risk Budgeting Portfolio Optimization with Neural Networks," Papers, arXiv.org, number 2107.04636, Jul.
- Francesca Micocci & Armando Rungi, 2021, "Predicting Exporters with Machine Learning," Papers, arXiv.org, number 2107.02512, Jul, revised Sep 2022.
- Costantiello, Alberto & Laureti, Lucio & Leogrande, Angelo, 2021, "Estimation and Machine Learning Prediction of Imports of Goods in European Countries in the Period 2010-2019," MPRA Paper, University Library of Munich, Germany, number 108663, Jul, revised 05 Jul 2021.
- Sebastian Barnes & Robert Hillman & George Wharf & Duncan MacDonald, 2021, "The impact of COVID-19 on corporate fragility in the United Kingdom: Insights from a new calibrated firm-level Corporate Sector Agent-Based (CAB) Model," OECD Economics Department Working Papers, OECD Publishing, number 1674, Jul, DOI: 10.1787/b6805eed-en.
- Tetiana Yukhymenko, 2021, "Role of the Media in the Inflation Expectation Formation Process," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 13-2021, Jun.
- Mahdi Ebrahimi Kahou & Jesús Fernández-Villaverde & Jesse Perla & Arnav Sood, 2021, "Exploiting Symmetry in High-Dimensional Dynamic Programming," CESifo Working Paper Series, CESifo, number 9161.
- Jacques Bughin & Michele Cincera & Dorota Reykowska & Rafal Ohme, 2021, "Big Data is Decision Science: the Case of Covid-19 Vaccination," Working Papers TIMES², ULB -- Universite Libre de Bruxelles, number 2021-047, Jul.
- Gabler, Janos & Raabe, Tobias & Röhrl, Klara & Gaudecker, Hans-Martin von, 2021, "The Effectiveness of Strategies to Contain Sars-Cov-2: Testing, Vaccinations, and NPIs," IZA Discussion Papers, Institute of Labor Economics (IZA), number 14510, Jun.
- Antoine Ferré & Guillaume de Certaines & Jérôme Cazelles & Tancrède Cohet & Arash Farnoosh & Frédéric Lantz, 2021, "Short-term electricity price forecastingmodels comparative analysis : Machine Learning vs. Econometrics," Working Papers, HAL, number hal-03262208, May.
- Stephen Sheppard, 2021, "Image Content, Complexity, and the Market Value of Art," Department of Economics Working Papers, Department of Economics, Williams College, number 2021-08, Jul, DOI: 10.36934/wecon:2021-08.
- Toru Kitagawa & Guanyi Wang, 2020, "Who should get vaccinated? Individualized allocation of vaccines over SIR network," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP59/20, Dec.
- Mimansa Rana & Nanxiang Mao & Ming Ao & Xiaohui Wu & Poning Liang & Matloob Khushi, 2021, "Clustering and attention model based for intelligent trading," Papers, arXiv.org, number 2107.06782, Jul, revised Aug 2021.
- Josh Lerner & Amit Seru & Nick Short & Yuan Sun, 2021, "Financial Innovation in the 21st Century: Evidence from U.S. Patents," NBER Working Papers, National Bureau of Economic Research, Inc, number 28980, Jul.
- Gabriel Michelena, 2021, "A Dynamic Stock-Flow Model for the Argentine Economy," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 202189, Feb.
- Aizhan Bolatbayeva, 2020, "A Multicountry Macroeconometric Model for the Eurasian Economic Union," NAC Analytica Working Paper, NAC Analytica, Nazarbayev University, number 11, Dec, revised Nov 2021.