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. Stan 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:

• 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 1675, OECD Publishing.
• Bernard Lapeyre & Jérôme Lelong, 2021. "Neural network regression for Bermudan option pricing," Post-Print hal-02183587, HAL.
• Dong-Young Lim, 2021. "A Neural Frequency-Severity Model and Its Application to Insurance Claims," Papers 2106.10770, arXiv.org, revised Feb 2024.
• Matthieu Garcin & Samuel St'ephan, 2021. "Credit scoring using neural networks and SURE posterior probability calibration," Papers 2107.07206, arXiv.org.
• Ayse Sinem Uysal & Xiaoyue Li & John M. Mulvey, 2021. "End-to-End Risk Budgeting Portfolio Optimization with Neural Networks," Papers 2107.04636, arXiv.org.
• Francesca Micocci & Armando Rungi, 2021. "Predicting Exporters with Machine Learning," Papers 2107.02512, arXiv.org, 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 108663, University Library of Munich, Germany, 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 1674, OECD Publishing.
• Tetiana Yukhymenko, 2021. "Role of the Media in the Inflation Expectation Formation Process," IHEID Working Papers 13-2021, Economics Section, The Graduate Institute of International Studies.
• Mahdi Ebrahimi Kahou & Jesús Fernández-Villaverde & Jesse Perla & Arnav Sood, 2021. "Exploiting Symmetry in High-Dimensional Dynamic Programming," CESifo Working Paper Series 9161, CESifo.
• Jacques Bughin & Michele Cincera & Dorota Reykowska & Rafal Ohme, 2021. "Big Data is Decision Science: the Case of Covid-19 Vaccination," Working Papers TIMES² 2021-047, ULB -- Universite Libre de Bruxelles.
• 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 14510, Institute of Labor Economics (IZA).
• 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-03262208, HAL.
• Stephen Sheppard, 2021. "Image Content, Complexity, and the Market Value of Art," Department of Economics Working Papers 2021-08, Department of Economics, Williams College.
• Toru Kitagawa & Guanyi Wang, 2020. "Who should get vaccinated? Individualized allocation of vaccines over SIR network," CeMMAP working papers CWP59/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Mimansa Rana & Nanxiang Mao & Ming Ao & Xiaohui Wu & Poning Liang & Matloob Khushi, 2021. "Clustering and attention model based for intelligent trading," Papers 2107.06782, arXiv.org, 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 28980, National Bureau of Economic Research, Inc.
• Gabriel Michelena, 2021. "A Dynamic Stock-Flow Model for the Argentine Economy," BCRA Working Paper Series 202189, Central Bank of Argentina, Economic Research Department.
• Aizhan Bolatbayeva, 2020. "A Multicountry Macroeconometric Model for the Eurasian Economic Union," NAC Analytica Working Paper 11, NAC Analytica, Nazarbayev University, revised Nov 2021.