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Report NEP-CMP-2021-09-13
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:
- Lachlan O'Neill & Simon D Angus & Satya Borgohain & Nader Chmait & David Dowe, 2021, "Creating Powerful and Interpretable Models with Regression Networks," SoDa Laboratories Working Paper Series, Monash University, SoDa Laboratories, number 2021-09, Sep.
- Bastien Lextrait, 2021, "Scaling up SME's credit scoring scope with LightGBM," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2021-25.
- Marcelo Cajias & Joseph-Alexander Zeitler, 2021, "Should I Contact Him or Not? – Quantifying the Demand for Real Estate with Interpretable Machine Learning Methods," ERES, European Real Estate Society (ERES), number eres2021_70, Jan.
- Lucien Boulet, 2021, "Forecasting High-Dimensional Covariance Matrices of Asset Returns with Hybrid GARCH-LSTMs," Papers, arXiv.org, number 2109.01044, Aug.
- Saeed Marzban & Erick Delage & Jonathan Yumeng Li, 2021, "Deep Reinforcement Learning for Equal Risk Pricing and Hedging under Dynamic Expectile Risk Measures," Papers, arXiv.org, number 2109.04001, Sep.
- Diego Ferraro & Daniela Blanco & Sebasti'an Pessah & Rodrigo Castro, 2021, "Land use change in agricultural systems: an integrated ecological-social simulation model of farmer decisions and cropping system performance based on a cellular automata approach," Papers, arXiv.org, number 2109.01031, Aug, revised Sep 2021.
- Paul Bilokon & David Finkelstein, 2021, "Iterated and exponentially weighted moving principal component analysis," Papers, arXiv.org, number 2108.13072, Aug.
- Makariou, Despoina & Barrieu, Pauline & Chen, Yining, 2021, "A random forest based approach for predicting spreads in the primary catastrophe bond market," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 111529, Nov.
- Brunori, Paolo & Hufe, Paul & Mahler, Daniel Gerszon, 2021, "The Roots of Inequality: Estimating Inequality of Opportunity from Regression Trees and Forests," IZA Discussion Papers, Institute of Labor Economics (IZA), number 14689, Aug.
- Gnecco Giorgio & Nutarelli Federico & Riccaboni Massimo, 2021, "Matrix Completion of World Trade," Papers, arXiv.org, number 2109.03930, Sep.
- Philipp Maximilian Mueller & Björn-Martin Kurzrock, 2021, "Document Classification and Key Information for Technical Due Diligence in Real Estate Management," ERES, European Real Estate Society (ERES), number eres2021_64, Jan.
- Hasbi, Maude & Bohlin, Erik, 2021, "Impact of Broadband Quality on Median Income and Unemployment: Evidence from Sweden," 23rd ITS Biennial Conference, Online Conference / Gothenburg 2021. Digital societies and industrial transformations: Policies, markets, and technologies in a post-Covid world, International Telecommunications Society (ITS), number 238026.
- Halkos, George & Tsilika, Kyriaki, 2021, "Computational aspects of sustainability: Conceptual review and analytical framework," MPRA Paper, University Library of Munich, Germany, number 109632, Sep.
- Ugo Colombino & Nizamul Islam, 2021, "Combining microsimulation and optimization to identify optimal universalistic tax-transfer rule," LISER Working Paper Series, Luxembourg Institute of Socio-Economic Research (LISER), number 2021-06, Sep.
- C Castro-Iragorri & J RamÔøΩrez, 2021, "Forecasting Dynamic Term Structure Models with Autoencoders," Documentos de Trabajo, Universidad del Rosario, number 19431, Jul.
- Söhnke M. Bartram & Jürgen Branke & Mehrshad Motahari, 2020, "Artificial intelligence in asset management," Working Papers, Cambridge Judge Business School, University of Cambridge, number 20202001, Mar.
- Janssen, Patrick & Sadowski, Bert M., 2021, "Bias in Algorithms: On the trade-off between accuracy and fairness," 23rd ITS Biennial Conference, Online Conference / Gothenburg 2021. Digital societies and industrial transformations: Policies, markets, and technologies in a post-Covid world, International Telecommunications Society (ITS), number 238032.
- Shenghao Feng & Xiujian Peng & Philip Adams, 2021, "Energy and Economic Implications of Carbon Neutrality in China -- A Dynamic General Equilibrium Analysis," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number g-318, Aug.
- Felix Brandt & Carsten Lausberg, 2021, "Risk and Return of German Real Estate Stocks: A Simulation Approach with Geometric Brownian Motion," ERES, European Real Estate Society (ERES), number eres2021_86, Jan.
- Delzeit, Ruth & Heimann, Tobias & Schünemann, Franziska & Söder, Mareike, 2021, "DART-BIO: A technical description," Kiel Working Papers, Kiel Institute for the World Economy, number 2195.
- Minke Remmerswaal & Jan Boone, 2020, "A Structural Microsimulation Model for Demand-Side Cost-Sharing in Healthcare," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 415, Jul, DOI: 10.34932/2dcx-9103.
- Benjamin Avanzi & Gregory Clive Taylor & Melantha Wang, 2021, "SPLICE: A Synthetic Paid Loss and Incurred Cost Experience Simulator," Papers, arXiv.org, number 2109.04058, Sep, revised Mar 2022.