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. Stan Miles issued this report. It is usually issued weekly.

Subscribe to this report: email, RSS, or Mastodon.

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 2021-09, Monash University, SoDa Laboratories.
• Bastien Lextrait, 2021. "Scaling up SME's credit scoring scope with LightGBM," EconomiX Working Papers 2021-25, University of Paris Nanterre, EconomiX.
• Marcelo Cajias & Joseph-Alexander Zeitler, 2021. "Should I Contact Him or Not? – Quantifying the Demand for Real Estate with Interpretable Machine Learning Methods," ERES eres2021_70, European Real Estate Society (ERES).
• Lucien Boulet, 2021. "Forecasting High-Dimensional Covariance Matrices of Asset Returns with Hybrid GARCH-LSTMs," Papers 2109.01044, arXiv.org.
• Saeed Marzban & Erick Delage & Jonathan Yumeng Li, 2021. "Deep Reinforcement Learning for Equal Risk Pricing and Hedging under Dynamic Expectile Risk Measures," Papers 2109.04001, arXiv.org.
• 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 2109.01031, arXiv.org, revised Sep 2021.
• Paul Bilokon & David Finkelstein, 2021. "Iterated and exponentially weighted moving principal component analysis," Papers 2108.13072, arXiv.org.
• 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 111529, London School of Economics and Political Science, LSE Library.
• Brunori, Paolo & Hufe, Paul & Mahler, Daniel Gerszon, 2021. "The Roots of Inequality: Estimating Inequality of Opportunity from Regression Trees and Forests," IZA Discussion Papers 14689, Institute of Labor Economics (IZA).
• Gnecco Giorgio & Nutarelli Federico & Riccaboni Massimo, 2021. "Matrix Completion of World Trade," Papers 2109.03930, arXiv.org.
• Philipp Maximilian Mueller & Björn-Martin Kurzrock, 2021. "Document Classification and Key Information for Technical Due Diligence in Real Estate Management," ERES eres2021_64, European Real Estate Society (ERES).
• 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 238026, International Telecommunications Society (ITS).
• Halkos, George & Tsilika, Kyriaki, 2021. "Computational aspects of sustainability: Conceptual review and analytical framework," MPRA Paper 109632, University Library of Munich, Germany.
• Ugo Colombino & Nizamul Islam, 2021. "Combining microsimulation and optimization to identify optimal universalistic tax-transfer rule," LISER Working Paper Series 2021-06, Luxembourg Institute of Socio-Economic Research (LISER).
• Castro-Iragorri, C & Ramírez, J, 2021. "Forecasting Dynamic Term Structure Models with Autoencoders," Documentos de Trabajo 19431, Universidad del Rosario.
• Söhnke M. Bartram & Jürgen Branke & Mehrshad Motahari, 2020. "Artificial intelligence in asset management," Working Papers 20202001, Cambridge Judge Business School, University of Cambridge.
• 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 238032, International Telecommunications Society (ITS).
• 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 g-318, Victoria University, Centre of Policy Studies/IMPACT Centre.
• Felix Brandt & Carsten Lausberg, 2021. "Risk and Return of German Real Estate Stocks: A Simulation Approach with Geometric Brownian Motion," ERES eres2021_86, European Real Estate Society (ERES).
• Delzeit, Ruth & Heimann, Tobias & Schünemann, Franziska & Söder, Mareike, 2021. "DART-BIO: A technical description," Kiel Working Papers 2195, Kiel Institute for the World Economy (IfW Kiel).
• Minke Remmerswaal & Jan Boone, 2020. "A Structural Microsimulation Model for Demand-Side Cost-Sharing in Healthcare," CPB Discussion Paper 415, CPB Netherlands Bureau for Economic Policy Analysis.
• Benjamin Avanzi & Gregory Clive Taylor & Melantha Wang, 2021. "SPLICE: A Synthetic Paid Loss and Incurred Cost Experience Simulator," Papers 2109.04058, arXiv.org, revised Mar 2022.