Report NEP-CMP-2021-12-20

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.

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Other reports in NEP-CMP

The following items were announced in this report:

• Faizal Hafiz & Jan Broekaert & Davide La Torre & Akshya Swain, 2021, "A Multi-criteria Approach to Evolve Sparse Neural Architectures for Stock Market Forecasting," Papers, arXiv.org, number 2111.08060, Nov.
• Karl Naumann-Woleske & Max Sina Knicker & Michael Benzaquen & Jean-Philippe Bouchaud, 2021, "Exploration of the Parameter Space in Macroeconomic Agent-Based Models," Papers, arXiv.org, number 2111.08654, Nov, revised Aug 2022.
• Luxuan Yang & Ting Gao & Yubin Lu & Jinqiao Duan & Tao Liu, 2021, "Neural network stochastic differential equation models with applications to financial data forecasting," Papers, arXiv.org, number 2111.13164, Nov, revised Nov 2022.
• Defina, Ryan, 2021, "Machine Learning Methods: Potential for Deposit Insurance," MPRA Paper, University Library of Munich, Germany, number 110712, Sep.
• Tsang, Andrew, 2021, "Uncovering Heterogeneous Regional Impacts of Chinese Monetary Policy," MPRA Paper, University Library of Munich, Germany, number 110703, Jul.
• Feras A. Batarseh & Munisamy Gopinath & Anderson Monken & Zhengrong Gu, 2021, "Public Policymaking for International Agricultural Trade using Association Rules and Ensemble Machine Learning," Papers, arXiv.org, number 2111.07508, Nov.
• Lachlan O'Neill & Nandini Anantharama & Wray Buntine & Simon D Angus, 2021, "Quantitative Discourse Analysis at Scale - AI, NLP and the Transformer Revolution," SoDa Laboratories Working Paper Series, Monash University, SoDa Laboratories, number 2021-12, Dec.
• Kamesh Korangi & Christophe Mues & Cristi'an Bravo, 2021, "A transformer-based model for default prediction in mid-cap corporate markets," Papers, arXiv.org, number 2111.09902, Nov, revised Apr 2023.
• Edward Turner, 2021, "Graph Auto-Encoders for Financial Clustering," Papers, arXiv.org, number 2111.13519, Nov, revised Dec 2021.
• Beltempo, Marc & Bresson, Georges & Lacroix, Guy, 2020, "Using Machine Learning to Predict Nosocomial Infections and Medical Accidents in a NICU," IZA Discussion Papers, Institute of Labor Economics (IZA), number 13099, Mar.
• Mr. Jorge A Chan-Lau, 2020, "UnFEAR: Unsupervised Feature Extraction Clustering with an Application to Crisis Regimes Classification," IMF Working Papers, International Monetary Fund, number 2020/262, Nov.
• Misha Perepelitsa, 2021, "Investing in crypto: speculative bubbles and cyclic stochastic price pumps," Papers, arXiv.org, number 2111.11315, Nov, revised Oct 2022.
• Hans Buehler & Phillip Murray & Mikko S. Pakkanen & Ben Wood, 2021, "Deep Hedging: Learning to Remove the Drift under Trading Frictions with Minimal Equivalent Near-Martingale Measures," Papers, arXiv.org, number 2111.07844, Nov, revised Jan 2022.
• Caner Ates & Dietmar Maringer, 2021, "A Parsimonious Macroeconomic ABM for Labor Market Regulations," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2021/46, Dec.
• Koichi Miyamoto, 2021, "Quantum algorithms for numerical differentiation of expected values with respect to parameters," Papers, arXiv.org, number 2111.11016, Nov.
• NARAZANI Edlira & COLOMBINO Ugo & PALMA FERNANDEZ Bianey, 2021, "EUROLAB: A Multidimensional Labour Supply-Demand Model for EU countries," JRC Working Papers on Taxation & Structural Reforms, Joint Research Centre, number 2021-15, Dec.
• Martin Hackmann & Joerg Heining & Roman Klimke & Maria Polyakova & Holger Seibert, 2021, "General Equilibrium Effects of Insurance Expansions: Evidence from Long-Term Care Labor Markets," Upjohn Working Papers, W.E. Upjohn Institute for Employment Research, number 21-357, Nov.
• Hans Weisfeld & Mr. Irineu E de Carvalho Filho & Mr. Fabio Comelli & Rahul Giri & Klaus-Peter Hellwig & Chengyu Huang & Fei Liu & Mrs. Sandra Lizarazo & Alexis Meyer-Cirkel & Mr. Andrea F Presbitero, 2020, "Predicting Macroeconomic and Macrofinancial Stress in Low-Income Countries," IMF Working Papers, International Monetary Fund, number 2020/289, Dec.
• Bańkowski, Krzysztof & Christoffel, Kai & Faria, Thomas, 2021, "Assessing the fiscal-monetary policy mix in the euro area," Working Paper Series, European Central Bank, number 2623, Dec.
• Yuechen Dai & Tonghui Xu, 2021, "A Lifecycle Approach to Insurance Solvency," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 21/13, Nov.
• Tarek Alexander Hassan & Jesse Schreger & Markus Schwedeler & Ahmed Tahoun, 2021, "Sources and Transmission of Country Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 29526, Nov.
• David Murphy & Nicholas Vause, 2021, "A CBA of APC: analysing approaches to procyclicality reduction in CCP initial margin models," Bank of England working papers, Bank of England, number 950, Nov.