Report NEP-CMP-2022-01-24

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:

• Guijin Son & Joocheol Kim, 2021, "Neural Networks for Delta Hedging," Papers, arXiv.org, number 2112.10084, Dec.
• Oscar Claveria & Enric Monte & Petar Soric & Salvador Torra, 2022, "“An application of deep learning for exchange rate forecasting”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 202201, Jan, revised Jan 2022.
• Imryoung Jeong & Hyunjoo Yang, 2021, "Using maps to predict economic activity," Papers, arXiv.org, number 2112.13850, Dec, revised Apr 2022.
• Arman Khachiyan & Anthony Thomas & Huye Zhou & Gordon H. Hanson & Alex Cloninger & Tajana Rosing & Amit Khandelwal, 2021, "Using Neural Networks to Predict Micro-Spatial Economic Growth," NBER Working Papers, National Bureau of Economic Research, Inc, number 29569, Dec.
• Michael Curry & Alexander Trott & Soham Phade & Yu Bai & Stephan Zheng, 2022, "Analyzing Micro-Founded General Equilibrium Models with Many Agents using Deep Reinforcement Learning," Papers, arXiv.org, number 2201.01163, Jan, revised Feb 2022.
• Thibault Jaisson, 2021, "Deep differentiable reinforcement learning and optimal trading," Papers, arXiv.org, number 2112.02944, Dec, revised Apr 2022.
• Aleksandar Arandjelovi'c & Thorsten Rheinlander & Pavel V. Shevchenko, 2021, "Importance sampling for option pricing with feedforward neural networks," Papers, arXiv.org, number 2112.14247, Dec, revised Jun 2023.
• Henning Tarp Jensen & Marcus Keogh-Brown & Finn Tarp, 2021, "Taxation and income distribution in Myanmar: Application of a new computable general equilibrium (CGE) model," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number wp-2021-179.
• Phoebe Koundouri & Nicolaos Theodossiou & Charalampos Stavridis & Stathis Devves & Angelos Plataniotis, 2022, "A methodology for linking the Energy-related Policies of the European Green Deal to the 17 SDGs using Machine Learning," DEOS Working Papers, Athens University of Economics and Business, number 2202, Jan.
• Luis Delgado & G'erald Gurtner & Tatjana Boli'c & Lorenzo Castelli, 2021, "Estimating economic severity of Air Traffic Flow Management regulations," Papers, arXiv.org, number 2112.11263, Dec.
• Yanqing Ma & Carmine Ventre & Maria Polukarov, 2021, "Denoised Labels for Financial Time-Series Data via Self-Supervised Learning," Papers, arXiv.org, number 2112.10139, Dec.
• Narek Ghazaryan & Mr. Alexei Goumilevski & Mr. Joannes Mongardini & Aneta Radzikowski, 2021, "Another Piece of the Puzzle: Adding Swift Data on Documentary Collections to the Short-Term Forecast of World Trade," IMF Working Papers, International Monetary Fund, number 2021/293, Dec.
• Mohammad Mirbagherijam, 2021, "Housing Price Prediction Model Selection Based on Lorenz and Concentration Curves: Empirical Evidence from Tehran Housing Market," Papers, arXiv.org, number 2112.06192, Dec.
• Andrew Butler & Roy H. Kwon, 2021, "Data-driven integration of norm-penalized mean-variance portfolios," Papers, arXiv.org, number 2112.07016, Dec, revised Nov 2022.
• Isaac Meza & Rahul Singh, 2021, "Nested Nonparametric Instrumental Variable Regression," Papers, arXiv.org, number 2112.14249, Dec, revised May 2025.
• Jacob Turton & Ali Kabiri & David Tuckett & Robert Elliott Smith & David P. Vinson, 2021, "Differentiating Approach and Avoidance from Traditional Notions of Sentiment in Economic Contexts," Papers, arXiv.org, number 2112.02607, Dec.
• Sami Mestiri, 2021, "Personal loan simulation using R shiny
  [Simulation de prêt personnel en utilisant R shiny]," Working Papers, HAL, number hal-03448651, Nov.
• Debnath, R. & Bardhan, R. & Mohaddes, K. & Shah, D. U. & Ramage, M. H. & Alvarez, R. M., 2022, "People-centric Emission Reduction in Buildings: A Data-driven and Network Topology-based Investigation," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2202, Jan.
• Richard Dennis, 2021, "Using a hyperbolic cross to solve non-linear macroeconomic models," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-93, Nov.
• Thomas Mitterling & Katharina Fenz & Arturo Martinez Jr & Joseph Bulan & Mildred Addawe & Ron Lester Durante & Marymell Martillan, 2021, "Compiling Granular Population Data Using Geospatial Information," ADB Economics Working Paper Series, Asian Development Bank, number 643, Dec.
• Laureti, Lucio & Costantiello, Alberto & Matarrese, Marco Maria & Leogrande, Angelo, 2022, "The Employment in Innovative Enterprises in Europe," MPRA Paper, University Library of Munich, Germany, number 111335, Jan.
• Annie Liang & Jay Lu & Xiaosheng Mu & Kyohei Okumura, 2021, "Algorithm Design: A Fairness-Accuracy Frontier," Papers, arXiv.org, number 2112.09975, Dec, revised May 2024.

Report NEP-CMP-2022-01-24

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: