Report NEP-CMP-2022-02-21

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:

• Luke De Clerk & Sergey Savl'ev, 2022, "A machine learning search for optimal GARCH parameters," Papers, arXiv.org, number 2201.03286, Jan.
• Thomas R. Cook & Zach Modig & Nathan M. Palmer, 2021, "Explaining Machine Learning by Bootstrapping Partial Marginal Effects and Shapley Values," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 21-12, Nov, revised 06 Aug 2024, DOI: 10.18651/RWP2021-12.
• Tannista Banerjee & Ayan Paul & Vishak Srikanth & Inga Strumke, 2022, "Socioeconomic disparities and COVID-19: the causal connections," Papers, arXiv.org, number 2201.07026, Jan.
• Michel Alexandre & Gilberto Tadeu Lima & Luca Riccetti & Alberto Russo, 2022, "The financial network channel of monetary policy transmission: An agent-based model," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2022/01.
• Lafond, François & Farmer, J. Doyne & Mungo, Luca & Astudillo-Estévez, Pablo, 2022, "Reconstructing production networks using machine learning," INET Oxford Working Papers, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford, number 2022-02, Jan, revised Jan 2023.
• Ellsaesser, Florian & Fioretti, Guido, 2022, "Deciding Not To Decide," MPRA Paper, University Library of Munich, Germany, number 111546, Jan.
• Arianna Martinelli & Alessandro Nuvolari & Elisa Palagi & Emanuele Russo, 2022, "Digitalization, copyright and innovation in the creative industries: an agent-based model," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2022/03, Jan.
• Wenjia Wang & Yanyuan Wang & Xiaowei Zhang, 2022, "Smooth Nested Simulation: Bridging Cubic and Square Root Convergence Rates in High Dimensions," Papers, arXiv.org, number 2201.02958, Jan, revised Oct 2023.
• Brett R. Gordon & Robert Moakler & Florian Zettelmeyer, 2022, "Close Enough? A Large-Scale Exploration of Non-Experimental Approaches to Advertising Measurement," Papers, arXiv.org, number 2201.07055, Jan, revised Oct 2022.
• Kallina, Dennis & Siegfried, Patrick, 2021, "Optimization of Supply Chain Network using Genetic Algorithms based on Bill of materials," MPRA Paper, University Library of Munich, Germany, number 111397, Jul.
• Mayukh Mukhopadhyay & Sangeeta Sahney, 2022, "Effect of Toxic Review Content on Overall Product Sentiment," Papers, arXiv.org, number 2201.02857, Jan.
• Narita, Yusuke & Yata, Kohei, 2022, "Algorithm is Experiment: Machine Learning, Market Design, and Policy Eligibility Rules," Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number 730, Jan.
• Yang, Xiaoliang & Zhou, Peng, 2022, "Wealth Inequality and Social Mobility: A Simulation-Based Modelling Approach," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2022/3, Feb.
• Pramanik, Subhajit, 2021, "Exchange rate and Economic Growth - a comparative analysis of the possible relationship between them," MPRA Paper, University Library of Munich, Germany, number 111504, Apr, revised May 2021.
• Letonja,, Z. & Furian, N. & Pan, J. & Vössner, S. & Reuter-Oppermann, M., 2021, "Initial assessment of the influence the influence of robustness on the weighted tardiness for a scheduling problem with high demand volatility based on a simulation model," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 130618.
• Zineb El Filali Ech-Chafiq & Pierre Henry-Labordere & J'er^ome Lelong, 2021, "Pricing Bermudan options using regression trees/random forests," Papers, arXiv.org, number 2201.02587, Nov, revised Jun 2023.
• Paolo Cimbali & Marco De Leonardis & Alessio Fiume & Barbara La Ganga & Luciana Meoli & Marco Orlandi, 2022, "A decision-making rule to detect insufficient data quality: an application of statistical learning techniques to the non-performing loans banking data?," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 666, Feb.
• Azzutti, Alessio, 2022, "AI-driven Market Manipulation and Limits of the EU law enforcement regime to credible deterrence," ILE Working Paper Series, University of Hamburg, Institute of Law and Economics, number 54.
• Mark Kiermayer & Christian Wei{ss}, 2022, "Neural calibration of hidden inhomogeneous Markov chains -- Information decompression in life insurance," Papers, arXiv.org, number 2201.02397, Jan.
• Guiteras, Raymond & Kim, Ahnjeong & Quistorff, Brian & Shumway, Clayson, 2022, "statacons: An SCons-Based Build Tool for Stata," MetaArXiv, Center for Open Science, number qesx6, Jan, DOI: 10.31219/osf.io/qesx6.

Report NEP-CMP-2022-02-21

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: