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Report NEP-CMP-2022-03-28
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:
- Gurjeet Singh, 2022, "Machine Learning Models in Stock Market Prediction," Papers, arXiv.org, number 2202.09359, Feb.
- Fred Espen Benth & Nils Detering & Luca Galimberti, 2022, "Pricing options on flow forwards by neural networks in Hilbert space," Papers, arXiv.org, number 2202.11606, Feb.
- Samuele Centorrino & Jean-Pierre Florens & Jean-Michel Loubes, 2022, "Fairness constraint in Structural Econometrics and Application to fair estimation using Instrumental Variables," Papers, arXiv.org, number 2202.08977, Feb.
- Levy, Daniel & Mayer, Tamir & Raviv, Alon, 2022, "Economists in the 2008 Financial Crisis: Slow to See, Fast to Act," MPRA Paper, University Library of Munich, Germany, number 112008, Feb.
- Erhan Bayraktar & Tao Chen, 2022, "Nonparametric Adaptive Robust Control Under Model Uncertainty," Papers, arXiv.org, number 2202.10391, Feb, revised Mar 2022.
- Pihnastyi, Oleh & Kozhevnikov, Georgii, 2020, "Control of a Conveyor Based on a Neural Network," MPRA Paper, University Library of Munich, Germany, number 111950, Oct, revised 09 Oct 2021.
- German Rodikov & Nino Antulov-Fantulin, 2022, "Can LSTM outperform volatility-econometric models?," Papers, arXiv.org, number 2202.11581, Feb.
- Zexuan Yin & Paolo Barucca, 2022, "Neural Generalised AutoRegressive Conditional Heteroskedasticity," Papers, arXiv.org, number 2202.11285, Feb.
- Giuseppe Genovese & Ashkan Nikeghbali & Nicola Serra & Gabriele Visentin, 2022, "Universal approximation of credit portfolio losses using Restricted Boltzmann Machines," Papers, arXiv.org, number 2202.11060, Feb, revised Apr 2023.
- Jan Balaguer & Raphael Koster & Christopher Summerfield & Andrea Tacchetti, 2022, "The Good Shepherd: An Oracle Agent for Mechanism Design," Papers, arXiv.org, number 2202.10135, Feb.
- Markus Brunnermeier & Rohit Lamba & Carlos Segura-Rodriguez, 2020, "Inverse Selection," Working Papers, Princeton University. Economics Department., number 2020-50, Apr.
- Alejandro Rodriguez Dominguez, 2022, "Portfolio Optimization based on Neural Networks Sensitivities from Assets Dynamics respect Common Drivers," Papers, arXiv.org, number 2202.08921, Feb, revised Dec 2022.
- Jan Balaguer & Raphael Koster & Ari Weinstein & Lucy Campbell-Gillingham & Christopher Summerfield & Matthew Botvinick & Andrea Tacchetti, 2022, "HCMD-zero: Learning Value Aligned Mechanisms from Data," Papers, arXiv.org, number 2202.10122, Feb, revised May 2022.
- Daniel Fischer & Alain Berro & Klaus Nordhausen & Anne Ruiz-Gazen, 2021, "REPPlab: An R package for detecting clusters and outliers using exploratory projection pursuit," Post-Print, HAL, number hal-03548865, DOI: 10.1080/03610918.2019.1626880.
- Resce, Giuliano, 2022, "Political and Non-Political Officials in Local Government," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp22079, Mar.
- Laureti, Lucio & Costantiello, Alberto & Matarrese, Marco Maria & Leogrande, Angelo, 2022, "Foreign Doctorate Students in Europe," MPRA Paper, University Library of Munich, Germany, number 111954, Feb.