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Report NEP-CMP-2022-06-27
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:
- Marc Schmitt, 2022, "Deep Learning vs. Gradient Boosting: Benchmarking state-of-the-art machine learning algorithms for credit scoring," Papers, arXiv.org, number 2205.10535, May.
- Lundberg, Ian & Brand, Jennie E. & Jeon, Nanum, 2022, "Researcher reasoning meets computational capacity: Machine learning for social science," SocArXiv, Center for Open Science, number s5zc8, May, DOI: 10.31219/osf.io/s5zc8.
- Item repec:dar:wpaper:132193 is not listed on IDEAS anymore
- Eduardo Ramos-P'erez & Pablo J. Alonso-Gonz'alez & Jos'e Javier N'u~nez-Vel'azquez, 2022, "Mack-Net model: Blending Mack's model with Recurrent Neural Networks," Papers, arXiv.org, number 2205.07334, May.
- Daniel Hopp, 2022, "Benchmarking Econometric and Machine Learning Methodologies in Nowcasting," Papers, arXiv.org, number 2205.03318, May.
- A. Max Reppen & H. Mete Soner & Valentin Tissot-Daguette, 2022, "Neural Optimal Stopping Boundary," Papers, arXiv.org, number 2205.04595, May, revised May 2023.
- Rafael Reisenhofer & Xandro Bayer & Nikolaus Hautsch, 2022, "HARNet: A Convolutional Neural Network for Realized Volatility Forecasting," Papers, arXiv.org, number 2205.07719, May.
- Maximilian Andres & Lisa Bruttel & Jana Friedrichsen, 2022, "How Communication Makes the Difference between a Cartel and Tacit Collusion: A Machine Learning Approach," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2000.
- Deng, W. & Hendrikse, G.W.J., 2022, "On the Evolution of Product Portfolio of Cooperatives versus IOFs: An Agent-Based Analysis of the Single Origin Constraint," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2022-005-ORG, May.
- Jeremy Greenwood & Ricardo Marto, 2022, "Numerical Methods for Macroeconomists," Economie d'Avant Garde Research Reports, Economie d'Avant Garde, number 36, Jun.
- Holger Breinlich & Valentina Corradi & Nadia Rocha & Michele Ruta & J.M.C. Santos Silva & Tom Zylkin, 2021, "Machine learning in international trade research - evaluating the impact of trade agreements," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1776, Jun.
- Ziheng Chen, 2022, "RLOP: RL Methods in Option Pricing from a Mathematical Perspective," Papers, arXiv.org, number 2205.05600, May.
- Dongshuai Zhao & Zhongli Wang & Florian Schweizer-Gamborino & Didier Sornette, 2022, "Polytope Fraud Theory," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-41, May.
- Toon Vanderschueren & Robert Boute & Tim Verdonck & Bart Baesens & Wouter Verbeke, 2022, "Prescriptive maintenance with causal machine learning," Papers, arXiv.org, number 2206.01562, Jun.
- Chenrui Zhang, 2022, "Research on the correlation between text emotion mining and stock market based on deep learning," Papers, arXiv.org, number 2205.06675, May.
- Chaojun Li & Shi Qiu, 2022, "Recursive Score and Hessian Computation in Regime-Switching Models," Papers, arXiv.org, number 2205.01565, May, revised Jan 2026.
- Dyrland, Kjetil & Lundervold, Alexander Selvikvåg & Porta Mana, PierGianLuca, 2022, "Does the evaluation stand up to evaluation?: A first-principle approach to the evaluation of classifiers," OSF Preprints, Center for Open Science, number 7rz8t, May, DOI: 10.31219/osf.io/7rz8t.
- Jason Nassios & James Giesecke, 2022, "Property Tax Reform: Implications for Housing Prices and Economic Productivity," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number g-330, Jun.
- Cho, Jehum & Papavasiliou, Anthony, 2022, "A Branch-and-Cut Algorithm for Chance-Constrained Multi-Area Reserve Sizing," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2022018, Apr.
- Micha{l} Narajewski, 2022, "Probabilistic forecasting of German electricity imbalance prices," Papers, arXiv.org, number 2205.11439, May.