Report NEP-CMP-2019-04-29

This is the archive for NEP-CMP, a report on new working papers in the area of Computational Economics. Stan 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:

• Shuaiqiang Liu & Anastasia Borovykh & Lech A. Grzelak & Cornelis W. Oosterlee, 2019. "A neural network-based framework for financial model calibration," Papers 1904.10523, arXiv.org.
• Ioannou, Petros, 2018. "Modeling for Local Impact Analysis," Institute of Transportation Studies, Working Paper Series qt7959p38n, Institute of Transportation Studies, UC Davis.
• Haoran Wang & Xun Yu Zhou, 2019. "Continuous-Time Mean-Variance Portfolio Selection: A Reinforcement Learning Framework," Papers 1904.11392, arXiv.org, revised May 2019.
• Rodier, Caroline & Jaller, Miguel & Pourrahmani, Elham & Bischoff, Joschka & Freedman, Joel & Pahwa, Anmol, 2018. "Automated Vehicle Scenarios: Simulation of System-Level Travel Effects Using Agent-Based Demand and Supply Models in the San Francisco Bay Area," Institute of Transportation Studies, Working Paper Series qt4dk3n531, Institute of Transportation Studies, UC Davis.
• Ali Habibnia & Esfandiar Maasoumi, 2019. "Forecasting in Big Data Environments: an Adaptable and Automated Shrinkage Estimation of Neural Networks (AAShNet)," Papers 1904.11145, arXiv.org.
• Guensler, Randall & Liu, Haobing & Xu, Xiaodan & Lu, Hongyu & Rodgers, Michael O., 2018. "MOVES-Matrix for High-Performance Emission Rate Model Applications," Institute of Transportation Studies, Working Paper Series qt3xp5z35t, Institute of Transportation Studies, UC Davis.
• Ioannou, Petros & Zhang, Yihang, 2018. "Reducing Truck Emissions and Improving Truck Fuel Economy via Intelligent Transportation System Technologies," Institute of Transportation Studies, Working Paper Series qt2rr3b8mz, Institute of Transportation Studies, UC Davis.
• Philippe Casgrain & Brian Ning & Sebastian Jaimungal, 2019. "Deep Q-Learning for Nash Equilibria: Nash-DQN," Papers 1904.10554, arXiv.org, revised Oct 2022.
• Tine Hufkens & Tim Goedeme & Katrin Gasior & Chrysa Leventi & Kostas Manios & Olga Rastrigina & Pasquale Recchia & Holly Sutherland & Natascha Van Mechelen & Gerlinde Verbist, 2019. "The Hypothetical Household Tool (HHoT) in EUROMOD: a new instrument for comparative research on tax-benefit policies in Europe," JRC Working Papers on Taxation & Structural Reforms 2019-05, Joint Research Centre.
• Dessouky, Maged & Fu, Lunce & Hu, Shichun, 2018. "Integrating Management of Truck and Rail Systems in Los Angeles," Institute of Transportation Studies, Working Paper Series qt3ms7789j, Institute of Transportation Studies, UC Davis.
• Kim, Daejin & Guin, Angshuman & Rodgers, Michael O & Guensler, Randall, 2018. "Energy and Air Quality Impacts of Truck-Only Lanes: A Case Study of Interstate 75 Between Macon and McDonough, Georgia," Institute of Transportation Studies, Working Paper Series qt56m5b78f, Institute of Transportation Studies, UC Davis.
• Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2019. "Winter is possibly not coming: Mitigating financial instability in an agent-based model with interbank market," LEM Papers Series 2019/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
• Chassiakos, Anastasios & Jula, Hossein & VanderBeek, Timothy, 2018. "Dynamic Scheduling of Chassis Movements with Chassis Processing Facilities in the Loop," Institute of Transportation Studies, Working Paper Series qt1gt9w6wc, Institute of Transportation Studies, UC Davis.
• Diego d'Andria & Jason DeBacker & Richard Evans & Jonathan Pycroft & Magdalena Zachlod-Jelec, 2019. "Micro-founded tax policy effects in a heterogenenous-agent macro-model," JRC Working Papers on Taxation & Structural Reforms 2019-01, Joint Research Centre.
• GENEVOIS Anne-Sophie & LIEGEOIS Philippe & PI ALPERIN Maria Noel, 2019. "DyMH_LU: a simple tool for modelling and simulating the health status of the Luxembourgish elderly in the longer run," LISER Working Paper Series 2019-06, Luxembourg Institute of Socio-Economic Research (LISER).
• Bekkers, Eddy, 2019. "The welfare effects of trade policy experiments in quantitative trade models: The role of solution methods and baseline calibration," WTO Staff Working Papers ERSD-2019-02, World Trade Organization (WTO), Economic Research and Statistics Division.
• Ni, Wei & Cassidy, Michael J, 2018. "City-wide traffic control: modeling impacts of cordon queues," Institute of Transportation Studies, Research Reports, Working Papers, Proceedings qt85g9p36h, Institute of Transportation Studies, UC Berkeley.
• Junyao Chen & Tony Sit & Hoi Ying Wong, 2019. "Simulation-based Value-at-Risk for Nonlinear Portfolios," Papers 1904.09088, arXiv.org.
• Gbologah, Franklin E. & Rodgers, Michael O. & Li, Hanyan Ann, 2018. "A Tool to Predict Fleet-Wide Heavy-Duty Vehicle Fuel-Saving Benefits from Low Rolling Resistance Tires," Institute of Transportation Studies, Working Paper Series qt4wg9g21f, Institute of Transportation Studies, UC Davis.
• Park, Chan Seung & Roy, Partho, 2017. "Development of Key-Enabling Technologies for a Variable-blend Natural Gas Vehicle," Institute of Transportation Studies, Working Paper Series qt2927d8hr, Institute of Transportation Studies, UC Davis.
• Bekkers, Eddy & Teh, Robert, 2019. "Potential economic effects of a global trade conflict: Projecting the medium-run effects with the WTO global trade model," WTO Staff Working Papers ERSD-2019-04, World Trade Organization (WTO), Economic Research and Statistics Division.
• Tarcisio M. Rocha Filho & Paulo M. M. Rocha, 2019. "Inefficiency of the Brazilian Stock Market: the IBOVESPA Future Contracts," Papers 1904.09214, arXiv.org.
• Liu, Hao & Kan, Xingan David & Shladover, Steven E. & Lu, Xiao-Yun, 2018. "Using Cooperative Adaptive Cruise Control (CACC) to Form High-Performance Vehicle Streams:Simulation Results Analysis," Institute of Transportation Studies, Research Reports, Working Papers, Proceedings qt31w2f555, Institute of Transportation Studies, UC Berkeley.
• Mukherjee, Krishnendu, 2019. "Analysis of Sustainable Procurement in SMEs in Developing Countries," MPRA Paper 93277, University Library of Munich, Germany.
• Horowitz, Roberto & Kurzhanskiy, Alex A. & Wright, Mathew, 2018. "HOT Lane Simulation Tools," Institute of Transportation Studies, Research Reports, Working Papers, Proceedings qt4ff207ng, Institute of Transportation Studies, UC Berkeley.
• Prante, Franz J. & Barmucci, Alessandro & Hein, Eckhard & Truger, Achim, 2019. "Interactive macroeconomics: A pluralist simulator," IPE Working Papers 117/2019, Berlin School of Economics and Law, Institute for International Political Economy (IPE).