Report NEP-CMP-2010-04-24

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:

• Ardia, David & Boudt, Kris & Carl, Peter & Mullen, Katharine M. & Peterson, Brian, 2010. "Differential Evolution (DEoptim) for Non-Convex Portfolio Optimization," MPRA Paper 22135, University Library of Munich, Germany.
• Viktoria Blüschke-Nikolaeva & Dmitri Blüschke & Reinhard Neck, 2010. "Optimal Control of Nonlinear Dynamic Econometric Models: An Algorithm and an Application," Working Papers 032, COMISEF.
• Eric M. Aldrich & Jesús Fernández-Villaverde & A. Ronald Gallant & Juan F. Rubio-Ramírez, 2010. "Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors," NBER Working Papers 15909, National Bureau of Economic Research, Inc.
• Gilbert, John & Banik, Nilanjan, 2010. "Socioeconomic Impacts of Cross-Border Transport Infrastructure Development in South Asia," ADBI Working Papers 211, Asian Development Bank Institute.
• Peter Imkeller & Gonc{c}alo dos Reis & Jianing Zhang, 2010. "Results on numerics for FBSDE with drivers of quadratic growth," Papers 1004.2248, arXiv.org.
• Alvaro Calzadilla & Katrin Rehdanz & Richard Betts & Pete Falloon & Andy Wiltshire & Richard S.J. Tol, 2010. "Climate Change Impacts on Global Agriculture," Working Papers FNU-185, Research unit Sustainability and Global Change, Hamburg University, revised Apr 2010.
• Luca Capriotti & Mike Giles, 2010. "Fast Correlation Greeks by Adjoint Algorithmic Differentiation," Papers 1004.1855, arXiv.org.
• Ibrahim Ahamada & Philippe Jolivaldt, 2010. "Classical vs wavelet-based filters Comparative study and application to business cycle," Documents de travail du Centre d'Economie de la Sorbonne 10027, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Andrew Ledvina & Ronnie Sircar, 2010. "Dynamic Bertrand Oligopoly," Papers 1004.1726, arXiv.org, revised Jun 2010.
• Yadong Li, 2010. "Consistent Valuation of Bespoke CDO Tranches," Papers 1004.1758, arXiv.org.
• Michael D. Makowsky & David M. Levy, 2010. "Emergent Pareto-Levy Distributed Returns to Research in a Multi-Agent Model of Endogenous Technical Change," Working Papers 2010-10, Towson University, Department of Economics, revised Apr 2010.
• Peter N. Ireland, 2010. "A New Keynesian Perspective on the Great Recession," Boston College Working Papers in Economics 735, Boston College Department of Economics.
• Item repec:pra:mprapa:22041 is not listed on IDEAS anymore