Report NEP-CMP-2011-07-21

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:

• Cristian Homescu, 2011. "Adjoints and Automatic (Algorithmic) Differentiation in Computational Finance," Papers 1107.1831, arXiv.org.
• Shu-Heng Chen & Tina Yu, 2011. "Toward an Autonomous-Agents Inspired Economic Analysis," ASSRU Discussion Papers 1118, ASSRU - Algorithmic Social Science Research Unit.
• K. Vela Velupillai, 2011. "DSGE And Beyond – Computable And Constructive Challenges," ASSRU Discussion Papers 1122, ASSRU - Algorithmic Social Science Research Unit.
• Maria Plotnikova & Chokri Dridi, 2010. "A Cellular Automata Simulation of the 1990s Russian Housing Privatization Decision," Economics Discussion Papers em-dp2010-05, Department of Economics, University of Reading.
• Cristian Homescu, 2011. "Implied Volatility Surface: Construction Methodologies and Characteristics," Papers 1107.1834, arXiv.org.
• Barbara Annicchiarico & Nicola Giammaroli & Alessandro Piergallini, 2011. "Budgetary Policies in a DSGE Model with Finite Horizons," CEIS Research Paper 207, Tor Vergata University, CEIS, revised 12 Jul 2011.
• Tongkui Yu & Shu-Heng Chen, 2011. "Agent-Based Modeling of the Prediction Markets," ASSRU Discussion Papers 1119, ASSRU - Algorithmic Social Science Research Unit.