Report NEP-CMP-2014-05-09

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:

• Item repec:thk:rnotes:40 is not listed on IDEAS anymore

• Item repec:wyi:journl:002211 is not listed on IDEAS anymore

• Anna Kowalska-Pyzalska & Katarzyna Maciejowska & Katarzyna Sznajd-Weron & Rafal Weron, 2014. "Modeling consumer opinions towards dynamic pricing: An agent-based approach," HSC Research Reports HSC/14/06, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Marcel Ausloos & Herbert Dawid & Ugo Merlone, 2014. "Spatial interactions in agent-based modeling," Papers 1405.0733, arXiv.org.
• Item repec:thk:rnotes:37 is not listed on IDEAS anymore

• Jason Shachat & J. Todd Swarthout, 2013. "Learning about learning in games through experimental control of strategic interdependence," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
• Jensen, Hans Grinsted & Kym Anderson, 2014. "Alternative Agricultural Price Distortions for CGE Analysis, 2007 and 2011," GTAP Research Memoranda 4364, Center for Global Trade Analysis, Department of Agricultural Economics, Purdue University.
• Item repec:wyi:journl:002173 is not listed on IDEAS anymore

• Alberto De Santis & Umberto Dellepiane & Stefano Lucidi & Stefania Renzi, 2014. "Optimal Step-wise Parameter Optimization of a FOREX Trading Strategy," DIAG Technical Reports 2014-06, Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza".
• Roberto Savona & Maxence Soumare & Jørgen Vitting Andersen, 2014. "Financial Symmetry and Moods in the Market," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00983008, HAL.
• Andrew Green & Chris Kenyon, 2014. "MVA: Initial Margin Valuation Adjustment by Replication and Regression," Papers 1405.0508, arXiv.org, revised Jan 2015.
• Devon Gorry & John Gilbert, 2014. "Numerical Simulations of Competition in Quantities," Working Papers 201401, Utah State University, Department of Economics and Finance.
• Damiano Brigo & Qing Liu & Andrea Pallavicini & David Sloth, 2014. "Nonlinear Valuation under Collateral, Credit Risk and Funding Costs: A Numerical Case Study Extending Black-Scholes," Papers 1404.7314, arXiv.org.
• Item repec:thk:rnotes:38 is not listed on IDEAS anymore

• Christophe Blot & Marion Cochard & Jérôme Creel & Bruno Ducoudre & Danielle Schweisguth & Xavier Timbeau, 2014. "Fiscal consolidation in times of crisis: is the sooner really the better?," SciencePo Working papers Main hal-00980392, HAL.
• Qinghua Li, 2014. "Facilitation and Internalization Optimal Strategy in a Multilateral Trading Context," Papers 1404.7320, arXiv.org, revised Jan 2015.
• Lokman A. Abbas-Turki & Ioannis Karatzas & Qinghua Li, 2014. "Impulse Control of a Diffusion with a Change Point," Papers 1404.1761, arXiv.org.
• Grzegorz Orynczak & Marcin Jakubek & Karol Wawrzyniak & Michal Klos, 2014. "Market Coupling as the Universal Algorithm to Assess Zonal Divisions," Papers 1405.0878, arXiv.org.
• Item repec:wyi:journl:002113 is not listed on IDEAS anymore

• Alexander W. Richter & Nathaniel A. Throckmorton, 2014. "The Zero Lower Bound: Frequency, Duration, and Numerical Convergence," Auburn Economics Working Paper Series auwp2014-09, Department of Economics, Auburn University.