Report NEP-CMP-2015-08-30

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:

• Mehdad, Ehsan & Kleijnen, J.P.C., 2015. "Efficient Global Optimization for Black-Box Simulation via Sequential Intrinsic Kriging," Discussion Paper 2015-042, Tilburg University, Center for Economic Research.
• Mehdad, Ehsan & Kleijnen, J.P.C., 2015. "Stochastic Intrinsic Kriging for Simulation Metamodelling," Discussion Paper 2015-038, Tilburg University, Center for Economic Research.
• Jesus Gonzalez-Feliu & Josep-Maria Salanova Grau, 2015. "VRP algorithms for decision support systems to evaluate collaborative urban freight transport systems," Post-Print halshs-00986648, HAL.
• Jonas Zangenberg Hansen & Peter Stephensen, 2013. "Modeling Household Formation and Housing Demand in Denmark using the Dynamic Microsimulation Model SMILE," DREAM Working Paper Series 201304, Danish Rational Economic Agents Model, DREAM.
• Diamond, John W. & Zodrow, George R., 2014. "The Dynamic Effects of Eliminating or Curtailing the Home Mortgage Interest Deduction," Working Papers 14-011, Rice University, Department of Economics.
• Kurt Kratena, 2015. "Thematic report: Macroeconomic models including specifically social and environmental aspects," WWWforEurope Deliverables series 8, WWWforEurope.
• Philip Adams & Janine Dixon & Mark Horridge, 2015. "The Victoria University Regional Model (VURM): Technical Documentation, Version 1.0," Centre of Policy Studies/IMPACT Centre Working Papers g-254, Victoria University, Centre of Policy Studies/IMPACT Centre.
• Eric Weese & Masayoshi Hayashi & Masashi Nishikawa, 2015. "Inefficiency and Self-Determination: Simulation-based Evidence from Meiji Japan," CIRJE F-Series CIRJE-F-989, CIRJE, Faculty of Economics, University of Tokyo.
• Yuri Biondi & Simone Righi, 2015. "Inequality, mobility and the financial accumulation process: A computational economic analysis," Department of Economics (DEMB) 0058, University of Modena and Reggio Emilia, Department of Economics "Marco Biagi".
• L. C. G. Rogers, 2015. "Bermudan options by simulation," Papers 1508.06117, arXiv.org, revised Jan 2016.
• Jordan Mann & J. Nathan Kutz, 2015. "Dynamic Mode Decomposition for Financial Trading Strategies," Papers 1508.04487, arXiv.org.
• Simone Farinelli & Luisa Tibiletti, 2015. "Hydroassets Portfolio Management for Intraday Electricity Trading from a Discrete Time Stochastic Optimization Perspective," Papers 1508.05837, arXiv.org, revised Aug 2017.
• Okitonyumbe Y.F., Joseph & Ulungu, Berthold E.-L., 2014. "Résolution du problème multi-objectif de tournées de distribution par l’algorithme de toile d’araignées [Cobweb heuristic for Solving Multiobjective Vehicle Routing Problem]," MPRA Paper 66193, University Library of Munich, Germany.
• Michel Alexandre da Silva & Gilberto Tadeu Lima, 2015. "Combining Monetary Policy and Prudential Regulation: an agent-based modeling approach," Working Papers Series 394, Central Bank of Brazil, Research Department.
• Hans Bækgaard, 2013. "A Bayesian approach to labour market modelling in dynamic microsimulation," DREAM Working Paper Series 201301, Danish Rational Economic Agents Model, DREAM.
• Marco Corazza & Giacomo Di Tollo & Giovanni Fasano & Raffaele Pesenti, 2015. "A novel initialization of PSO for costly portfolio selection problems," Working Papers 4, Venice School of Management - Department of Management, Università Ca' Foscari Venezia.
• Marianne Frank Hansen & Marie Louise Schultz-Nielsen & Torben Tranæs, 2015. "The Impact of Immigrants on Public Finances: A Forecast Analysis for Denmark," DREAM Working Paper Series 201501, Danish Rational Economic Agents Model, DREAM.
• Zura Kakushadze, 2015. "Heterotic Risk Models," Papers 1508.04883, arXiv.org, revised Jan 2016.