Report NEP-CMP-2016-03-23

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:

• Leonardo Bargigli & Luca Riccetti & Alberto Russo & Mauro Gallegati, 2016. "Network Calibration and Metamodeling of a Financial Accelerator Agent Based Model," Working Papers - Economics wp2016_01.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
• Christophe Michel & Victor Reutenauer & Denis Talay & Etienne Tanré, 2016. "Liquidity costs: a new numerical methodology and an empirical study," Post-Print hal-01098096, HAL.
• Alexandru Mandes & Peter Winker, 2015. "Complexity and Model Comparison in Agent Based Modeling of Financial Markets," MAGKS Papers on Economics 201528, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Jesús Fernández-Villaverde & Juan F. Rubio Ramírez & Frank Schorfheide, 2016. "Solution and Estimation Methods for DSGE Models," NBER Working Papers 21862, National Bureau of Economic Research, Inc.
• Anna Kowalska-Pyzalska & Karolina Cwik & Arkadiusz Jedrzejewski & Katarzyna Sznajd-Weron, 2016. "Linking consumer opinions with reservation prices in an agent-based model of innovation diffusion," HSC Research Reports HSC/16/03, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Ivaldi, Marc & Lagos, Vicente, 2016. "Assessment of Post-merger Coordinated Effects: Characterization by Simulations," TSE Working Papers 16-631, Toulouse School of Economics (TSE).
• Ghosh, Diptesh, 2016. "Exploring Lin Kernighan neighborhoods for the indexing problem," IIMA Working Papers WP2016-02-13, Indian Institute of Management Ahmedabad, Research and Publication Department.
• Antonio Cosma & Stefano Galluccio & Paola Pederzoli & Olivier Scaillet, 2015. "Valuing American options using fast recursive projections," DEM Discussion Paper Series 15-20, Department of Economics at the University of Luxembourg.
• Verhaegh, T. & Huisman, D. & Fioole, P-J. & Vera, J.C., 2016. "A heuristic for real-time crew rescheduling during small disruptions," Econometric Institute Research Papers EI2016-09, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Bertsch, Joachim & Hagspiel, Simeon & Just, Lisa, 2016. "Congestion management in power systems - Long-term modeling framework and large-scale application," EWI Working Papers 2015-3, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI).
• Brian K. Chen & Hawre Jalal & Hideki Hashimoto & Sze-Chuan Suen & Karen Eggleston & Michael Hurley & Lena Schoemaker & Jay Bhattacharya, 2016. "Forecasting Trends in Disability in a Super-Aging Society: Adapting the Future Elderly Model to Japan," NBER Working Papers 21870, National Bureau of Economic Research, Inc.
• Daniel Sevcovic & Magdalena Zitnanska, 2016. "Analysis of the nonlinear option pricing model under variable transaction costs," Papers 1603.03874, arXiv.org.