Report NEP-CMP-2017-10-15

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.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-CMP

The following items were announced in this report:

• T. Chatzivasileiadis & F. Estrada & M. W. Hofkes & R. S. J. Tol, 2017. "Systematic sensitivity analysis of the full economic impacts of sea level rise," Working Paper Series 1617, Department of Economics, University of Sussex Business School.
• Matthew F Dixon, 2017. "A High Frequency Trade Execution Model for Supervised Learning," Papers 1710.03870, arXiv.org, revised Dec 2017.
• Schasfoort, Joeri & Stockermans, Christopher, 2017. "Fundamentals unknown: Momentum, mean-reversion and price-to-earnings trading in an artificial stock market," Economics Discussion Papers 2017-63, Kiel Institute for the World Economy (IfW Kiel).
• Olympia Bover & José María Casado & Esteban García-Miralles & Roberto Ramos & José María Labeaga, 2017. "Microsimulation tools for the evaluation of fiscal policy reforms at the Banco de España," Occasional Papers 1707, Banco de España.
• Andrea Waddle & Ellen McGrattan, 2017. "The Imact of Brexit on Foreign Investment and Production," 2017 Meeting Papers 710, Society for Economic Dynamics.
• Lehmus, Markku, 2017. "ETLA Macro Model for Forecasting and Policy Simulations," ETLA Working Papers 54, The Research Institute of the Finnish Economy.
• Andrej Cupák & Peter Tóth, 2017. "Measuring the Efficiency of VAT reforms: Evidence from Slovakia," Working and Discussion Papers WP 6/2017, Research Department, National Bank of Slovakia.
• Assenza, Tiziana & Cardaci, Alberto & Delli Gatti, Domenico & Grazzini, Jakob, 2017. "Policy experiments in an agent-based model with credit networks," Economics Discussion Papers 2017-66, Kiel Institute for the World Economy (IfW Kiel).
• Kevin J. Lansing, 2019. "Endogenous Forecast Switching Near the Zero Lower Bound," Working Paper Series 2017-24, Federal Reserve Bank of San Francisco.
• Itf, 2017. "Shared Mobility Simulations for Helsinki," International Transport Forum Policy Papers 39, OECD Publishing.
• Stefan Creemers, 2017. "Maximizing the expected net present value of a project with phase-type distributed activity durations: an efficient globally optimal solution procedure," Working Papers of Department of Decision Sciences and Information Management, Leuven 592798, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven.
• L. Ingber, 2017. "Quantum Path-Integral qPATHINT Algorithm," Lester Ingber Papers 17qa, Lester Ingber.
• Philipp J. Kremer & Sangkyun Lee & Malgorzata Bogdan & Sandra Paterlini, 2017. "Sparse Portfolio Selection via the sorted $\ell_{1}$-Norm," Papers 1710.02435, arXiv.org.
• Vasilis Syrgkanis & Elie Tamer & Juba Ziani, 2017. "Inference on Auctions with Weak Assumptions on Information," Papers 1710.03830, arXiv.org, revised Mar 2018.