Report NEP-CMP-2017-10-29

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:

• SeHyoun Ahn & Greg Kaplan & Benjamin Moll & Thomas Winberry & Christian Wolf, 2017. "When Inequality Matters for Macro and Macro Matters for Inequality," CESifo Working Paper Series 6581, CESifo.
• Michael Ludkovski & James Risk, 2017. "Sequential Design and Spatial Modeling for Portfolio Tail Risk Measurement," Papers 1710.05204, arXiv.org, revised May 2018.
• Anastasis Kratsios & Cody B. Hyndman, 2017. "Non-Euclidean Conditional Expectation and Filtering," Papers 1710.05829, arXiv.org, revised Sep 2018.
• Masafumi Nakano & Akihiko Takahashi & Soichiro Takahashi, 2018. "State Space Approach to Adaptive Artificial Intelligence Modeling: Application to Financial Portfolio with Fuzzy System," CARF F-Series CARF-F-422, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
• Hudgins, David & Crowley, Patrick M., 2017. "Modelling a small open economy using a wavelet-based control model," Research Discussion Papers 32/2017, Bank of Finland.
• Anastasis Kratsios & Cody B. Hyndman, 2017. "Deep Learning in a Generalized HJM-type Framework Through Arbitrage-Free Regularization," Papers 1710.05114, arXiv.org, revised Dec 2019.
• Benjamin David, 2017. "Model economic phenomena with CART and Random Forest algorithms," EconomiX Working Papers 2017-46, University of Paris Nanterre, EconomiX.
• Guglielmo Maria Caporale & Alex Plastun, 2017. "The Day of the Week Effect in the Crypto Currency Market," Discussion Papers of DIW Berlin 1694, DIW Berlin, German Institute for Economic Research.
• Michael Ludkovski & Xuwei Yang, 2017. "Mean Field Game Approach to Production and Exploration of Exhaustible Commodities," Papers 1710.05131, arXiv.org.
• Isaac Sorkin, 2017. "Ranking Firms Using Revealed Preference," NBER Working Papers 23938, National Bureau of Economic Research, Inc.
• Ma, Zhixia, 2016. "Essays on business cycles with liquidity constraints and firm entry-exit dynamics under incomplete information," ISU General Staff Papers 201601010800006049, Iowa State University, Department of Economics.