Report NEP-CMP-2017-12-11

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:

• Amirhossein Sobhani & Mariyan Milev, 2017. "A Numerical Method for Pricing Discrete Double Barrier Option by Lagrange Interpolation on Jacobi Node," Papers 1712.01060, arXiv.org, revised Feb 2018.
• Lundberg, Jacob, 2017. "Analyzing tax reforms using the Swedish Labour Income Microsimulation Model," Working Paper Series 2017:12, Uppsala University, Department of Economics.
• Rui Luo & Weinan Zhang & Xiaojun Xu & Jun Wang, 2017. "A Neural Stochastic Volatility Model," Papers 1712.00504, arXiv.org, revised Dec 2018.
• Hyeong-Ohk Bae & Seung-yeon Cho & Sang-hyeok Lee & Seok-Bae Yun, 2017. "A particle model for the herding phenomena induced by dynamic market signals," Papers 1712.01085, arXiv.org.
• Dieter Hendricks & Adam Cobb & Richard Everett & Jonathan Downing & Stephen J. Roberts, 2017. "Inferring agent objectives at different scales of a complex adaptive system," Papers 1712.01137, arXiv.org.
• Matteo Principe & Alessandro Pellegrini & Francesco Quaglia & Bruno Ciciani, 2017. "Transparent Distributed Cross-State Synchronization in Optimistic Parallel Discrete Event Simulation," DIAG Technical Reports 2017-12, Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza".
• Carolyn E. Phelan & Daniele Marazzina & Gianluca Fusai & Guido Germano, 2017. "Fluctuation identities with continuous monitoring and their application to price barrier options," Papers 1712.00077, arXiv.org.
• Dat Thanh Tran & Alexandros Iosifidis & Juho Kanniainen & Moncef Gabbouj, 2017. "Temporal Attention augmented Bilinear Network for Financial Time-Series Data Analysis," Papers 1712.00975, arXiv.org.