Report NEP-CMP-2018-04-09

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:

• Peter Martey Addo & Dominique Guegan & Bertrand Hassani, 2018. "Credit Risk Analysis using Machine and Deep learning models," Working Papers 2018:08, Department of Economics, University of Venice "Ca' Foscari".
• Tzai-Shuen Chen, 2018. "Evaluating Conditional Cash Transfer Policies with Machine Learning Methods," Papers 1803.06401, arXiv.org.
• David Farahany & Kenneth Jackson & Sebastian Jaimungal, 2018. "Mixing LSMC and PDE Methods to Price Bermudan Options," Papers 1803.07216, arXiv.org, revised May 2020.
• Valletti, Tommaso & Langus, Gregor & Federico, Giulio, 2018. "Horizontal Mergers and Product Innovation," CEPR Discussion Papers 12759, C.E.P.R. Discussion Papers.
• Hałaj, Grzegorz, 2018. "Agent-based model of system-wide implications of funding risk," Working Paper Series 2121, European Central Bank.
• Klaus Gründler & Tommy Krieger, 2018. "Machine Learning Indices, Political Institutions, and Economic Development," CESifo Working Paper Series 6930, CESifo.
• Huber, Martin & Imhof, David, 2018. "Machine Learning with Screens for Detecting Bid-Rigging Cartels," FSES Working Papers 494, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
• Kosaku Takanashi, 2018. "Convergence of Computed Dynamic Models with Unbounded Shock," Keio-IES Discussion Paper Series 2018-003, Institute for Economics Studies, Keio University.
• Justin Sirignano & Rama Cont, 2018. "Universal features of price formation in financial markets: perspectives from Deep Learning," Papers 1803.06917, arXiv.org.