Report NEP-CMP-2018-06-18

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:

• Son Le, 2018. "Algorithmic Trading with Fitted Q Iteration and Heston Model," Papers 1805.07478, arXiv.org.
• Rolf Aaberge & Ugo Colombino, 2018. "Structural Labour Supply Models and Microsimulation," Discussion Papers 877, Statistics Norway, Research Department.
• Patrizio Lecca & Javier Barbero Jimenez & Martin Aaroe Christensen & Andrea Conte & Francesco Di Comite & Jorge Diaz-Lanchas & Olga Diukanova & Giovanni Mandras & Damiaan Persyn & Stylianos Sakkas, 2018. "RHOMOLO V3:A Spatial Modelling Framework," JRC Research Reports JRC111861, Joint Research Centre.
• Pernestål Brenden , Anna & Kristoffersson , Ida, 2018. "Effects of driverless vehicles: A review of simulations," Working papers in Transport Economics 2018:11, CTS - Centre for Transport Studies Stockholm (KTH and VTI).
• Jaewon Jung, 2018. "Introducing Roy-like Worker Assignment into Computable General Equilibrium Models," THEMA Working Papers 2018-06, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
• Francesco Lamperti & Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Alessandro Sapio, 2018. "And Then He Wasn't a She: Climate Change and Green Transitions in an Agent-Based Integrated Assessment Model," LEM Papers Series 2018/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
• Endres, Sylvia & Stübinger, Johannes, 2018. "A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns," FAU Discussion Papers in Economics 07/2018, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
• Maksym Obrizan & Karine Torosyan & Norberto Pignatti, 2018. "Tobacco spending in Georgia: Machine learning approach," Working Papers 3184, Research Consulting and Development.
• Christoph Boehringer & Nicholas Rivers, 2018. "The energy efficiency rebound effect in general equilibrium," Working Papers V-410-18, University of Oldenburg, Department of Economics, revised Jun 2018.
• Prüfer, Jens & Prüfer, Patricia, 2018. "Data Science for Institutional and Organizational Economics," Discussion Paper 2018-016, Tilburg University, Center for Economic Research.
• Laura Alessandretti & Abeer ElBahrawy & Luca Maria Aiello & Andrea Baronchelli, 2018. "Anticipating cryptocurrency prices using machine learning," Papers 1805.08550, arXiv.org, revised Nov 2018.
• Arthur Charpentier & Emmanuel Flachaire & Antoine Ly, 2018. "Économétrie & Machine Learning," Working Papers hal-01568851, HAL.
• Laurent Piet & Catherine Laroche-Dupraz, 2018. "Simulateur pédagogique des effets de répartition des soutiens de la PAC au niveau nation," Working Papers SMART 18-03, INRAE UMR SMART.
• Cosmina Croitoru & Kurt Mehlhorn, 2018. "On testing substitutability," Papers 1805.07642, arXiv.org.
• Tom Auld & Oliver Linton, 2018. "The behaviour of betting and currency markets on the night of the EU referendum," Monash Econometrics and Business Statistics Working Papers 10/18, Monash University, Department of Econometrics and Business Statistics.