Report NEP-CMP-2018-07-09

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.

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

Other reports in NEP-CMP

The following items were announced in this report:

• XingYu Fu & JinHong Du & YiFeng Guo & MingWen Liu & Tao Dong & XiuWen Duan, 2018. "A Machine Learning Framework for Stock Selection," Papers 1806.01743, arXiv.org, revised Aug 2018.
• Agénor, Pierre-Richard & Pereira da Silva, Luiz A., 2017. "Capital Requirements, Risk-Taking and Welfare in a Growing Economy," IDB Publications (Working Papers) 8206, Inter-American Development Bank.
• Blagica Petreski & Pavle Gacov, 2018. "Sustainability of the pension system in Macedonia: A comprehensive analysis and reform proposal with MK-PENS – dynamic microsimulation model," Finance Think Policy Studies 2018-02/14, Finance Think - Economic Research and Policy Institute.
• Yuichi Ikeda & Hiroshi Iyetomi, 2018. "Trade Network Reconstruction and Simulation with Changes in Trade Policy," Papers 1806.00605, arXiv.org.
• P. P. Osei & A. Jasra, 2018. "Estimating option prices using multilevel particle filters," Papers 1806.01734, arXiv.org.
• Christopher L. Benson & Pranav D Sumanth & Alina P Colling, 2018. "A Quantitative Analysis of Possible Futures of Autonomous Transport," Papers 1806.01696, arXiv.org.
• Yi-Hsuan Chen, Cathy & Fengler, Matthias & Härdle, Wolfgang Karl & Liu, Yanchu, 2018. "Textual Sentiment, Option Characteristics, and Stock Return Predictability," Economics Working Paper Series 1808, University of St. Gallen, School of Economics and Political Science.
• Roberto Dieci & Xue-Zhong He, 2018. "Heterogeneous Agent Models in Finance," Research Paper Series 389, Quantitative Finance Research Centre, University of Technology, Sydney.
• Nabil Kahale, 2018. "General multilevel Monte Carlo methods for pricing discretely monitored Asian options," Papers 1805.09427, arXiv.org, revised Sep 2018.
• Xiaofei Lu & Fr'ed'eric Abergel, 2018. "Order-book modelling and market making strategies," Papers 1806.05101, arXiv.org.
• Sheikh Rabiul Islam & Sheikh Khaled Ghafoor & William Eberle, 2018. "Mining Illegal Insider Trading of Stocks: A Proactive Approach," Papers 1807.00939, arXiv.org, revised Nov 2018.
• Gu, Yewen & Wallace, Stein W. & Wang, Xin, 2018. "Can an Emission Trading Scheme really reduce CO2 emissions in the short term? Evidence from a maritime fleet composition and deployment model," Discussion Papers 2018/10, Norwegian School of Economics, Department of Business and Management Science.
• Yen H. Lok, 2018. "On the backtesting of trading strategies," 2018 Papers plo493, Job Market Papers.
• Karol Gellert & Erik Schlogl, 2018. "Parameter Learning and Change Detection Using a Particle Filter With Accelerated Adaptation," Papers 1806.05387, arXiv.org.
• Okay Gunes, 2017. "Hedonic Recommendations: An Econometric Application on Big Data," Post-Print halshs-01673355, HAL.
• Kurz-Kim, Jeong-Ryeol, 2018. "A note on the predictive power of survey data in nowcasting euro area GDP," Discussion Papers 10/2018, Deutsche Bundesbank.
• Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres, 2018. "Economic Policy Uncertainty Spillovers in Booms and Busts," "Marco Fanno" Working Papers 0220, Dipartimento di Scienze Economiche "Marco Fanno".