Report NEP-CMP-2018-07-16

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:

• Carlos Pedro Gonc{c}alves, 2018. "Financial Risk and Returns Prediction with Modular Networked Learning," Papers 1806.05876, arXiv.org.
• Aaberge, Rolf & Colombino, Ugo, 2018. "Structural Labour Supply Models and Microsimulation," IZA Discussion Papers 11562, Institute of Labor Economics (IZA).
• Jos'e Igor Morlanes, 2018. "Non-linear Time Series and Artificial Neural Networks of Red Hat Volatility," Papers 1806.01070, arXiv.org.
• Greg Kirczenow & Ali Fathi & Matt Davison, 2018. "Machine Learning for Yield Curve Feature Extraction: Application to Illiquid Corporate Bonds (Preliminary Draft)," Papers 1806.01731, arXiv.org.
• 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 2018-03/14, Finance Think - Economic Research and Policy Institute.
• Callegaro Giorgia & Grasselli Martino & Pag`es Gilles, 2018. "Fast Hybrid Schemes for Fractional Riccati Equations (Rough is not so Tough)," Papers 1805.12587, arXiv.org, revised Feb 2020.
• Allen, D.E. & McAleer, M.J. & Singh, A.K., 2018. "A Multi-Criteria Financial and Energy Portfolio Analysis of Hedge Fund Strategies," Econometric Institute Research Papers EI2018-26, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Aur'elien Alfonsi & David Krief & Peter Tankov, 2018. "Long-time large deviations for the multi-asset Wishart stochastic volatility model and option pricing," Papers 1806.06883, arXiv.org.
• Gary Koop & Stuart McIntyre & James Mitchell, 2018. "UK Regional Nowcasting using a Mixed Frequency Vector Autoregressive Model," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2018-07, Economic Statistics Centre of Excellence (ESCoE).