Report NEP-CMP-2018-12-24

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:

• Achref Bachouch & C^ome Hur'e & Nicolas Langren'e & Huyen Pham, 2018. "Deep neural networks algorithms for stochastic control problems on finite horizon: numerical applications," Papers 1812.05916, arXiv.org, revised Jan 2020.
• Sarfatia, M. & M., Hesamzadeha. & Holmberg, P., 2018. "Increase-Decrease Game under Imperfect Competition in Two-stage Zonal Power Markets Part II: Solution Algorithm," Cambridge Working Papers in Economics 1870, Faculty of Economics, University of Cambridge.
• Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2018. "Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections," Econometric Institute Research Papers EI2018-08, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Henry Stone, 2018. "Calibrating rough volatility models: a convolutional neural network approach," Papers 1812.05315, arXiv.org, revised Jul 2019.
• Daniel Philps & Tillman Weyde & Artur d'Avila Garcez & Roy Batchelor, 2018. "Continual Learning Augmented Investment Decisions," Papers 1812.02340, arXiv.org, revised Jan 2019.
• Ikhenaode, Bright Isaac, 2018. "Immigration, Skill Acquisition and Fiscal Redistribution in a Search-Equilibrium Model," MPRA Paper 89897, University Library of Munich, Germany.
• Giacomo Caterini, 2018. "Classifying Firms with Text Mining," DEM Working Papers 2018/09, Department of Economics and Management.
• Martin Christensen, 2018. "Assessing the regional socio-economic impact of the European R&I programme," JRC Working Papers on Territorial Modelling and Analysis 2018-05, Joint Research Centre.
• Pavel Ciaian & Andrey Ivanov & d’Artis Kancs, 2018. "Long-run Economic, Budgetary and Fiscal Effects of Roma Integration Policies," EERI Research Paper Series EERI RP 2018/12, Economics and Econometrics Research Institute (EERI), Brussels.
• Rodríguez Arosemena, Nicolás, 2018. "The Dominium Mundi Game and the Case for Artificial Intelligence in Economics and the Law," MPRA Paper 90560, University Library of Munich, Germany.
• Gregory J. Cohen & Melanie Friedrichs & Kamran Gupta & William Hayes & Seung Jung Lee & W. Blake Marsh & Nathan Mislang & Maya Shaton & Martin Sicilian, 2018. "The U.S. Syndicated Loan Market: Matching Data," Research Working Paper RWP 18-9, Federal Reserve Bank of Kansas City.
• Abdoulaye Ndiaye, 2017. "Flexible Retirement and Optimal Taxation," Working Paper Series WP-2018-18, Federal Reserve Bank of Chicago.
• José García-Montalvo & Omiros Papaspiliopoulos & Timothée Stumpf-Fétizon, 2018. "Bayesian Forecasting of Electoral Outcomes with new Parties' Competition," Working Papers 1065, Barcelona School of Economics.
• Yusuke Narita & Shota Yasui & Kohei Yata, 2018. "Efficient Counterfactual Learning from Bandit Feedback," Cowles Foundation Discussion Papers 2155, Cowles Foundation for Research in Economics, Yale University.
• Carlo Fezzi & Luca Mosetti, 2018. "Size matters: Estimation sample length and electricity price forecasting accuracy," DEM Working Papers 2018/10, Department of Economics and Management.
• Donatien Hainaut & Franck Moraux, 2019. "A switching self-exciting jump diffusion process for stock prices," Post-Print halshs-01909772, HAL.