Report NEP-CMP-2019-01-07

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:

• Bulent Ozel & Mario Eboli & Andrea Toto & Andrea Teglio, 2018. "Robust-yet-fragile: A simulation model on exposure and concentration at interbank networks," Working Papers 2018/15, Economics Department, Universitat Jaume I, Castellón (Spain).
• Maximilian Beikirch & Simon Cramer & Martin Frank & Philipp Otte & Emma Pabich & Torsten Trimborn, 2018. "Simulation of Stylized Facts in Agent-Based Computational Economic Market Models," Papers 1812.02726, arXiv.org, revised Nov 2019.
• Huicheng Liu, 2018. "Leveraging Financial News for Stock Trend Prediction with Attention-Based Recurrent Neural Network," Papers 1811.06173, arXiv.org.
• Mostafa Zandieh & Seyed Omid Mohaddesi, 2018. "Portfolio Rebalancing under Uncertainty Using Meta-heuristic Algorithm," Papers 1812.07635, arXiv.org.
• Rastin Matin & Casper Hansen & Christian Hansen & Pia M{o}lgaard, 2018. "Predicting Distresses using Deep Learning of Text Segments in Annual Reports," Papers 1811.05270, arXiv.org.
• Xiao-Yang Liu & Zhuoran Xiong & Shan Zhong & Hongyang Yang & Anwar Walid, 2018. "Practical Deep Reinforcement Learning Approach for Stock Trading," Papers 1811.07522, arXiv.org, revised Jul 2022.
• Javier Franco-Pedroso & Joaquin Gonzalez-Rodriguez & Maria Planas & Jorge Cubero & Rafael Cobo & Fernando Pablos, 2018. "The ETS challenges: a machine learning approach to the evaluation of simulated financial time series for improving generation processes," Papers 1811.07792, arXiv.org.
• Shenhao Wang & Qingyi Wang & Jinhua Zhao, 2019. "Multitask Learning Deep Neural Networks to Combine Revealed and Stated Preference Data," Papers 1901.00227, arXiv.org, revised Aug 2019.
• Suren Harutyunyan & Adri`A Masip Borr`As, 2018. "A Numerical Analysis of the Modified Kirk's Formula and Applications to Spread Option Pricing Approximations a numerical analysis of the modified kirk's formula and applications to spread option prici," Papers 1812.04272, arXiv.org.
• Robert Waschik & Jonathan Chew & John Madden & Joshua Sidgwick & Glyn Wittwer, 2018. "The Economic Effects on Regional Australia of RUN-member Universities," Centre of Policy Studies/IMPACT Centre Working Papers g-286, Victoria University, Centre of Policy Studies/IMPACT Centre.
• Gabriel A. Madeira & Mailliw Serafim & Sergio Mikio Koyama & Fernando Kuwer, 2018. "Impactos do Direcionamento de Crédito Sobre a Economia Brasileira: uma abordagem de equilíbrio geral," Working Papers Series 490, Central Bank of Brazil, Research Department.
• Viehmann, Johannes & Lorenczik, Stefan & Malischek, Raimund, 2018. "Multi-unit multiple bid auctions in balancing markets: an agent-based Q-learning approach," EWI Working Papers 2018-3, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI).
• Buncic, Daniel & Stern, Cord, 2018. "Forecast ranked tailored equity portfolios," MPRA Paper 90382, University Library of Munich, Germany.
• Claude Meidinger, 2018. "Cooperation and evolution of meaning in senders-receivers games," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01960762, HAL.
• Shenhao Wang & Qingyi Wang & Jinhua Zhao, 2018. "Deep Neural Networks for Choice Analysis: Extracting Complete Economic Information for Interpretation," Papers 1812.04528, arXiv.org, revised Apr 2021.
• Dmitriy Volinskiy & Lana Cuthbertson & Omid Ardakanian, 2018. "In (Stochastic) Search of a Fairer Alife," Papers 1812.02311, arXiv.org.
• Babak Mahdavi-Damghani & Konul Mustafayeva & Stephen Roberts & Cristin Buescu, 2018. "Portfolio Optimization for Cointelated Pairs: SDEs vs. Machine Learning," Papers 1812.10183, arXiv.org, revised Oct 2019.
• Nadine M Walters & Conrad Beyers & Gusti van Zyl & Rolf van den Heever, 2018. "A framework for simulating systemic risk and its application to the South African banking sector," Papers 1811.04223, arXiv.org.