Report NEP-CMP-2019-01-14

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:

• Reaz Chowdhury & M. R. C. Mahdy & Tanisha Nourin Alam & Golam Dastegir Al Quaderi, 2018. "Predicting the Stock Price of Frontier Markets Using Modified Black-Scholes Option Pricing Model and Machine Learning," Papers 1812.10619, arXiv.org.
• Achref Bachouch & Côme Huré & Nicolas Langrené & Huyen Pham, 2019. "Deep neural networks algorithms for stochastic control problems on finite horizon: numerical applications," Working Papers hal-01949221, HAL.
• al Irsyad, M. Indra & Halog, Anthony & Nepal, Rabindra, 2018. "Estimating the impacts of financing support policies towards photovoltaic market in Indonesia: A social-energy-economy-environment (SE3) model simulation," Working Papers 2018-09, University of Tasmania, Tasmanian School of Business and Economics.
• Li-Xin Wang, 2018. "Fast Training Algorithms for Deep Convolutional Fuzzy Systems with Application to Stock Index Prediction," Papers 1812.11226, arXiv.org, revised Aug 2019.
• Christian Bayer & Chiheb Ben Hammouda & Raul Tempone, 2018. "Hierarchical adaptive sparse grids and quasi Monte Carlo for option pricing under the rough Bergomi model," Papers 1812.08533, arXiv.org, revised Jan 2020.
• Howell, Bronwyn E. & Potgieter, Petrus H., 2018. "Bundling information goods and access – simulating competition," 22nd ITS Biennial Conference, Seoul 2018. Beyond the boundaries: Challenges for business, policy and society 190345, International Telecommunications Society (ITS).
• Beutel, Johannes & List, Sophia & von Schweinitz, Gregor, 2018. "An evaluation of early warning models for systemic banking crises: Does machine learning improve predictions?," Discussion Papers 48/2018, Deutsche Bundesbank.
• Tsutsumi, Masahiko, 2018. "The Economic Consequences of the 2018 US-China Trade Conflict: A CGE Simulation Analysis," CIS Discussion paper series 676, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
• Alessandro Pluchino & Alessio. E. Biondo & Andrea Rapisarda, 2018. "Exploring the role of talent and luck in getting success," Papers 1811.05206, arXiv.org.
• Mbanda, Vandudzai & Bonga-Bonga, Lumengo, 2018. "Impacts of Public Infrastructure Investment in South Africa: A SAM and CGE-Based Analysis of the Public Economic Sector," MPRA Paper 90613, University Library of Munich, Germany.
• Adriano Koshiyama & Nick Firoozye & Philip Treleaven, 2019. "Generative Adversarial Networks for Financial Trading Strategies Fine-Tuning and Combination," Papers 1901.01751, arXiv.org, revised Mar 2019.
• Claude Meidinger, 2018. "Cooperation and evolution of meaning in senders-receivers games," Documents de travail du Centre d'Economie de la Sorbonne 18036, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Herbetsson, Alexander, 2019. "CDS index options in Markov chain models," Working Papers in Economics 748, University of Gothenburg, Department of Economics.
• Konrad Steiner, 2018. "Schedule-Based Integrated Inter-City Bus Line Planning for Multiple Timetabled Services via Large Multiple Neighborhood Search," Working Papers 1825, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz.
• Fix, Blair, 2018. "Energy, hierarchy and the origin of inequality," Working Papers on Capital as Power 2018/09, Capital As Power - Toward a New Cosmology of Capitalism.
• Lechner, Michael, 2019. "Modified Causal Forests for Estimating Heterogeneous Causal Effects," Economics Working Paper Series 1901, University of St. Gallen, School of Economics and Political Science.
• Elias Cavalcante-Filho & Flavio Abdenur, Rodrigo De Losso, 2018. "Machine learning applied to accounting variables yields the risk-return metrics of private company portfolios," Working Papers, Department of Economics 2018_23, University of São Paulo (FEA-USP).
• Miyazaki, Kumiko & Sato & Ryusuke, 2018. "Adoption of AI in Firms and the Issues to be Overcome - An Empirical Analyses of the Evolutionary Path of Development by Firms," 22nd ITS Biennial Conference, Seoul 2018. Beyond the boundaries: Challenges for business, policy and society 190377, International Telecommunications Society (ITS).
• Dominik Gutt, 2018. "In the Eye of the Beholder? Empirically Decomposing Different Economic Implications of the Online Rating Variance," Working Papers Dissertations 40, Paderborn University, Faculty of Business Administration and Economics.