Report NEP-CMP-2019-02-18

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:

• David Barrera & Stéphane Crépey & Babacar Diallo & Gersende Fort & Emmanuel Gobet & Uladzislau Stazhynski, 2019. "Stochastic Approximation Schemes for Economic Capital and Risk Margin Computations," Post-Print hal-01710394, HAL.
• Monica Andini & Michela Boldrini & Emanuele Ciani & Guido de Blasio & Alessio D'Ignazio & Andrea Paladini, 2019. "Machine learning in the service of policy targeting: the case of public credit guarantees," Temi di discussione (Economic working papers) 1206, Bank of Italy, Economic Research and International Relations Area.
• Toni Ricardo Eugenio dos Santos & Marcio Issao Nakane, 2019. "Dynamic Bank Runs: an agent-based approach," Working Papers, Department of Economics 2019_07, University of São Paulo (FEA-USP).
• Andrew G Ross & Grant Allan & Gioele Figus & Peter G McGregor & J Kim Swales & Karen Turner, 2018. "The economic impacts of UK fiscal policies and their spillover effects on the energy system," Working Papers 1820, University of Strathclyde Business School, Department of Economics.
• John Leventides & Kalliopi Loukaki & Vassilios G. Papavassiliou, 2019. "Simulating financial contagion dynamics in random interbank networks," Open Access publications 10197/9601, Research Repository, University College Dublin.
• Kathrin Glau & Daniel Kressner & Francesco Statti, 2019. "Low-rank tensor approximation for Chebyshev interpolation in parametric option pricing," Papers 1902.04367, arXiv.org.
• Fritz Schiltz & Paolo Sestito & Tommaso Agasisti & Kristof De Witte, 2019. "The added value of more accurate predictions for school rankings," Temi di discussione (Economic working papers) 1209, Bank of Italy, Economic Research and International Relations Area.
• Hassan Najafi Alishah & Pedro Duarte & Telmo Peixe, 2019. "Asymptotic Poincaré Maps along the Edges of Polytopes," Working Papers REM 2019/70, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Simon F'ecamp & Joseph Mikael & Xavier Warin, 2019. "Risk management with machine-learning-based algorithms," Papers 1902.05287, arXiv.org, revised Aug 2020.
• Chariton Chalvatzis & Dimitrios Hristu-Varsakelis, 2019. "High-performance stock index trading: making effective use of a deep LSTM neural network," Papers 1902.03125, arXiv.org, revised May 2019.
• Colonnelli, E & Gallego, J.A. & Prem, M, 2019. "What predicts corruption?," Documentos de Trabajo 17144, Universidad del Rosario.
• Victor Chernozhukov & Vira Semenova, 2018. "Simultaneous inference for Best Linear Predictor of the Conditional Average Treatment Effect and other structural functions," CeMMAP working papers CWP40/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Klaus Gründler & Tommy Krieger, 2019. "Should We Care (More) About Data Aggregation? Evidence from Democracy Indices," CESifo Working Paper Series 7480, CESifo.
• Luca Capriotti & Ruggero Vaia, 2019. "Physics and Derivatives: Effective-Potential Path-Integral Approximations of Arrow-Debreu Densities," Papers 1902.03610, arXiv.org.