Report NEP-CMP-2019-03-04

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:

• Sangyeon Kim & Myungjoo Kang, 2019. "Financial series prediction using Attention LSTM," Papers 1902.10877, arXiv.org.
• Jinho Lee & Raehyun Kim & Yookyung Koh & Jaewoo Kang, 2019. "Global Stock Market Prediction Based on Stock Chart Images Using Deep Q-Network," Papers 1902.10948, arXiv.org.
• Don Fullerton & Chi L. Ta, 2019. "Environmental Policy on the Back of an Envelope: A Cobb-Douglas Model is Not Just a Teaching Tool," NBER Working Papers 25582, National Bureau of Economic Research, Inc.
• Colasante, Annarita & Alfarano, Simone & Camacho-Cuena, Eva, 2019. "Heuristic Switching Model and Exploration-Explotation Algorithm to describe long-run expectations in LtFEs: a comparison," MPRA Paper 92391, University Library of Munich, Germany.
• Jean-Marc MONTAUD, 2019. "Agricultural Drought Impacts on Crops Sector and Adaptation Options in Mali: a Macroeconomic Computable General Equilibrium Analysis," Working Papers 2018-2019_5, CATT - UPPA - Université de Pau et des Pays de l'Adour, revised Feb 2019.
• Shino Takayama, 2018. "Price Manipulation, Dynamic Informed Trading and Tame Equilibria: Theory and Computation," Discussion Papers Series 603, School of Economics, University of Queensland, Australia.
• Tim Xiao, 2019. "Incremental Risk Charge Methodology," Working Papers hal-02024148, HAL.
• Cyril B'en'ezet & Jean-Franc{c}ois Chassagneux & Christoph Reisinger, 2019. "A numerical scheme for the quantile hedging problem," Papers 1902.11228, arXiv.org.
• Sebastian M. Krause & Hrvoje v{S}tefanv{c}i'c & Vinko Zlati'c & Guido Caldarelli, 2019. "Controlling systemic risk - network structures that minimize it and node properties to calculate it," Papers 1902.08483, arXiv.org.
• Calzolari, Giacomo & Calvano, Emilio & Denicolo, Vincenzo & Pastorello, Sergio, 2018. "Artificial intelligence, algorithmic pricing and collusion," CEPR Discussion Papers 13405, C.E.P.R. Discussion Papers.
• Lechner, Michael & Knaus, Michael C. & Strittmatter, Anthony, 2018. "Machine Learning Estimation of Heterogeneous Causal Effects: Empirical Monte Carlo Evidence," CEPR Discussion Papers 13402, C.E.P.R. Discussion Papers.
• J. L. Subias, 2019. "Quantum model for price forecasting in financial markets," Papers 1902.10502, arXiv.org.