Report NEP-CMP-2019-03-25

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:

• Martin Christensen & Andrea Conte & Simone Salotti, 2019. "Horizon Europe: The RHOMOLO ex-ante assessment," JRC Research Reports JRC115437, Joint Research Centre.
• Masoud Fekri & Babak Barazandeh, 2019. "Designing an Optimal Portfolio for Iran's Stock Market with Genetic Algorithm using Neural Network Prediction of Risk and Return Stocks," Papers 1903.06632, arXiv.org.
• Sylvain Barde & Sander van Der Hoog, 2017. "An empirical validation protocol for large-scale agent-based models," SciencePo Working papers Main hal-03458672, HAL.
• Zura Kakushadze & Willie Yu, 2019. "Machine Learning Risk Models," Papers 1903.06334, arXiv.org, revised Apr 2019.
• Dat Thanh Tran & Juho Kanniainen & Moncef Gabbouj & Alexandros Iosifidis, 2019. "Data-driven Neural Architecture Learning For Financial Time-series Forecasting," Papers 1903.06751, arXiv.org.
• Leventi, Chrysa & Verbist, Gerlinde & Gasior, Katrin & Manios, Kostas & Hufkens, Tine & Goedemé, Tim & Rastrigina, Olga & Recchia, Pasquale & Sutherland, Holly & Van Mechelen, Natascha, 2019. "The Hypothetical Household Tool (HHoT) in EUROMOD: a new instrument for comparative research on tax-benefit policies in Europe," EUROMOD Working Papers EM5/19, EUROMOD at the Institute for Social and Economic Research.
• Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena, 2019. "Heuristic Switching Model and Exploration-Explotation Algorithm to describe long-run expectations in LtFEs: A comparison," Working Papers 2019/02, Economics Department, Universitat Jaume I, Castellón (Spain).
• Weilong Fu & Ali Hirsa, 2019. "A fast method for pricing American options under the variance gamma model," Papers 1903.07519, arXiv.org.
• Peiyang Guo & Jacqueline CK Lam & Victor OK Li, 2018. "A novel machine learning approach for identifying the drivers of domestic electricity users' price responsiveness," Working Papers EPRG 1824, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
• c{C}au{g}{i}n Ararat & Nurtai Meimanjan, 2019. "Computation of systemic risk measures: a mixed-integer programming approach," Papers 1903.08367, arXiv.org, revised Aug 2023.
• Sang Il Lee & Seong Joon Yoo, 2019. "Multimodal Deep Learning for Finance: Integrating and Forecasting International Stock Markets," Papers 1903.06478, arXiv.org, revised Sep 2019.
• M. R. Hesamzadeh & P. Holmberg & M. Sarfati, 2018. "Simulation and Evaluation of Zonal Electricity Market Design," Working Papers EPRG 1813, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
• Adrien Ehrhardt & Christophe Biernacki & Vincent Vandewalle & Philippe Heinrich, 2019. "Feature quantization for parsimonious and interpretable predictive models," Papers 1903.08920, arXiv.org.
• Tammik, Miko, 2019. "Baseline results from the EU28 EUROMOD: 2015-2018," EUROMOD Working Papers EM6/19, EUROMOD at the Institute for Social and Economic Research.
• Tadamasa Sawada, 2019. "A Computational Model that recovers depth from stereo-input without using any oculomotor information," HSE Working papers WP BRP 106/PSY/2019, National Research University Higher School of Economics.
• Marchal, Sarah & Goedemé, Tim & Siöland, Linus, 2019. "Using HHoT to generate institutional minimum income protection indicators," EUROMOD Working Papers EM4/19, EUROMOD at the Institute for Social and Economic Research.
• Item repec:spo:wpmain:info:hdl:2441/1lc919l7sm8pt87iaubt8n43lo is not listed on IDEAS anymore

• Adams-Prassl, Abigail, 2019. "Mutually Consistent Revealed Preference Demand Predictions," CEPR Discussion Papers 13580, C.E.P.R. Discussion Papers.
• Bonin, Holger & Sommer, Eric & Buhlmann, Florian & Stichnoth, Holger, 2019. "Mikrosimulation von Reformszenarien zur finanziellen Entlastung von Geringverdienern," IZA Research Reports 88, Institute of Labor Economics (IZA).