Report NEP-CMP-2019-06-17

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:

• Lukas Ryll & Sebastian Seidens, 2019. "Evaluating the Performance of Machine Learning Algorithms in Financial Market Forecasting: A Comprehensive Survey," Papers 1906.07786, arXiv.org, revised Jul 2019.
• Sylvain Barde, 2019. "Macroeconomic simulation comparison with a multivariate extension of the Markov Information Criterion," Studies in Economics 1908, School of Economics, University of Kent.
• Shanka Subhra Mondal & Sharada Prasanna Mohanty & Benjamin Harlander & Mehmet Koseoglu & Lance Rane & Kirill Romanov & Wei-Kai Liu & Pranoot Hatwar & Marcel Salathe & Joe Byrum, 2019. "Investment Ranking Challenge: Identifying the best performing stocks based on their semi-annual returns," Papers 1906.08636, arXiv.org.
• Bertani, Filippo & Ponta, Linda & Raberto, Marco & Teglio, Andrea & Cincotti, Silvano, 2019. "An economy under the digital transformation," MPRA Paper 94205, University Library of Munich, Germany.
• Evandro Luquini & Nizam Omar, 2019. "Kinetic Market Model: An Evolutionary Algorithm," Papers 1906.01241, arXiv.org.
• Majid Bazarbash, 2019. "FinTech in Financial Inclusion: Machine Learning Applications in Assessing Credit Risk," IMF Working Papers 19/109, International Monetary Fund.
• Mueller, Hannes & Rauh, Christopher, 2019. "The Hard Problem of Prediction for Conflict Prevention," CEPR Discussion Papers 13748, C.E.P.R. Discussion Papers.
• Di Wang & Qi Wu & Wen Zhang, 2019. "Neural Learning of Online Consumer Credit Risk," Papers 1906.01923, arXiv.org.
• Karim Jamal & Michael Maier & Shyam Sunder, 2019. "Aggregation of Diverse Information with Double Auction Trading among Minimally-Intelligent Algorithmic Agents," Cowles Foundation Discussion Papers 2182, Cowles Foundation for Research in Economics, Yale University.
• Dessouky, Maged & Fu, Lunce & Hu, Shichun, 2019. "Smart Algorithms to Increase Rail Capacity in Congested Areas," Institute of Transportation Studies, Working Paper Series qt4c43d0gt, Institute of Transportation Studies, UC Davis.
• Felipe M. Cardoso & Carlos Gracia-Lazaro & Frederic Moisan & Sanjeev Goyal & Angel Sanchez & Yamir Moreno, 2019. "Trading in Complex Networks," Papers 1906.01531, arXiv.org.
• Svitlana Vyetrenko & Shaojie Xu, 2019. "Risk-Sensitive Compact Decision Trees for Autonomous Execution in Presence of Simulated Market Response," Papers 1906.02312, arXiv.org, revised Jan 2021.
• Osnat Zohar, 2019. "Boom-Bust Cycles of Learning, Investment and Disagreement," Bank of Israel Working Papers 2019.06, Bank of Israel.
• Mathias Barkhagen & Brian Fleming & Sergio Garcia Quiles & Jacek Gondzio & Joerg Kalcsics & Jens Kroeske & Sotirios Sabanis & Arne Staal, 2019. "Optimising portfolio diversification and dimensionality," Papers 1906.00920, arXiv.org, revised Sep 2019.
• Baranova, Yuliya & Douglas, Graeme & Silvestri, Laura, 2019. "Simulating stress in the UK corporate bond market: investor behaviour and asset fire-sales," Bank of England working papers 803, Bank of England.