Report NEP-CMP-2019-06-24

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:

• Laura Palagi & Ruggiero Seccia, 2019. "Online Block Layer Decomposition schemes for training Deep Neural Networks," DIAG Technical Reports 2019-06, Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza".
• Takanobu Mizuta, 2019. "An agent-based model for designing a financial market that works well," Papers 1906.06000, arXiv.org.
• Marianna De Santis & Giorgio Grani & Laura Palagi, 2019. "Branching with Hyperplanes in the Criterion Space:the Frontier Partitioner Algorithm for Biobjective Integer Programming," DIAG Technical Reports 2019-03, Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza".
• Olga Diukanova & Andrea Conte & Simone Salotti, 2019. "An assessment of IPA public investment in R&I in Albania," JRC Research Reports JRC115438, Joint Research Centre.
• Luca MAzzone, 2019. "On the Solution of High-Dimensional Macro Models with Distributional Channels," Swiss Finance Institute Research Paper Series 19-01, Swiss Finance Institute.
• Simon Schnurch & Andreas Wagner, 2019. "Machine Learning on EPEX Order Books: Insights and Forecasts," Papers 1906.06248, arXiv.org, revised Sep 2019.
• Rebecca Westphal & Didier Sornette, 2019. "Market Impact and Performance of Arbitrageurs of Financial Bubbles in An Agent-Based Model," Swiss Finance Institute Research Paper Series 19-29, Swiss Finance Institute.
• Khazaei, Ehsan & Jamaledini, Ashkan, 2019. "Islanded Microgrid Operation Based on the Chaotic Crow Search Algorithm," MPRA Paper 94278, University Library of Munich, Germany.
• Xiao, Tim, 2019. "Incremental Risk Charge Methodology," MPRA Paper 94581, University Library of Munich, Germany, revised 08 May 2019.
• Khazaei, Ehsan & Jamaledini, Ashkan, 2019. "Optimal Operation of Islanded Microgrid Operation Based on the JAYA Optimization Algorithm," MPRA Paper 94279, University Library of Munich, Germany.
• Jillian Grennan & Roni Michaely, 2019. "FinTechs and the Market for Financial Analysis," Swiss Finance Institute Research Paper Series 19-10, Swiss Finance Institute, revised Apr 2019.
• Soltani, Ali & Tashakor, Behnam, 2019. "A New Nonconvex quadratic programming Technique: Practical and Fast Solver Method," MPRA Paper 94335, University Library of Munich, Germany.
• Jamaledini, Ashkan & Khazaei, Ehsan & Bitaraf, Mohammad, 2019. "Solving the Grid-Connected Microgrid Operation by Teaching Learning Based Optimization Algorithm," MPRA Paper 94276, University Library of Munich, Germany.
• Giovanni Barone-Adesi & Antonietta Mira & Matteo Pisati, 2019. "The Keys of Predictability: A Comprehensive Study," Swiss Finance Institute Research Paper Series 19-15, Swiss Finance Institute, revised Apr 2019.
• Wei-Cheng Chen & Wei-Ho Chung, 2019. "Option Pricing via Multi-path Autoregressive Monte Carlo Approach," Papers 1906.06483, arXiv.org.
• Giorgio Grani & Gianmaria Leo & Laura Palagi & Mauro Piacentini & Hunkar Toyoglu, 2019. "The Sales Based Integer Program for Post-Departure Analysis in Airline Revenue Management: model and solution," DIAG Technical Reports 2019-05, Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza".
• Johan Gars & Daniel Spiro, 2019. "Should Faustmann forecast climate change?," CESifo Working Paper Series 7636, CESifo.