Report NEP-CMP-2019-07-29

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:

• Bucci, Andrea, 2019. "Cholesky-ANN models for predicting multivariate realized volatility," MPRA Paper 95137, University Library of Munich, Germany.
• Souradeep Chakraborty, 2019. "Capturing Financial markets to apply Deep Reinforcement Learning," Papers 1907.04373, arXiv.org, revised Dec 2019.
• J. M. Calabuig & H. Falciani & E. A. S'anchez-P'erez, 2019. "Dreaming machine learning: Lipschitz extensions for reinforcement learning on financial markets," Papers 1907.05697, arXiv.org, revised Mar 2020.
• Bernard Lapeyre & J'er^ome Lelong, 2019. "Neural network regression for Bermudan option pricing," Papers 1907.06474, arXiv.org, revised Dec 2020.
• Alex Burnap & John R. Hauser & Artem Timoshenko, 2019. "Product Aesthetic Design: A Machine Learning Augmentation," Papers 1907.07786, arXiv.org, revised Nov 2022.
• Songül Tolan, 2018. "Fair and Unbiased Algorithmic Decision Making: Current State and Future Challenges," JRC Working Papers on Digital Economy 2018-10, Joint Research Centre (Seville site).
• Brummelhuis, Raymond & Luo, Zhongmin, 2019. "Bank Net Interest Margin Forecasting and Capital Adequacy Stress Testing by Machine Learning Techniques," MPRA Paper 94779, University Library of Munich, Germany.
• Torsten Heinrich & Juan Sabuco & J. Doyne Farmer, 2019. "A simulation of the insurance industry: The problem of risk model homogeneity," Papers 1907.05954, arXiv.org, revised Nov 2019.
• Chen, Siyan & Desiderio, Saul, 2019. "Job duration and inequality," Economics Discussion Papers 2019-44, Kiel Institute for the World Economy (IfW Kiel).
• David Easley & Eleonora Patacchini & Christopher Rojas, 2019. "Multidimensional Diffusion Processes in Dynamic Online Networks," EIEF Working Papers Series 1912, Einaudi Institute for Economics and Finance (EIEF), revised Jul 2019.
• Barnhart, Bradley L. & Bostian, Moriah B. & Jha, Manoj K. & Kurkalova, Lyubov A., 2019. "Optimal conservation tradeoffs: combining bi-level optimization with genetic algorithm methods," 2019 Annual Meeting, July 21-23, Atlanta, Georgia 291209, Agricultural and Applied Economics Association.
• Alexis Bogroff & Dominique Guégan, 2019. "Artificial Intelligence, Data, Ethics. An Holistic Approach for Risks and Regulation," Working Papers 2019: 19, Department of Economics, University of Venice "Ca' Foscari".