Report NEP-CMP-2020-02-03

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:

• Angela Rita Provenzano & Daniele Trifir`o & Nicola Jean & Giacomo Le Pera & Maurizio Spadaccino & Luca Massaron & Claudio Nordio, 2019. "An Artificial Intelligence approach to Shadow Rating," Papers 1912.09764, arXiv.org.
• Peter B. Dixon & Maureen T. Rimmer, 2020. "Developing a DSGE Consumption Function for a CGE Model," Centre of Policy Studies/IMPACT Centre Working Papers g-296, Victoria University, Centre of Policy Studies/IMPACT Centre.
• Mark Kiermayer & Christian Wei{ss}, 2019. "Grouping of Contracts in Insurance using Neural Networks," Papers 1912.09964, arXiv.org.
• Marco Corazza & Giovanni Fasano & Riccardo Gusso & Raffaele Pesenti, 2019. "A comparison among Reinforcement Learning algorithms in financial trading systems," Working Papers 2019:33, Department of Economics, University of Venice "Ca' Foscari".
• Azqueta-Gavaldon, Andres & Hirschbühl, Dominik & Onorante, Luca & Saiz, Lorena, 2020. "Economic policy uncertainty in the euro area: an unsupervised machine learning approach," Working Paper Series 2359, European Central Bank.
• Cunha, Bruno S. L. & Garaffa, Rafael & Gurgel, Ângelo Costa, 2020. "TEA Model Documentation," Textos para discussão 520, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
• Boyue Fang & Yutong Feng, 2019. "Design of High-Frequency Trading Algorithm Based on Machine Learning," Papers 1912.10343, arXiv.org.
• Paolo Bartesaghi & Gian Paolo Clemente & Rosanna Grassi, 2020. "Community structure in the World Trade Network based on communicability distances," Papers 2001.06356, arXiv.org, revised Jul 2020.
• Gaston Clément Nyassoke Titi & Jules Sadefo-Kamdem & Louis Aimé Fono, 2020. "Fishery Management in a Regime Switching Environment: Utility Based Approach," Working Papers hal-02433395, HAL.
• Perumal, S.S.G. & Dollevoet, T.A.B. & Huisman, D. & Lusby, R.M. & Larsen, J. & Riis, M., 2020. "Solution Approaches for Vehicle and Crew Scheduling with Electric Buses," Econometric Institute Research Papers EI-2020-02, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Bluwstein, Kristina & Buckmann, Marcus & Joseph, Andreas & Kang, Miao & Kapadia, Sujit & Simsek, Özgür, 2020. "Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach," Bank of England working papers 848, Bank of England.
• Weipan Xu & Xiaozhen Qin & Xun Li & HaohuiCaron Chen & Morgan Frank & Alex Rutherford & Andrew Reeson & Iyad Rahwan, 2020. "China's First Workforce Skill Taxonomy," Papers 2001.02863, arXiv.org.