Report NEP-CMP-2020-02-24

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.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-CMP

The following items were announced in this report:

• Idris Kharroubi & Thomas Lim & Xavier Warin, 2020. "Discretization and Machine Learning Approximation of BSDEs with a Constraint on the Gains-Process," Papers 2002.02675, arXiv.org.
• Sang Il Lee, 2020. "Hyperparameter Optimization for Forecasting Stock Returns," Papers 2001.10278, arXiv.org.
• Francois Belletti & Davis King & James Lottes & Yi-Fan Chen & John Anderson, 2020. "Sensitivity Analysis in the Dupire Local Volatility Model with Tensorflow," Papers 2002.02481, arXiv.org.
• Alberto Ciacci & Takumi Sueshige & Hideki Takayasu & Kim Christensen & Misako Takayasu, 2020. "The microscopic relationships between triangular arbitrage and cross-currency correlations in a simple agent based model of foreign exchange markets," Papers 2002.02583, arXiv.org.
• Peter Fisker & David Malmgren-Hansen & Thomas Pave Sohnesen, 2019. "The effects of the Maputo ring road on the quantity and quality of nearby housing," WIDER Working Paper Series wp-2019-111, World Institute for Development Economic Research (UNU-WIDER).
• Despoina Makariou & Pauline Barrieu & Yining Chen, 2020. "A random forest based approach for predicting spreads in the primary catastrophe bond market," Papers 2001.10393, arXiv.org.
• Verme, Paolo, 2020. "Which Model for Poverty Predictions?," GLO Discussion Paper Series 468, Global Labor Organization (GLO).
• Myrto Kalouptsidi & Yuichi Kitamura & Lucas Lima & Eduardo Souza-Rodrigues, 2020. "Partial Identification and Inference for Dynamic Models and Counterfactuals," Cowles Foundation Discussion Papers 2221, Cowles Foundation for Research in Economics, Yale University.
• Walter Farkas & Ludovic Mathys & Nikola Vasiljevi'c, 2020. "Intra-Horizon Expected Shortfall and Risk Structure in Models with Jumps," Papers 2002.04675, arXiv.org, revised Jan 2021.