Report NEP-CMP-2020-03-02

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:

• Idris Kharroubi & Thomas Lim & Xavier Warin, 2020. "Discretization and Machine Learning Approximation of BSDEs with a Constraint on the Gains-Process," Working Papers hal-02468354, HAL.
• Tomasz R. Bielecki & Tao Chen & Igor Cialenco, 2020. "Time-inconsistent Markovian control problems under model uncertainty with application to the mean-variance portfolio selection," Papers 2002.02604, arXiv.org, revised Sep 2020.
• Jean Bertrand Gauthier & Stefan Irnich, 2020. "Inter-Depot Moves and Dynamic-Radius Search for Multi-Depot Vehicle Routing Problems," Working Papers 2004, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz.
• Sen, Sugata & Sengupta, Soumya, 2020. "Misleading Estimation of Backwardness through NITI Aayog SDG index: A study to find loopholes and construction of alternative index with the help of Artificial Intelligence," MPRA Paper 98534, University Library of Munich, Germany.
• Matytsin,Mikhail & Popova,Daria & Freije-Rodriguez,Samuel, 2019. "RUSMOD -- A Tool for Distributional Analysis in the Russian Federation," Policy Research Working Paper Series 8994, The World Bank.
• Andrew Bennett & Nathan Kallus, 2020. "Efficient Policy Learning from Surrogate-Loss Classification Reductions," Papers 2002.05153, arXiv.org.
• Charles B. Perkins & J. Christina Wang, 2019. "How Magic a Bullet Is Machine Learning for Credit Analysis? An Exploration with FinTech Lending Data," Working Papers 19-16, Federal Reserve Bank of Boston.
• Thomas Schinko & Birgit Bednar-Friedl & Barbara Truger & Rafael Bramreiter & Nadejda Komendantova & Michael Hartner, 2020. "Economy-wide benefits and costs of local-level energy transition in Austrian Climate and Energy Model Regions," Graz Economics Papers 2020-05, University of Graz, Department of Economics.
• Ahmet Murat Ozbayoglu & Mehmet Ugur Gudelek & Omer Berat Sezer, 2020. "Deep Learning for Financial Applications : A Survey," Papers 2002.05786, arXiv.org.
• Grammig, Joachim & Hanenberg, Constantin & Schlag, Christian & Sönksen, Jantje, 2020. "Diverging roads: Theory-based vs. machine learning-implied stock risk premia," University of Tübingen Working Papers in Business and Economics 130, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics.
• Piñeiro, Valeria & Diaz-Bonilla, Eugenio & Paz, Flor & Allen, Summer L., 2019. "Sugar taxes: An economy-wide assessment: The case of Guatemala," LAC working papers 3, International Food Policy Research Institute (IFPRI).
• Rising Odegua, 2020. "Predicting Bank Loan Default with Extreme Gradient Boosting," Papers 2002.02011, arXiv.org.
• Thomas Philippon, 2020. "On fintech and financial inclusion," BIS Working Papers 841, Bank for International Settlements.
• Cockx, Bart & Lechner, Michael & Bollens, Joost, 2019. "Priority to Unemployed Immigrants? A Causal Machine Learning Evaluation of Training in Belgium," IZA Discussion Papers 12875, Institute of Labor Economics (IZA).
• Calimani, Susanna & Hałaj, Grzegorz & Żochowski, Dawid, 2020. "Simulating fire sales in a system of banks and asset managers," Working Paper Series 2373, European Central Bank.
• Nguyen Chau, Trinh & Scrimgeour, Frank, 2019. "Heterogeneous Impacts of Climate Change – The Ricardian Approach Using Vietnam Micro-Level Panel Data," 2019 Conference, August 29-30, 2019, Hamilton, New Zealand 302100, New Zealand Agricultural and Resource Economics Society.
• Zheng, Hannan & Schwenkler, Gustavo, 2020. "The network of firms implied by the news," ESRB Working Paper Series 108, European Systemic Risk Board.
• Thomas G. McGuire & Anna L. Zink & Sherri Rose, 2020. "Simplifying and Improving the Performance of Risk Adjustment Systems," NBER Working Papers 26736, National Bureau of Economic Research, Inc.
• Roos, Ernst & den Hertog, Dick, 2019. "Reducing conservatism in robust optimization," Other publications TiSEM ad0238cd-de7a-4366-b487-b, Tilburg University, School of Economics and Management.
• Francesco Giavazzi & Felix Iglhaut & Giacomo Lemoli & Gaia Rubera, 2020. "Terrorist Attacks, Cultural Incidents and the Vote for Radical Parties: Analyzing Text from Twitter," Working Papers 659, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
• Momin M. Malik, 2020. "A Hierarchy of Limitations in Machine Learning," Papers 2002.05193, arXiv.org, revised Feb 2020.
• Yun Bai & Xixi Li & Hao Yu & Suling Jia, 2020. "Crude oil price forecasting incorporating news text," Papers 2002.02010, arXiv.org, revised Jul 2021.
• Yadipur , Mahdi & Daglish, Toby & Saglam, Yigit, 2019. "Optimal Land Use Switching Policy," 2019 Conference, August 29-30, 2019, Hamilton, New Zealand 302101, New Zealand Agricultural and Resource Economics Society.
• Francesco Decarolis & Cristina Giorgiantonio, 2020. "Corruption red flags in public procurement: new evidence from Italian calls for tenders," Questioni di Economia e Finanza (Occasional Papers) 544, Bank of Italy, Economic Research and International Relations Area.
• Brieland, Stephanie & Töpfer, Marina, 2020. "The gender pay gap revisited: Does machine learning offer new insights?," Discussion Papers 111, Friedrich-Alexander University Erlangen-Nuremberg, Chair of Labour and Regional Economics.
• Heigle, Julia & Pfeiffer, Friedhelm, 2020. "Langfristige Wirkungen eines nicht abgeschlossenen Studiums auf individuelle Arbeitsmarktergebnisse und die allgemeine Lebenszufriedenheit," ZEW Discussion Papers 20-004, ZEW - Leibniz Centre for European Economic Research.