Report NEP-CMP-2020-03-09

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:

• Jacopo Staccioli & Mauro Napoletano, 2018. "An agent-based model of intra day financial markets dynamics," Documents de Travail de l'OFCE 2018-34, Observatoire Francais des Conjonctures Economiques (OFCE).
• Taran Faehn & Gabriel Bachner & Robert Beach & Jean Chateau & Shinichiro Fujimori & Madanmohan Ghosh & Meriem Hamdi-Cherif & Elisa Lanzi & Sergey Paltsev & Toon Vandyck & Bruno Cunha & Rafael Garaffa , 2020. "Capturing Key Energy and Emission Trends in CGE Models: Assessment of Status and Remaining Challenges," CESifo Working Paper Series 8072, CESifo.
• Matthew Dixon & Igor Halperin, 2020. "G-Learner and GIRL: Goal Based Wealth Management with Reinforcement Learning," Papers 2002.10990, arXiv.org.
• Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2019. "Winter is possibly not coming : mitigating financial instability in an agent-based model with interbank market," Documents de Travail de l'OFCE 2019-14, Observatoire Francais des Conjonctures Economiques (OFCE).
• Carmine de Franco & Christophe Geissler & Vincent Margot & Bruno Monnier, 2020. "ESG investments: Filtering versus machine learning approaches," Papers 2002.07477, arXiv.org, revised Apr 2020.
• Andreas Binder & Onkar Jadhav & Volker Mehrmann, 2020. "Model order reduction for parametric high dimensional models in the analysis of financial risk," Papers 2002.11976, arXiv.org, revised Jul 2020.
• Evgeny Ponomarev & Ivan Oseledets & Andrzej Cichocki, 2020. "Using Reinforcement Learning in the Algorithmic Trading Problem," Papers 2002.11523, arXiv.org.
• Akshay Krishnamurthy & Thodoris Lykouris & Chara Podimata & Robert Schapire, 2020. "Contextual Search in the Presence of Adversarial Corruptions," Papers 2002.11650, arXiv.org, revised Aug 2022.
• Pang,Jun & Timilsina,Govinda R., 2019. "Implications for Provincial Economies of Meeting China's NDC through an Emission Trading Scheme : A Regional CGE Modeling Analysis," Policy Research Working Paper Series 8909, The World Bank.
• Marcelo Veracierto, 2020. "Computing Equilibria of Stochastic Heterogeneous Agent Models Using Decision Rule Histories," Working Paper Series WP 2020-05, Federal Reserve Bank of Chicago.
• Oksana Bashchenko & Alexis Marchal, 2020. "Deep Learning for Asset Bubbles Detection," Papers 2002.06405, arXiv.org.
• Yusuke Narita & Shota Yasui & Kohei Yata, 2020. "Debiased Off-Policy Evaluation for Recommendation Systems," Papers 2002.08536, arXiv.org, revised Aug 2021.
• Timilsina,Govinda R. & Pang,Jun & Yang,Xi, 2019. "How Much Would China Gain from Power Sector Reforms ? An Analysis Using TIMES and CGE Models," Policy Research Working Paper Series 8908, The World Bank.
• Pfeiffer,Basile Fabrice & Rabe,Claus & Selod,Harris & Viguie,Vincent, 2019. "Assessing Urban Policies Using a Simulation Model with Formal and Informal Housing : Application to Cape Town, South Africa," Policy Research Working Paper Series 8921, The World Bank.
• Cai,Yongyang & Steinbuks,Jevgenijs & Judd,Kenneth L. & Jaegermeyr,Jonas & Hertel,Thomas W., 2020. "Modeling Uncertainty in Large Natural Resource Allocation Problems," Policy Research Working Paper Series 9159, The World Bank.
• Myriem Alijo & Otman Abdoun & Mostafa Bachran & Amal Bergam, 2020. "Optimization by Hybridization of a Genetic Algorithm with the PROMOTHEE Method: Management of Multicriteria Localization," Papers 2002.04068, arXiv.org.
• Tesi Aliaj & Aris Anagnostopoulos & Stefano Piersanti, 2020. "Firms Default Prediction with Machine Learning," Papers 2002.11705, arXiv.org.
• Lucia Cipolina Kun & Simone Caenazzo & Ksenia Ponomareva, 2020. "Mathematical Foundations of Regression Methods for the approximation of the Forward Initial Margin," Papers 2002.04563, arXiv.org, revised Sep 2022.
• Tianping Zhang & Yuanqi Li & Yifei Jin & Jian Li, 2020. "AutoAlpha: an Efficient Hierarchical Evolutionary Algorithm for Mining Alpha Factors in Quantitative Investment," Papers 2002.08245, arXiv.org, revised Apr 2020.
• Marco Pangallo, 2020. "Synchronization of endogenous business cycles," Papers 2002.06555, arXiv.org, revised Sep 2024.
• Chi Chen & Li Zhao & Wei Cao & Jiang Bian & Chunxiao Xing, 2020. "Trimming the Sail: A Second-order Learning Paradigm for Stock Prediction," Papers 2002.06878, arXiv.org.
• Greg Lewis & Vasilis Syrgkanis, 2020. "Double/Debiased Machine Learning for Dynamic Treatment Effects via g-Estimation," Papers 2002.07285, arXiv.org, revised Jun 2021.
• Daniel Guterding, 2020. "Inventory effects on the price dynamics of VSTOXX futures quantified via machine learning," Papers 2002.08207, arXiv.org.
• Warwick McKibbin & Roshen Fernando, 2020. "The global macroeconomic impacts of COVID-19: Seven scenarios," CAMA Working Papers 2020-19, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Masaya Abe & Kei Nakagawa, 2020. "Cross-sectional Stock Price Prediction using Deep Learning for Actual Investment Management," Papers 2002.06975, arXiv.org.
• Brad Hershbein & Melissa Schettini Kearney & Luke W. Pardue, 2020. "College Attainment, Income Inequality, and Economic Security: A Simulation Exercise," NBER Working Papers 26747, National Bureau of Economic Research, Inc.
• Thiago W. Alves & Ionut Florescu & George Calhoun & Dragos Bozdog, 2020. "SHIFT: A Highly Realistic Financial Market Simulation Platform," Papers 2002.11158, arXiv.org, revised Aug 2020.
• Born, Andreas & Janssen, Aljoscha, 2020. "Does a District-Vote Matter for the Behavior of Politicians? A Textual Analysis of Parliamentary Speeches," Working Paper Series 1320, Research Institute of Industrial Economics.
• Item repec:spo:wpmain:info:hdl:2441/7vu7u98l6982393tfrj30mj1l4 is not listed on IDEAS anymore

• Kieran Marray & Nikhil Krishna & Jarel Tang, 2020. "How Do Expectations Affect Learning About Fundamentals? Some Experimental Evidence," Papers 2002.07229, arXiv.org, revised Jul 2021.