Report NEP-CMP-2020-03-23

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:

• Parisa Golbayani & Dan Wang & Ionut Florescu, 2020. "Application of Deep Neural Networks to assess corporate Credit Rating," Papers 2003.02334, arXiv.org.
• Manav Kaushik & A K Giri, 2020. "Forecasting Foreign Exchange Rate: A Multivariate Comparative Analysis between Traditional Econometric, Contemporary Machine Learning & Deep Learning Techniques," Papers 2002.10247, arXiv.org.
• Zura Kakushadze & Willie Yu, 2020. "Machine Learning Treasury Yields," Papers 2003.05095, arXiv.org.
• Steven Y. K. Wong & Jennifer Chan & Lamiae Azizi & Richard Y. D. Xu, 2020. "Time-varying neural network for stock return prediction," Papers 2003.02515, arXiv.org, revised Jan 2021.
• Weiwei Jiang, 2020. "Applications of deep learning in stock market prediction: recent progress," Papers 2003.01859, arXiv.org.
• Marijn A. Bolhuis & Brett Rayner, 2020. "The More the Merrier? A Machine Learning Algorithm for Optimal Pooling of Panel Data," IMF Working Papers 20/44, International Monetary Fund.
• Yuri F. Saporito & Zhaoyu Zhang, 2020. "PDGM: a Neural Network Approach to Solve Path-Dependent Partial Differential Equations," Papers 2003.02035, arXiv.org, revised Apr 2020.
• Oksana Bashchenko & Alexis Marchal, 2020. "Deep Learning for Asset Bubbles Detection," Swiss Finance Institute Research Paper Series 20-08, Swiss Finance Institute.
• Giovanni Mandras & Andrea Conte & Simone Salotti, 2020. "An Input-Output sectorial analysis of North Macedonia," JRC Research Reports JRC119971, Joint Research Centre.
• Ngo-Hoang, Dai-Long, 2019. "A research paper of Hossein Sabzian (2019), Theories and Practice of Agent based Modeling: Some practical Implications for Economic Planners, ArXiv, 54p," AgriXiv xutyz, Center for Open Science.
• Micah Goldblum & Avi Schwarzschild & Ankit B. Patel & Tom Goldstein, 2020. "Adversarial Attacks on Machine Learning Systems for High-Frequency Trading," Papers 2002.09565, arXiv.org, revised Oct 2021.
• Pietro Battiston & Simona Gamba & Alessandro Santoro, 2020. "Optimizing Tax Administration Policies with Machine Learning," Working Papers 436, University of Milano-Bicocca, Department of Economics, revised Mar 2020.
• Emile Cammeraat & Ernesto Crivelli, 2020. "Toward a Comprehensive Tax Reform for Italy," IMF Working Papers 20/37, International Monetary Fund.
• C'onall Kelly & Gabriel Lord & Heru Maulana, 2020. "The role of adaptivity in a numerical method for the Cox-Ingersoll-Ross model," Papers 2002.10206, arXiv.org, revised Jan 2022.
• Oksana Bashchenko & Alexis Marchal, 2020. "Deep Learning, Jumps, and Volatility Bursts," Swiss Finance Institute Research Paper Series 20-10, Swiss Finance Institute.
• Marijn A. Bolhuis & Brett Rayner, 2020. "Deus ex Machina? A Framework for Macro Forecasting with Machine Learning," IMF Working Papers 20/45, International Monetary Fund.
• Bird,Julia Helen & Venables,Anthony J., 2019. "Growing a Developing City : A Computable Spatial General Equilibrium Model Applied to Dhaka," Policy Research Working Paper Series 8762, The World Bank.
• Paolo Brunori & Guido Neidhofer, 2020. "The Evolution of Inequality of Opportunity in Germany: A Machine Learning Approach," CEDLAS, Working Papers 0259, CEDLAS, Universidad Nacional de La Plata.
• Yongyang Cai & Kenneth Judd & Rong Xu, 2020. "Numerical Solution of Dynamic Portfolio Optimization with Transaction Costs," Papers 2003.01809, arXiv.org.
• Giovanni Dosi & Richard B. Freeman & Marcelo C. Pereira & Andrea Roventini & Maria Enrica Virgillito, 2020. "The Impact of Deunionization on the Growth and Dispersion of Productivity and Pay," Documents de Travail de l'OFCE 2020-05, Observatoire Francais des Conjonctures Economiques (OFCE).
• Maximilian Beikirch & Torsten Trimborn, 2020. "Novel Insights in the Levy-Levy-Solomon Agent-Based Economic Market Model," Papers 2002.10222, arXiv.org.
• James Wallbridge, 2020. "Transformers for Limit Order Books," Papers 2003.00130, arXiv.org.
• Francesco Giavazzi & Felix Iglhaut & Giacomo Lemoli & Gaia Rubera, 2020. "Terrorist Attacks, Cultural Incidents and the Vote for Radical Parties: Analyzing Text from Twitter," NBER Working Papers 26825, National Bureau of Economic Research, Inc.
• Andree,Bo Pieter Johannes & Spencer,Phoebe Girouard & Chamorro,Andres & Dogo,Harun, 2019. "Environment and Development : Penalized Non-Parametric Inference of Global Trends in Deforestation, Pollution and Carbon," Policy Research Working Paper Series 8756, The World Bank.
• Ben Moews & Gbenga Ibikunle, 2020. "Predictive intraday correlations in stable and volatile market environments: Evidence from deep learning," Papers 2002.10385, arXiv.org.
• Matthias Aistleitner & Claudius Graebner & Anna Hornykewycz, 2020. "Theory and Empirics of Capability Accumulation: Implications for Macroeconomic Modelling," ICAE Working Papers 105, Johannes Kepler University, Institute for Comprehensive Analysis of the Economy.
• Walsh,Brian James & Hallegatte,Stephane, 2019. "Measuring Natural Risks in the Philippines : Socioeconomic Resilience and Wellbeing Losses," Policy Research Working Paper Series 8723, The World Bank.