Report NEP-CMP-2020-06-22

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:

• Bruno Bouchard & Adil Reghai & Benjamin Virrion, 2020. "Computation of Expected Shortfall by fast detection of worst scenarios," Papers 2005.12593, arXiv.org.
• Christian Tilk & Katharina Olkis & Stefan Irnich, 2020. "The Last-mile Vehicle Routing Problem with Delivery Options," Working Papers 2017, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz.
• Imanol Perez Arribas & Cristopher Salvi & Lukasz Szpruch, 2020. "Sig-SDEs model for quantitative finance," Papers 2006.00218, arXiv.org, revised Jun 2020.
• Xin Man & Ernest Chan, 2020. "The best way to select features?," Papers 2005.12483, arXiv.org.
• Jerzy Grobelny & Rafal Michalski, 2020. "Effects of scatter plot initial solutions on regular grid facility layout algorithms in typical production models," WORking papers in Management Science (WORMS) WORMS/20/12, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
• Jesús Fernández-Villaverde & Samuel Hurtado & Galo Nuño, 2020. "Financial frictions and the wealth distribution," Working Papers 2013, Banco de España.
• Glyn Wittwer & Kym Anderson, 2020. "A Model of Global Beverage Markets," Wine Economics Research Centre Working Papers 2019-05, University of Adelaide, Wine Economics Research Centre.
• Riccardo Doyle, 2020. "Using Network Interbank Contagion in Bank Default Prediction," Papers 2005.12619, arXiv.org, revised May 2020.
• Xie, Tian & Yu, Jun & Zeng, Tao, 2020. "Econometric Methods and Data Science Techniques: A Review of Two Strands of Literature and an Introduction to Hybrid Methods," Economics and Statistics Working Papers 16-2020, Singapore Management University, School of Economics.
• Grilli, Luca & Santoro, Domenico, 2020. "How Boltzmann Entropy Improves Prediction with LSTM," MPRA Paper 100578, University Library of Munich, Germany.
• Calypso Herrera & Florian Krach & Josef Teichmann, 2020. "Neural Jump Ordinary Differential Equations: Consistent Continuous-Time Prediction and Filtering," Papers 2006.04727, arXiv.org, revised Apr 2021.
• Susan Namirembe Kavuma & Christine Byaruhanga & Nicholas Musoke & Patrick Loke & Michael Noble & Gemma Wright, 2020. "An analysis of the distributional impact of excise duty in Uganda using a tax-benefit microsimulation model," WIDER Working Paper Series wp-2020-70, World Institute for Development Economic Research (UNU-WIDER).
• Dhruv Sharma & Jean-Philippe Bouchaud & Marco Tarzia & Francesco Zamponi, 2020. "Good speciation and endogenous business cycles in a constraint satisfaction macroeconomic model," Papers 2005.11748, arXiv.org, revised Jun 2021.
• Beatriz Salvador & Cornelis W. Oosterlee & Remco van der Meer, 2020. "Financial option valuation by unsupervised learning with artificial neural networks," Papers 2005.12059, arXiv.org.
• Corral Rodas,Paul Andres & Molina,Isabel & Nguyen,Minh Cong, 2020. "Pull Your Small Area Estimates up by the Bootstraps," Policy Research Working Paper Series 9256, The World Bank.
• Jerzy Grobelny & Rafal Michalski, 2018. "Simulated annealing based on linguistic patterns: experimental examination of properties for various types of logistic problems," WORking papers in Management Science (WORMS) WORMS/18/09, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
• Itf, 2020. "Shared Mobility Simulations for Lyon," International Transport Forum Policy Papers 74, OECD Publishing.
• Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2019. "Debunking the granular origins of aggregate fluctuations: from real business cycles back to Keynes," Post-Print hal-02557845, HAL.
• Sudhanshu Pani, 2020. "A Theory of 'Auction as a Search' in speculative markets," Papers 2006.00775, arXiv.org.
• Munisamy Gopinath & Feras A. Batarseh & Jayson Beckman, 2020. "Machine Learning in Gravity Models: An Application to Agricultural Trade," NBER Working Papers 27151, National Bureau of Economic Research, Inc.
• Athey, Susan & Bryan, Kevin & Gans, Joshua S., 2020. "The Allocation of Decision Authority to Human and Artificial Intelligence," Research Papers 3856, Stanford University, Graduate School of Business.
• Federico Bassi & Tom Bauermann & Dany Lang & Mark Setterfield, 2020. "Is capacity utilization variable in the long run? An agent-based sectoral approach to modeling hysteresis in the normal rate of capacity utilization," Working Papers 2007, New School for Social Research, Department of Economics, revised Aug 2021.
• Jim Malley & Ulrich Woitek, 2019. "Estimated Human Capital Externalities in an Endogenous Growth Framework," Working Papers 2019_04, Business School - Economics, University of Glasgow.
• Ka Wai Tsang & Zhaoyi He, 2020. "Mean-Variance Portfolio Management with Functional Optimization," Papers 2005.12774, arXiv.org, revised Nov 2020.
• Giuseppe Bruno & Hiren Jani & Rafael Schmidt & Bruno Tissot, 2020. "Computing platforms for big data analytics and artificial intelligence," IFC Reports 11, Bank for International Settlements.
• Hassan, Tarek & Hollander, Stephan & van Lent, Laurence & Schwedeler, Markus & Tahoun, Ahmed, 2020. "Firm-Level Exposure to Epidemic Diseases: Covid-19, SARS, and H1N1," CEPR Discussion Papers 14573, C.E.P.R. Discussion Papers.
• Evita Mailli & Peter A. Xepapadeas & Phoebe Koundouri, 2020. "An interdisciplinary web-based Decision Support System for socio-economic assessment of marine investments: The MERMAID project," DEOS Working Papers 2022, Athens University of Economics and Business.
• Maximilian Gobel & Tanya Araújo, 2020. "Indicators of Economic Crises: A Data-Driven Clustering Approach," Working Papers REM 2020/0128, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Junyi Li & Xitong Wang & Yaoyang Lin & Arunesh Sinha & Micheal P. Wellman, 2020. "Generating Realistic Stock Market Order Streams," Papers 2006.04212, arXiv.org.
• Aymeric Ricome & Kamel Louhichi & Sergio Gomez y Paloma, 2020. "Impacts of agricultural produce cess (tax) reform options in Tanzania [Impacts des options de réforme des taxes sur les produits agricoles en Tanzanie]," Working Papers hal-02535711, HAL.
• Oguzhan Cepni & Rangan Gupta & Yigit Onay, 2020. "The Role of Investor Sentiment in Forecasting Housing Returns in China: A Machine Learning Approach," Working Papers 202055, University of Pretoria, Department of Economics.
• Falco J. Bargagli-Dtoffi & Massimo Riccaboni & Armando Rungi, 2020. "Machine Learning for Zombie Hunting. Firms Failures and Financial Constraints," Working Papers 01/2020, IMT School for Advanced Studies Lucca, revised Jun 2020.
• Muhammad Farooq AHMAD & Oskar KOWALEWSKI, 2020. "Collective bargaining power and corporate cash policy," Working Papers 2020-ACF-06, IESEG School of Management.
• Alexander Subbotin & Samin Aref, 2020. "Brain drain and brain gain in Russia: analyzing international mobility of researchers by discipline using Scopus bibliometric data 1996-2020," MPIDR Working Papers WP-2020-025, Max Planck Institute for Demographic Research, Rostock, Germany.
• Federico Bassi & Tom Bauermann & Dany Lang & Mark Setterfield, 2020. "Is capacity utilization variable in the long run? An agent-based sectoral approach tomodeling hysteresis in the normal rate of capacity utilization," CEPN Working Papers halshs-02865532, HAL.
• Christopher Demone & Olivia Di Matteo & Barbara Collignon, 2020. "Classical Decomposition of Markowitz Portfolio Selection," Staff Working Papers 20-21, Bank of Canada.
• Emaad Manzoor & George H. Chen & Dokyun Lee & Michael D. Smith, 2020. "Influence via Ethos: On the Persuasive Power of Reputation in Deliberation Online," Papers 2006.00707, arXiv.org.