Report NEP-CMP-2020-07-20

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:

• Parisa Golbayani & Ionuc{t} Florescu & Rupak Chatterjee, 2020. "A comparative study of forecasting Corporate Credit Ratings using Neural Networks, Support Vector Machines, and Decision Trees," Papers 2007.06617, arXiv.org.
• Michael Karpe, 2020. "An overall view of key problems in algorithmic trading and recent progress," Papers 2006.05515, arXiv.org.
• Jacques Despres & Marko Adamovic, 2020. "Seasonal impacts of climate change on electricity production," JRC Research Reports JRC118155, Joint Research Centre.
• Marek Antosiewicz & Rodrigo Fuentes & Piotr Lewandowski & Jan Witajewski-Baltvilks, 2020. "Distributional effects of emission pricing in a carbon-intensive economy: the case of Poland," IBS Working Papers 07/2020, Instytut Badan Strukturalnych.
• Jekaterina Navicke, 2020. "Driving factors behind the changes in income distribution in the Baltics: income, policy, demography," GRAPE Working Papers 44, GRAPE Group for Research in Applied Economics.
• Stephen J. Turnovsky & Yoseph Y. Getachew, 2020. "Redistribution, Inequality, and Efficiency with Credit Constraints," Working Papers 817, Economic Research Southern Africa.
• Anderson, Kym & Wittwer, Glyn, 2020. "A Model of Global Beverage Markets," CEPR Discussion Papers 14387, C.E.P.R. Discussion Papers.
• Wenlong Hu, 2020. "Risk management of guaranteed minimum maturity benefits under stochastic mortality and regime-switching by Fourier space time-stepping framework," Papers 2006.15483, arXiv.org, revised Dec 2020.
• Dhruv Sharma & Jean-Philippe Bouchaud & Stanislao Gualdi & Marco Tarzia & Francesco Zamponi, 2020. "V-, U-, L-, or W-shaped economic recovery after COVID: Insights from an Agent Based Model," Papers 2006.08469, arXiv.org, revised Feb 2021.
• Dimitris Korobilis & Davide Pettenuzzo, 2020. "Machine Learning Econometrics: Bayesian algorithms and methods," Working Papers 130, Brandeis University, Department of Economics and International Business School.
• Paul Friedrich & Josef Teichmann, 2020. "Deep Investing in Kyle's Single Period Model," Papers 2006.13889, arXiv.org.
• Fritz Breuss, 2020. "25 Years of Austria's EU Membership. Quantifying the Economic Benefits With a DSGE Model," WIFO Working Papers 603, WIFO.
• Revathi Bhuvaneswari & Antonio Segalini, 2020. "Determining Secondary Attributes for Credit Evaluation in P2P Lending," Papers 2006.13921, arXiv.org.
• Colombino, Ugo & Islam, Nizamul, 2020. "Combining Microsimulation and Optimization to Identify Optimal Flexible Tax-Transfer Rules," IZA Discussion Papers 13309, Institute of Labor Economics (IZA).
• REY LOS SANTOS Luis & WOJTOWICZ Krzysztof & TAMBA Marie & VANDYCK Toon & WEITZEL Matthias & SAVEYN Bert & TEMURSHO Umed, 2018. "Global macroeconomic balances for mid-century climate analyses," JRC Research Reports JRC113981, Joint Research Centre.
• Sanjay Mansabdar & Hussain C Yaganti, 2020. "Valuing the quality option in agricultural commodity futures: a Monte Carlo simulation based approach," Papers 2006.11222, arXiv.org.
• Adeola Oyenubi & Martin Wittenberg, 2020. "Does the choice of balance-measure matter under Genetic Matching?," Working Papers 819, Economic Research Southern Africa.
• Fornaro, Paolo, 2020. "Nowcasting Industrial Production Using Uncoventional Data Sources," ETLA Working Papers 80, The Research Institute of the Finnish Economy.
• Viladecans-Marsal, Elisabet & Garcia-Lopez, Miquel-Angel & Arribas-Bel, Daniel, 2020. "Building(s and) cities: Delineating urban areas with a machine learning algorithm," CEPR Discussion Papers 14450, C.E.P.R. Discussion Papers.
• Takeshi Yagihashi, 2020. "The Cost of Omitting the Credit Channel in DSGE Models: A Policy Mix Approach," Discussion papers ron324, Policy Research Institute, Ministry of Finance Japan.
• Fabio Antonelli & Alessandro Ramponi & Sergio Scarlatti, 2020. "Approximate XVA for European claims," Papers 2007.07701, arXiv.org.
• Amina Baba & Anna Cretti & Olivier Massol, 2020. "What can be learned from the free destination option in the LNG imbroglio?," Working Papers 2004, Chaire Economie du climat.
• Sang Il Lee, 2020. "Deeply Equal-Weighted Subset Portfolios," Papers 2006.14402, arXiv.org.
• Ralph Rudd & Thomas A. McWalter & Joerg Kienitz & Eckhard Platen, 2020. "Robust Product Markovian Quantization," Papers 2006.15823, arXiv.org.
• Herv'e Andres & Pierre-Edouard Arrouy & Paul Bonnefoy & Alexandre Boumezoued & Sophian Mehalla, 2020. "Fast calibration of the LIBOR Market Model with Stochastic Volatility based on analytical gradient," Papers 2006.13521, arXiv.org.