Report NEP-CMP-2020-08-24

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:

• Yang Li & Yi Pan, 2020. "A Novel Ensemble Deep Learning Model for Stock Prediction Based on Stock Prices and News," Papers 2007.12620, arXiv.org.
• Bauermann, Tom & Roos, Michael W. M. & Schaff, Frederik, 2020. "POSA: Policy implementation sensitivity analysis," Ruhr Economic Papers 854, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Chao Deng & Xizhi Su & Chao Zhou, 2020. "Relative wealth concerns with partial information and heterogeneous priors," Papers 2007.11781, arXiv.org.
• Taran Fæhn & 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," Discussion Papers 936, Statistics Norway, Research Department.
• Alessandro Gnoatto & Athena Picarelli & Christoph Reisinger, 2020. "Deep xVA solver - A neural network based counterparty credit risk management framework," Working Papers 07/2020, University of Verona, Department of Economics.
• Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2020. "Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting," Working papers 2020-10, University of Connecticut, Department of Economics.
• A. R. Provenzano & D. Trifir`o & A. Datteo & L. Giada & N. Jean & A. Riciputi & G. Le Pera & M. Spadaccino & L. Massaron & C. Nordio, 2020. "Machine Learning approach for Credit Scoring," Papers 2008.01687, arXiv.org.
• Wen Chen & Nicolas Langren'e, 2020. "Deep neural network for optimal retirement consumption in defined contribution pension system," Papers 2007.09911, arXiv.org, revised Jul 2020.
• Dominique Guegan, 2020. "A Note on the Interpretability of Machine Learning Algorithms," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-02900929, HAL.
• Christoph Böhringer & Knut Einar Rosendahl, 2020. "Europe beyond Coal - An Economic and Climate Impact Assessment," CESifo Working Paper Series 8412, CESifo.
• Carlo Baldassi & Fabio Maccheroni & Massimo Marinacci & Marco Pirazzini, 2020. "Ergodic Annealing," Papers 2008.00234, arXiv.org.
• Yongtong Shao & Minghao Li & Dermot J. Hayes & Wendong Zhang & Tao Xiong & Wei Xie, 2020. "China's Missing Pigs: Correcting China's Hog Inventory Data Using a Machine Learning Approach," Center for Agricultural and Rural Development (CARD) Publications 20-wp607, Center for Agricultural and Rural Development (CARD) at Iowa State University.
• Tine Hufkens & Tim Goedemé & Katrin Gasior & Chrysa Leventi & Kostas Manios & Olga Rastrigina & Pasquale Recchia & Holly Sutherland & Natascha Van Mechelen & Gerlinde Verbist, 2018. "The Hypothetical Household Tool (HHoT) in EUROMOD: a new instrument for comparative research on tax-benefit policies in Europe," Working Papers 1819, Herman Deleeck Centre for Social Policy, University of Antwerp.
• Zhenzhong Wang & Zhengyuan Zhu & Cindy Yu, 2020. "Variable Selection in Macroeconomic Forecasting with Many Predictors," Papers 2007.10160, arXiv.org.
• Jamaledini, Ashkan & Soltani, Ali & Khazaei, Ehsan, 2020. "Region Search Optimization Algorithm for Economic Energy Management of Grid-Connected Mode Microgrid," MPRA Paper 102094, University Library of Munich, Germany.
• Andrew J. Collins & Sheida Etemadidavan & Wael Khallouli, 2020. "Generating Empirical Core Size Distributions of Hedonic Games using a Monte Carlo Method," Papers 2007.12127, arXiv.org.
• Marcin Chlebus & Michał Dyczko & Michał Woźniak, 2020. "Nvidia’s stock returns prediction using machine learning techniques for time series forecasting problem," Working Papers 2020-22, Faculty of Economic Sciences, University of Warsaw.
• Ivan Slobozhan & Peter Ormosi & Rajesh Sharma, 2020. "Which bills are lobbied? Predicting and interpreting lobbying activity in the US," Working Paper series, University of East Anglia, Centre for Competition Policy (CCP) 2020-03, Centre for Competition Policy, University of East Anglia, Norwich, UK..
• Ivan Guo & Nicolas Langrené & Gregoire Loeper & Wei Ning, 2020. "Robust utility maximization under model uncertainty via a penalization approach," Working Papers hal-02910261, HAL.
• Illya Barziy & Marcin Chlebus, 2020. "HRP performance comparison in portfolio optimization under various codependence and distance metrics," Working Papers 2020-21, Faculty of Economic Sciences, University of Warsaw.
• Paolo Andreini & Cosimo Izzo & Giovanni Ricco, 2020. "Deep Dynamic Factor Models," Papers 2007.11887, arXiv.org, revised May 2023.