Report NEP-CMP-2020-09-07

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:

• Grzegorz Marcjasz & Jesus Lago & Rafa{l} Weron, 2020. "Neural networks in day-ahead electricity price forecasting: Single vs. multiple outputs," Papers 2008.08006, arXiv.org.
• Patryk Gierjatowicz & Marc Sabate-Vidales & David v{S}iv{s}ka & Lukasz Szpruch & v{Z}an v{Z}uriv{c}, 2020. "Robust pricing and hedging via neural SDEs," Papers 2007.04154, arXiv.org.
• Eduardo Ramos-P'erez & Pablo J. Alonso-Gonz'alez & Jos'e Javier N'u~nez-Vel'azquez, 2020. "Stochastic reserving with a stacked model based on a hybridized Artificial Neural Network," Papers 2008.07564, arXiv.org.
• Peter Belcak & Jan-Peter Calliess & Stefan Zohren, 2020. "Fast Agent-Based Simulation Framework with Applications to Reinforcement Learning and the Study of Trading Latency Effects," Papers 2008.07871, arXiv.org, revised Sep 2022.
• Loris Cannelli & Giuseppe Nuti & Marzio Sala & Oleg Szehr, 2020. "Hedging using reinforcement learning: Contextual $k$-Armed Bandit versus $Q$-learning," Papers 2007.01623, arXiv.org, revised Feb 2022.
• Jie Fang & Jianwu Lin & Shutao Xia & Yong Jiang & Zhikang Xia & Xiang Liu, 2020. "Neural Network-based Automatic Factor Construction," Papers 2008.06225, arXiv.org, revised Oct 2020.
• Dirk Roeder & Georgi Dimitroff, 2020. "Volatility model calibration with neural networks a comparison between direct and indirect methods," Papers 2007.03494, arXiv.org.
• Dominique Guegan, 2020. "A Note on the Interpretability of Machine Learning Algorithms," Post-Print halshs-02900929, HAL.
• Maximilian Joseph Blömer & Andreas Peichl, 2020. "The ifo Tax and Transfer Behavioral Microsimulation Model," ifo Working Paper Series 335, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
• Kaukin, Andrei (Каукин, Андрей) & Kosarev, Vladimir (Косарев, Владимир), 2020. "Identification and forecasting of the phases of the Russian economic cycle, taking into account the sectoral structure of the economy using artificial neural networks [Идентификация И Прогнозирован," Working Papers 052019, Russian Presidential Academy of National Economy and Public Administration.
• Antosiewicz, Marek & Fuentes, J. Rodrigo & Lewandowski, Piotr & Witajewski-Baltvilks, Jan, 2020. "Distributional Effects of Emission Pricing in a Carbon-Intensive Economy: The Case of Poland," IZA Discussion Papers 13481, Institute of Labor Economics (IZA).
• Anke Mönnig & Frank Hohmann, 2020. "Back to the future. Counterfactual Scenarios Challenges, Methodology and an Empirical Test," GWS Discussion Paper Series 20-1, GWS - Institute of Economic Structures Research.
• Hannes Mueller & Christopher Rauh, 2019. "The Hard Problem of Prediction for Conflict Prevention," Cahiers de recherche 02-2019, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
• Dr. Anett Großmann & Svenja Schwarz & Frank Hohmann & Anke Mönnig, 2020. "A regionalized national Input-Output – Modell for Chile (COFORCE) Methodology and Applications," GWS Discussion Paper Series 20-3, GWS - Institute of Economic Structures Research.
• Rangan Gupta & Hardik A. Marfatia & Christian Pierdzioch & Afees A. Salisu, 2020. "Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty," Working Papers 202077, University of Pretoria, Department of Economics.
• Lakshay Chauhan & John Alberg & Zachary C. Lipton, 2020. "Uncertainty-Aware Lookahead Factor Models for Quantitative Investing," Papers 2007.04082, arXiv.org, revised Jul 2020.
• Burn, Ian & Button, Patrick & Munguia Corella, Luis & Neumark, David, 2020. "Older Workers Need Not Apply? Ageist Language in Job Ads and Age Discrimination in Hiring," IZA Discussion Papers 13506, Institute of Labor Economics (IZA).
• Nora Lustig & Valentina Martinez Pabon & Federico Sanz & Stephen D. Younger, 2020. "The Impact of COVID-19 Lockdowns and Expanded Social Assistance on Inequality, Poverty and Mobility in Argentina, Brazil, Colombia and Mexico," Working Papers 558, ECINEQ, Society for the Study of Economic Inequality.
• Loreto Bieritz & Anke Mönnig, 2020. "The fragility of the copper demand for the Chilean economy. Is the increasing demand of China and India of Peruvian copper a threat for Chile?," GWS Discussion Paper Series 20-2, GWS - Institute of Economic Structures Research.
• Philippe Goulet Coulombe, 2020. "To Bag is to Prune," Papers 2008.07063, arXiv.org, revised Sep 2024.
• Deininger,Klaus W. & Ali,Daniel Ayalew & Kussul,Nataliia & Lavreniuk,Mykola & Nivievskyi,Oleg, 2020. "Using Machine Learning to Assess Yield Impacts of Crop Rotation : Combining Satellite and Statistical Data for Ukraine," Policy Research Working Paper Series 9306, The World Bank.
• Edmond Lezmi & Jules Roche & Thierry Roncalli & Jiali Xu, 2020. "Improving the Robustness of Trading Strategy Backtesting with Boltzmann Machines and Generative Adversarial Networks," Papers 2007.04838, arXiv.org.
• Kazuya Kaneko & Koichi Miyamoto & Naoyuki Takeda & Kazuyoshi Yoshino, 2020. "Quantum Pricing with a Smile: Implementation of Local Volatility Model on Quantum Computer," Papers 2007.01467, arXiv.org.
• Christopher Rauh, 2019. "Measuring Uncertainty at the Regional Level Using Newspaper Text," Cahiers de recherche 09-2019, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
• Aleksandr Alekseev, 2020. "The Economics of Babysitting a Robot," Working Papers 20-29, Chapman University, Economic Science Institute.
• Daisuke Miyakawa & Kohei Shintani, 2020. "Disagreement between Human and Machine Predictions," IMES Discussion Paper Series 20-E-11, Institute for Monetary and Economic Studies, Bank of Japan.
• Andr'es Ram'irez-Hassan & Raquel Vargas-Correa & Gustavo Garc'ia & Daniel Londo~no, 2020. "Optimal selection of the number of control units in kNN algorithm to estimate average treatment effects," Papers 2008.06564, arXiv.org.
• Boyuan Zhang, 2020. "Forecasting with Bayesian Grouped Random Effects in Panel Data," Papers 2007.02435, arXiv.org, revised Oct 2020.
• Daniel Goller, 2020. "Analysing a built-in advantage in asymmetric darts contests using causal machine learning," Papers 2008.07165, arXiv.org.
• Jacobs, B.J.D. & Fok, D. & Donkers, A.C.D., 2020. "Understanding Large-Scale Dynamic Purchase Behavior," ERIM Report Series Research in Management ERS-2020-010-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
• Keeley, Alexander Ryota & Matsumoto, Ken'ichi & Tanaka, Kenta & Sugiawan, Yogi & Managi, Shunsuke, 2020. "The Impact of Renewable Energy Generation on the Spot Market Price in Germany: Ex-Post Analysis using Boosting Method," MPRA Paper 102314, University Library of Munich, Germany.