Report NEP-CMP-2020-09-14

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:

• Zezheng Zhang & Matloob Khushi, 2020. "GA-MSSR: Genetic Algorithm Maximizing Sharpe and Sterling Ratio Method for RoboTrading," Papers 2008.09471, arXiv.org.
• Carlos León & Paolo Barucca & Oscar Acero & Gerardo Gage & Fabio Ortega, 2020. "Pattern recognition of financial institutions’ payment behavior," Borradores de Economia 1130, Banco de la Republica de Colombia.
• Linyu Zheng & Hongmei He, 2020. "Share Price Prediction of Aerospace Relevant Companies with Recurrent Neural Networks based on PCA," Papers 2008.11788, arXiv.org.
• Joel da Costa & Tim Gebbie, 2020. "Learning low-frequency temporal patterns for quantitative trading," Papers 2008.09481, arXiv.org.
• Schmitt, Noemi & Schwartz, Ivonne & Westerhoff, Frank H., 2020. "Heterogeneous speculators and stock market dynamics: A simple agent-based computational model," BERG Working Paper Series 160, Bamberg University, Bamberg Economic Research Group.
• Hinterlang, Natascha, 2020. "Predicting monetary policy using artificial neural networks," Discussion Papers 44/2020, Deutsche Bundesbank.
• Ayse Kabukcuoglu & Enrique Martínez García, 2020. "A Generalized Time Iteration Method for Solving Dynamic Optimization Problems with Occasionally Binding Constraints," Globalization Institute Working Papers 396, Federal Reserve Bank of Dallas.
• Ashley Davey & Harry Zheng, 2020. "Deep Learning for Constrained Utility Maximisation," Papers 2008.11757, arXiv.org, revised Aug 2021.
• Oluwasola Emmanuel Omoju & Lulit Mitik Beyene & Emily Edoisa Ikhide & Stephen Kelechi Dimwobi & Augustina Ehimare, 2020. "Assessing the Macroeconomic Impacts of Financing Options for Renewable-Energy Policy in Nigeria: Insights from a CGE Model," Working Papers MPIA 2020-01, PEP-MPIA.
• Aiusha Sangadiev & Rodrigo Rivera-Castro & Kirill Stepanov & Andrey Poddubny & Kirill Bubenchikov & Nikita Bekezin & Polina Pilyugina & Evgeny Burnaev, 2020. "DeepFolio: Convolutional Neural Networks for Portfolios with Limit Order Book Data," Papers 2008.12152, arXiv.org.
• Jiequn Han & Ruimeng Hu & Jihao Long, 2020. "Convergence of Deep Fictitious Play for Stochastic Differential Games," Papers 2008.05519, arXiv.org, revised Mar 2021.
• Dora Elena Jiménez Giraldo Author-Name: Adrián Saldarriaga-Isaza Author-Name: Martín Cicowiez, 2020. "Distributional and Economy-Wide Effects of Post-Conflict Policy in Colombia," Working Papers MPIA 2020-12, PEP-MPIA.
• Laguna, Manuel & Alonso Ayuso, Antonio, 2020. "A solution method for the shared Resource Constrained Multi-Shortest Path Problem," DES - Working Papers. Statistics and Econometrics. WS 30793, Universidad Carlos III de Madrid. Departamento de Estadística.
• Konstantin T. Matchev & Prasanth Shyamsundar, 2020. "InClass Nets: Independent Classifier Networks for Nonparametric Estimation of Conditional Independence Mixture Models and Unsupervised Classification," Papers 2009.00131, arXiv.org.
• Zbigniew Palmowski & Tomasz Serafin, 2020. "Note on simulation pricing of $\pi$-options," Papers 2007.02076, arXiv.org, revised Aug 2020.
• Daniele Vernon-Bido & Andrew J. Collins, 2020. "Finding Core Members of Cooperative Games using Agent-Based Modeling," Papers 2009.00519, arXiv.org.
• Tomasz Antczak & Rafal Weron & Jacek Zabawa, 2020. "Data-driven simulation modeling of the checkout process in supermarkets: Insights for decision support in retail operations," WORking papers in Management Science (WORMS) WORMS/20/16, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
• Samuel Fern'andez-Lorenzo & Diego Porras & Juan Jos'e Garc'ia-Ripoll, 2020. "Hybrid quantum-classical optimization for financial index tracking," Papers 2008.12050, arXiv.org, revised Oct 2021.
• Martin Cicowiez Author-Name: Carlos Gustavo Machicado Author-Name: Beatriz Muriel Author-Name: Alejandro Herrera Jiménez Author-Name: Alejandra Goytia, 2020. "Exchange-Rate Policy in a Dollarized Economy: Implications for Growth and Employment in Bolivia," Working Papers MPIA 2020-08, PEP-MPIA.
• Ragchaasuren Galindev & Nyambaatar Batbayar & Lulit Mitik Beyene & Oyunzul Tserendorj & Unurjargal Davaa, 2020. "Impact on the Mongolian Economy of Foreign Direct Investment in the Coal-Export Sector," Working Papers MPIA 2019-25, PEP-MPIA.
• Alexey Bakshaev, 2020. "Market-making with reinforcement-learning (SAC)," Papers 2008.12275, arXiv.org.
• Gabriel Chodorow-Reich & John Coglianese, 2020. "Projecting Unemployment Durations: A Factor-Flows Simulation Approach With Application to the COVID-19 Recession," NBER Working Papers 27566, National Bureau of Economic Research, Inc.
• Ragchaasuren Galindev & Tsolmon Baatarzorig & Nyambaatar Batbayar & Delgermaa Begz & Unurjargal Davaa & Oyunzul Tserendorj, 2020. "The 2014 Mongolian Social Accounting Matrix," Working Papers MPIA 2019-23, PEP-MPIA.
• Ragchaasuren Galindev & Delgermaa Begz & Tsolmon Baatarzorig & Unurjargal Davaa & Nyambaatar Batbayar & Oyunzul Tserendorj, 2020. "Uncertainties in the Mongolian Economy in the Near Future," Working Papers MPIA 2019-26, PEP-MPIA.
• Jason Abaluck & Leila Agha & David C. Chan Jr & Daniel Singer & Diana Zhu, 2020. "Fixing Misallocation with Guidelines: Awareness vs. Adherence," NBER Working Papers 27467, National Bureau of Economic Research, Inc.
• Leonardo Gambacorta & Yiping Huang & Zhenhua Li & Han Qiu & Shu Chen, 2020. "Data vs collateral," BIS Working Papers 881, Bank for International Settlements.
• Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & St'ephane Surprenant, 2020. "How is Machine Learning Useful for Macroeconomic Forecasting?," Papers 2008.12477, arXiv.org.
• Ned Augenblick & Jonathan T. Kolstad & Ziad Obermeyer & Ao Wang, 2020. "Group Testing in a Pandemic: The Role of Frequent Testing, Correlated Risk, and Machine Learning," NBER Working Papers 27457, National Bureau of Economic Research, Inc.
• Vegard H. Larsen & Leif Anders Thorsrud & Julia Zhulanova, 2019. "News-driven inflation expectations and information rigidities," Working Paper 2019/5, Norges Bank.
• SeHyoun Ahn, 2019. "Computing the distribution: Adaptive finite volume methods for economic models with heterogeneous agents," Working Paper 2019/10, Norges Bank.
• Xiao Li & Weili Wu, 2020. "A Blockchain Transaction Graph based Machine Learning Method for Bitcoin Price Prediction," Papers 2008.09667, arXiv.org.
• Bairui Du & Delmiro Fernandez-Reyes & Paolo Barucca, 2020. "Image Processing Tools for Financial Time Series Classification," Papers 2008.06042, arXiv.org, revised Aug 2020.
• Benjamin Gottesman Berdah, 2020. "Recombining tree approximations for Game Options in Local Volatility models," Papers 2007.02323, arXiv.org, revised Jul 2020.
• Goller, Daniel, 2020. "Analysing a built-in advantage in asymmetric darts contests using causal machine learning," Economics Working Paper Series 2013, University of St. Gallen, School of Economics and Political Science.
• Jeffrey Cohen & Alex Khan & Clark Alexander, 2020. "Portfolio Optimization of 60 Stocks Using Classical and Quantum Algorithms," Papers 2008.08669, arXiv.org.
• Jeffrey Cohen & Alex Khan & Clark Alexander, 2020. "Portfolio Optimization of 40 Stocks Using the DWave Quantum Annealer," Papers 2007.01430, arXiv.org.
• Kamwoo Lee & Jeanine Braithwaite, 2020. "High-Resolution Poverty Maps in Sub-Saharan Africa," Papers 2009.00544, arXiv.org, revised May 2021.
• Nik Dawson & Sacha Molitorisz & Marian-Andrei Rizoiu & Peter Fray, 2020. "Layoffs, Inequity and COVID-19: A Longitudinal Study of the Journalism Jobs Crisis in Australia from 2012 to 2020," Papers 2008.12459, arXiv.org, revised Feb 2021.