Report NEP-CMP-2021-01-18

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:

• Farnoush Ronaghi & Mohammad Salimibeni & Farnoosh Naderkhani & Arash Mohammadi, 2021. "COVID19-HPSMP: COVID-19 Adopted Hybrid and Parallel Deep Information Fusion Framework for Stock Price Movement Prediction," Papers 2101.02287, arXiv.org, revised Jul 2021.
• Wei Li & Denis Mike Becker, 2021. "Day-ahead electricity price prediction applying hybrid models of LSTM-based deep learning methods and feature selection algorithms under consideration of market coupling," Papers 2101.05249, arXiv.org, revised Jul 2021.
• Dassios, Angelos & Zhang, Junyi, 2021. "Exact simulation of two-parameter Poisson-Dirichlet random variables," LSE Research Online Documents on Economics 107937, London School of Economics and Political Science, LSE Library.
• Julien Albertini & Stéphane Moyen, 2020. "A General and Efficient Method for Solving Regime-Switching DSGE Models," Working Papers halshs-03067554, HAL.
• Sabine Garabedian & Avotra Narindranjanahary & Olivia Ricci & Sandrine Selosse, 2020. "A macroeconomic evaluation of a carbon tax in overseas territories: A CGE model for Reunion Island," Post-Print hal-03023346, HAL.
• Gregor Boehl, 2021. "Efficient Solution and Computation of Models With Occasionally Binding Constraints," CRC TR 224 Discussion Paper Series crctr224_2020_253, University of Bonn and University of Mannheim, Germany.
• Christine Arriola & Sophie Guilloux-Nefussi & Seung-Hee Koh & Przemyslaw Kowalski & Elena Rusticelli & Frank van Tongeren, 2020. "Efficiency and risks in global value chains in the context of COVID-19," OECD Economics Department Working Papers 1637, OECD Publishing.
• Malo, Pekka & Eskelinen, Juha & Zhou, Xun & Kuosmanen, Timo, 2020. "Computing Synthetic Controls Using Bilevel Optimization," MPRA Paper 104085, University Library of Munich, Germany.
• Apostolos Chalkis & Emmanouil Christoforou & Ioannis Z. Emiris & Theodore Dalamagas, 2020. "Modeling asset allocation strategies and a new portfolio performance score," Papers 2012.05088, arXiv.org, revised Sep 2021.
• Karim Barigou & Valeria Bignozzi & Andreas Tsanakas, 2020. "Insurance valuation: A two-step generalised regression approach," Papers 2012.04364, arXiv.org, revised Nov 2021.
• Patrick Grüning & Ginters Buss, 2020. "Fiscal DSGE Model for Latvia," Bank of Lithuania Working Paper Series 81, Bank of Lithuania.
• Denisa Sologon & Cathal O’Donoghue & Iryna Kyzyma & Jinjing Li & Jules Linden & Raymond Wagener, 2020. "The COVID-19 Resilience of a Continental Welfare Regime - Nowcasting the Distributional Impact of the Crisis," LISER Working Paper Series 2020-14, Luxembourg Institute of Socio-Economic Research (LISER).
• Paul Ho, 2020. "Global Robust Bayesian Analysis in Large Models," Working Paper 20-07, Federal Reserve Bank of Richmond.
• Toru Kitagawa & Guanyi Wang, 2020. "Who Should Get Vaccinated? Individualized Allocation of Vaccines Over SIR Network," Papers 2012.04055, arXiv.org, revised Jul 2021.
• Leventi, Chrysa & Valentinova Tasseva, Iva & Popova, Daria & Xavier Jara Tamayo, Holguer & Gasior, Katrin & Manios, Kostas & Kneeshaw, Jack & De Agostini, Paola & Chatsiou, Kakia & Paulus, Alari, 2020. "Baseline Results from the EU28 EUROMOD: 2016-2019," EUROMOD Working Papers EM20/20, EUROMOD at the Institute for Social and Economic Research.
• Peter Grajzl & Peter Murrell, 2020. "A Machine-Learning History of English Caselaw and Legal Ideas Prior to the Industrial Revolution I: Generating and Interpreting the Estimates," CESifo Working Paper Series 8774, CESifo.
• Christoph Schlembach & Sascha L. Schmidt & Dominik Schreyer & Linus Wunderlich, 2020. "Forecasting the Olympic medal distribution during a pandemic: a socio-economic machine learning model," Papers 2012.04378, arXiv.org, revised Jun 2021.
• Alaeddine Mihoub & Hosni Snoun & Moez Krichen & Montassar Kahia & Riadh Bel Hadj Salah, 2020. "Predicting COVID-19 Spread Level using Socio-Economic Indicators and Machine Learning Techniques," Post-Print hal-03002886, HAL.
• Diaz, Elena Maria & Pérez Quirós, Gabriel, 2020. "Daily tracker of global economic activity: a close-up of the COVID-19 pandemic," Working Paper Series 2505, European Central Bank.
• Sridhar Ravula, 2021. "Text analysis in financial disclosures," Papers 2101.04480, arXiv.org.
• Mvondo, Thierry, 2021. "Stabilisation et relance macroéconomiques post COVID-19 dans la CEMAC : Quels instruments pour quels effets dans un modèle DSGE ?," Dynare Working Papers 65, CEPREMAP.
• International Monetary Fund, 2019. "Singapore: Financial Sector Assessment Program; Technical Note-Financial Stability Analysis and Stress Testing," IMF Staff Country Reports 2019/228, International Monetary Fund.
• Badenes-Plá, Nuria & Blanco Palmero, Patricia & Gambau-Suelves, Borja & Navas Román, María & Villazán Pellejero, Noemí, 2020. "Joint Taxation in Spain and its Effects on Social Welfare: a Microsimulation Analysis," EUROMOD Working Papers EM23/20, EUROMOD at the Institute for Social and Economic Research.
• Martin, Albert, 2020. "Mechanismen der Veränderung personalpolitischer Konstellationen: Ergebnisse von Simulationsstudien," Schriften aus dem Institut für Mittelstandsforschung 54, Leuphana Universität Lüneburg, Institut für Mittelstandsforschung (IMF).
• Benjamin Carton & Mr. Armand P Fouejieu, 2020. "Assessing Dutch Fiscal and Debt Sustainability," IMF Working Papers 2020/269, International Monetary Fund.
• Benoît Schmutz & Modibo Sidibé, 2021. "Search and Zipf: A model of Frictional Spatial Equilibrium," Working Papers 2021-01, Center for Research in Economics and Statistics.
• Midões, Catarina & Seré, Mateo, 2020. "Living with Reduced Income: an Analysis of Household Financial Vulnerability Under COVID-19," EUROMOD Working Papers EM21/20, EUROMOD at the Institute for Social and Economic Research.