Report NEP-CMP-2021-02-01

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:

• Jillian M. Clements & Di Xu & Nooshin Yousefi & Dmitry Efimov, 2020. "Sequential Deep Learning for Credit Risk Monitoring with Tabular Financial Data," Papers 2012.15330, arXiv.org.
• Gang Huang & Xiaohua Zhou & Qingyang Song, 2020. "Deep reinforcement learning for portfolio management," Papers 2012.13773, arXiv.org, revised Apr 2022.
• Ho, Mun & Britz, Wolfgang & Delzeit, Ruth & Leblanc, Florian & Roson, Roberto & Schuenemann, Franziska & Weitzel, Matthias, 2020. "Modelling Consumption and Constructing Long-Term Baselines in Final Demand," Open Access Publications from Kiel Institute for the World Economy 228656, Kiel Institute for the World Economy (IfW Kiel).
• Ali R. Baghirzade, 2020. "Development of cloud, digital technologies and the introduction of chip technologies," Papers 2012.08864, arXiv.org.
• Emanuele Ciola & Edoardo Gaffeo & Mauro Gallegati, 2021. "Search for Profits and Business Fluctuations: How Banks' Behaviour Explain Cycles?," Working Papers 450, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
• Delzeit, Ruth & Beach, Robert & Bibas, Ruben & Britz, Wolfgang & Chateau, Jean & Freund, Florian & Lefevre, Julien & Schuenemann, Franziska & Sulser, Timothy & Valin, Hugo & van Ruijven, Bas & Weitzel, 2020. "Linking Global CGE models with Sectoral Models to Generate Baseline Scenarios: Approaches, Challenges, and Opportunities," Open Access Publications from Kiel Institute for the World Economy 228648, Kiel Institute for the World Economy (IfW Kiel).
• Laëtitia, Leroy de Morel & Glen, Wittwer & Christina, Leung & Dion, Gämperle, 2020. "The potential local and regional impacts of COVID-19 in New Zealand: with a focus on tourism," NZIER Working Paper 2020/3, New Zealand Institute of Economic Research.
• Kenneth Lomas & Dave Cliff, 2020. "Exploring Narrative Economics: An Agent-Based-Modeling Platform that Integrates Automated Traders with Opinion Dynamics," Papers 2012.08840, arXiv.org.
• Badruddoza, Syed & Amin, Modhurima & McCluskey, Jill, 2019. "Assessing the Importance of an Attribute in a Demand SystemStructural Model versus Machine Learning," Working Papers 2019-5, School of Economic Sciences, Washington State University.
• Sondes Kahouli & Xavier Pautrel, 2020. "Residential and Industrial Energy Efficiency Improvement: A Dynamic General Equilibrium Analysis of the Rebound Effect," Working Papers 2020.28, Fondazione Eni Enrico Mattei.
• Zhao, Bingyu & Wong, Stephen D, 2021. "Developing Transportation Response Strategies for Wildfire Evacuations via an Empirically Supported Traffic Simulation of Berkeley, California," Institute of Transportation Studies, Research Reports, Working Papers, Proceedings qt70p6k4rf, Institute of Transportation Studies, UC Berkeley.
• Victor Chernozhukov & Whitney Newey & Rahul Singh & Vasilis Syrgkanis, 2020. "Adversarial Estimation of Riesz Representers," Papers 2101.00009, arXiv.org, revised Apr 2024.
• Mochen Yang & Edward McFowland III & Gordon Burtch & Gediminas Adomavicius, 2020. "Achieving Reliable Causal Inference with Data-Mined Variables: A Random Forest Approach to the Measurement Error Problem," Papers 2012.10790, arXiv.org.
• Mehmet Caner & Kfir Eliaz, 2021. "Shoiuld Humans Lie to Machines: The Incentive Compatibility of Lasso and General Weighted Lasso," Papers 2101.01144, arXiv.org, revised Sep 2021.
• Tzougas, George & Jeong, Himchan, 2021. "An expectation-maximization algorithm for the exponential-generalized inverse Gaussian regression model with varying dispersion and shape for modelling the aggregate claim amount," LSE Research Online Documents on Economics 108210, London School of Economics and Political Science, LSE Library.
• Mateusz Denys, 2020. "Model of cunning agents," Papers 2012.08517, arXiv.org.
• Marlene Amstad & Leonardo Gambacorta & Chao He & Dora Xia, 2021. "Trade sentiment and the stock market: new evidence based on big data textual analysis of Chinese media," BIS Working Papers 917, Bank for International Settlements.
• Jeffrey Grogger & Ria Ivandic & Tom Kirchmaier, 2020. "In brief...Tackling domestic violence using machine learning," CentrePiece - The magazine for economic performance 579, Centre for Economic Performance, LSE.
• Mesbah, Neda & Tauchert, Christoph & Buxmann, Peter, 2021. "Whose Advice Counts More – Man or Machine? An Experimental Investigation of AI-based Advice Utilization," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 124796, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
• Nan Hu & Jian Li & Alexis Meyer-Cirkel, 2019. "Completing the Market: Generating Shadow CDS Spreads by Machine Learning," IMF Working Papers 2019/292, International Monetary Fund.
• Anna Baiardi & Andrea A. Naghi, 2021. "The Value Added of Machine Learning to Causal Inference: Evidence from Revisited Studies," Papers 2101.00878, arXiv.org.
• Zhichao Wang & Valentin Zelenyuk, 2021. "Performance Analysis of Hospitals in Australia and its Peers: A Systematic Review," CEPA Working Papers Series WP012021, School of Economics, University of Queensland, Australia.
• Benetos, Emmanouil & Ragano, Alessandro & Sgroi, Daniel & Tuckwell, Anthony, 2021. "Measuring national happiness with music," The Warwick Economics Research Paper Series (TWERPS) 1326, University of Warwick, Department of Economics.
• Vladimir Vargas-Calder'on & Jorge E. Camargo, 2020. "Towards robust and speculation-reduction real estate pricing models based on a data-driven strategy," Papers 2012.09115, arXiv.org.
• Rauh, C. & Renée, L., 2021. "Parenting Types," Cambridge Working Papers in Economics 2110, Faculty of Economics, University of Cambridge.
• James Chapman & Ajit Desai, 2021. "Using Payments Data to Nowcast Macroeconomic Variables During the Onset of COVID-19," Staff Working Papers 21-2, Bank of Canada.
• Ian Burn & Daniel Firoozi & Daniel Ladd & David Neumark, 2021. "Machine Learning and Perceived Age Stereotypes in Job Ads: Evidence from an Experiment," NBER Working Papers 28328, National Bureau of Economic Research, Inc.
• Pierre Durand & Gaëtan Le Quang, 2021. "What do bankrupcty prediction models tell us about banking regulation? Evidence from statistical and learning approaches," EconomiX Working Papers 2021-2, University of Paris Nanterre, EconomiX.
• Oz Shy, 2020. "Alternative Methods for Studying Consumer Payment Choice," FRB Atlanta Working Paper 2020-8, Federal Reserve Bank of Atlanta.
• Le Mezo, Helena & Ferrari Minesso, Massimo, 2021. "Text-based recession probabilities," Working Paper Series 2516, European Central Bank.
• Merino Troncoso, Carlos, 2021. "Consumer Demand Estimation," MPRA Paper 105169, University Library of Munich, Germany.