Report NEP-CMP-2021-02-22

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:

• Hampus Engsner, 2021. "Least Squares Monte Carlo applied to Dynamic Monetary Utility Functions," Papers 2101.10947, arXiv.org, revised Apr 2021.
• Marco Ortu & Nicola Uras & Claudio Conversano & Giuseppe Destefanis & Silvia Bartolucci, 2021. "On Technical Trading and Social Media Indicators in Cryptocurrencies' Price Classification Through Deep Learning," Papers 2102.08189, arXiv.org, revised Feb 2021.
• Kumar Yashaswi, 2021. "Deep Reinforcement Learning for Portfolio Optimization using Latent Feature State Space (LFSS) Module," Papers 2102.06233, arXiv.org.
• Hoogendoorn, Y.N. & Dalmeijer, K., 2021. "Resource-robust valid inequalities for set covering and set partitioning models," Econometric Institute Research Papers EI 2020-08, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Xiaoyan Wang & Xi Lin & Meng Li, 2021. "Aggregate Modeling and Equilibrium Analysis of the Crowdsourcing Market for Autonomous Vehicles," Papers 2102.07147, arXiv.org.
• Celine de Quatrebarbes & Bertrand Laporte & Stéphane Calipel, 2021. "Fighting the soaring prices of agricultural food products. VAT versus Trade tariffs exemptions in a context of imperfect competition in Niger : CGE and micro-simulation approach," Working Papers hal-03138369, HAL.
• Niclas Boehmer & Markus Brill & Ulrike Schmidt-Kraepelin, 2021. "Selecting Matchings via Multiwinner Voting: How Structure Defeats a Large Candidate Space," Papers 2102.07441, arXiv.org.
• Andrew Butler & Roy H. Kwon, 2021. "Integrating prediction in mean-variance portfolio optimization," Papers 2102.09287, arXiv.org, revised Nov 2022.
• Lenka Nechvatalova, 2021. "Multi-Horizon Equity Returns Predictability via Machine Learning," Working Papers IES 2021/02, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Feb 2021.
• Bauer, Kevin & Hinz, Oliver & Weber, Patrick, 2021. "KI in der Finanzbranche: Im Spannungsfeld zwischen technologischer Innovation und regulatorischer Anforderung," SAFE White Paper Series 80, Leibniz Institute for Financial Research SAFE.
• Oscar Claveria & Enric Monte & Salvador Torra, 2021. ""Nowcasting and forecasting GDP growth with machine-learning sentiment indicators"," IREA Working Papers 202103, University of Barcelona, Research Institute of Applied Economics, revised Feb 2021.
• Falilou Fall & Paul Cahu, 2021. "A simulation framework to project pension spending: The Czech pension system," OECD Economics Department Working Papers 1657, OECD Publishing.
• Anton Korinek & Joseph E. Stiglitz, 2021. "Artificial Intelligence, Globalization, and Strategies for Economic Development," NBER Working Papers 28453, National Bureau of Economic Research, Inc.
• Zihao Zhang & Bryan Lim & Stefan Zohren, 2021. "Deep Learning for Market by Order Data," Papers 2102.08811, arXiv.org, revised Jul 2021.
• Hui Chen & Antoine Didisheim & Simon Scheidegger, 2021. "Deep Structural Estimation: With an Application to Option Pricing," Papers 2102.09209, arXiv.org.
• Vasil Marchev & Angel Marchev Jr, 2021. "Methods for Simulating Multi-dimensional Data for Financial Services Recommendation," Bulgarian Economic Papers bep-2021-02, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria // Center for Economic Theories and Policies at Sofia University St Kliment Ohridski, revised Feb 2021.
• A. Christian Silva & Fernando F. Ferreira, 2021. "Surrogate Monte Carlo," Papers 2102.08186, arXiv.org.
• Oleg Szehr, 2021. "Hedging of Financial Derivative Contracts via Monte Carlo Tree Search," Papers 2102.06274, arXiv.org, revised Apr 2021.
• Fan Cheng & Rob J Hyndman & Anastasios Panagiotelis, 2021. "Manifold Learning with Approximate Nearest Neighbors," Monash Econometrics and Business Statistics Working Papers 3/21, Monash University, Department of Econometrics and Business Statistics.
• Vikram Manjunath & Thayer Morrill, 2021. "Interview Hoarding," Papers 2102.06440, arXiv.org, revised Oct 2021.
• Nguyen, Cuong, 2019. "Simulation of the Costs and Benefits of Delayed Retirement: Evidence from Vietnam," MPRA Paper 106180, University Library of Munich, Germany.
• Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch, 2021. "Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning," Working Papers 202111, University of Pretoria, Department of Economics.