Report NEP-CMP-2021-03-01

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:

• Jean-Franc{c}ois Chassagneux & Junchao Chen & Noufel Frikha & Chao Zhou, 2021. "A learning scheme by sparse grids and Picard approximations for semilinear parabolic PDEs," Papers 2102.12051, arXiv.org.
• Alexandre Carbonneau & Fr'ed'eric Godin, 2021. "Deep Equal Risk Pricing of Financial Derivatives with Multiple Hedging Instruments," Papers 2102.12694, arXiv.org.
• Emiliano Álvarez & Marcelo Álvez & Juan Gabriel Brida, 2020. "Impuesto progresivo al ingreso y crecimiento. Abordaje desde la complejidad," Documentos de trabajo 2020008, Banco Central del Uruguay.
• Tengyuan Liang & Pragya Sur, 2020. "A Precise High-Dimensional Asymptotic Theory for Boosting and Minimum-L1-Norm Interpolated Classifiers," Working Papers 2020-152, Becker Friedman Institute for Research In Economics.
• Ivan Jericevich & Dharmesh Sing & Tim Gebbie, 2021. "CoinTossX: An open-source low-latency high-throughput matching engine," Papers 2102.10925, arXiv.org.
• Luisa Roa & Andr'es Rodr'iguez-Rey & Alejandro Correa-Bahnsen & Carlos Valencia, 2021. "Supporting Financial Inclusion with Graph Machine Learning and Super-App Alternative Data," Papers 2102.09974, arXiv.org.
• Tetsuya Kaji & Elena Manresa & Guillaume Pouliot, 2020. "An Adversarial Approach to Structural Estimation," Working Papers 2020-144, Becker Friedman Institute for Research In Economics.
• Brotherhood, L. & Cavalcanti, T. & Da Mata, D. & Santos, C., 2020. "Slums and Pandemics," Cambridge Working Papers in Economics 2076, Faculty of Economics, University of Cambridge.
• Bernardo Alves Furtado, 2021. "PolicySpace2: modeling markets and endogenous public policies," Papers 2102.11929, arXiv.org, revised Oct 2021.
• Tengyuan Liang & Hai Tran-Bach, 2020. "Mehler’s Formula, Branching Process, and Compositional Kernels of Deep Neural Networks," Working Papers 2020-151, Becker Friedman Institute for Research In Economics.
• Elena Miola & Marco Manzo, 2021. "A Tax-Benefit Microsimulation Model for Personal Income Taxation in Italy," Working Papers wp2021-10, Ministry of Economy and Finance, Department of Finance.
• Xiuqin Xu & Ying Chen, 2021. "Deep Stochastic Volatility Model," Papers 2102.12658, arXiv.org.
• Tengyuan Liang, 2020. "How Well Generative Adversarial Networks Learn Distributions," Working Papers 2020-154, Becker Friedman Institute for Research In Economics.
• Zhen Zeng & Tucker Balch & Manuela Veloso, 2021. "Deep Video Prediction for Time Series Forecasting," Papers 2102.12061, arXiv.org, revised Nov 2021.
• Saïd Assar & Christine Balagué & Loréa Baïada-Hirèche, 2020. "EISAI: Ethical Information System based on Artificial Intelligence," Post-Print hal-03123998, HAL.