Report NEP-CMP-2021-05-17

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:

• Hsu, Ming-Wei & Dacre, Nicholas & Senyo, PK, 2021. "Applied Algorithmic Machine Learning for Intelligent Project Prediction: Towards an AI Framework of Project Success," SocArXiv 6hfje, Center for Open Science.
• Zhishun Wang & Wei Lu & Kaixin Zhang & Tianhao Li & Zixi Zhao, 2021. "A parallel-network continuous quantitative trading model with GARCH and PPO," Papers 2105.03625, arXiv.org, revised May 2021.
• Rasolomanana, Onjaniaina Mianin'Harizo, 2021. "Bankruptcy Prediction Model Based on Business Risk Reports : Use of Natural Language Processing Techniques," Discussion paper series. A 358, Graduate School of Economics and Business Administration, Hokkaido University.
• Florian Bourgey & Stefano De Marco, 2021. "Multilevel Monte Carlo simulation for VIX options in the rough Bergomi model," Papers 2105.05356, arXiv.org, revised Jun 2022.
• Fouliard, Jeremy & Howell, Michael & Rey, Hélène & Stavrakeva, Vania, 2022. "Answering the Queen: Machine Learning and Financial Crises," CEPR Discussion Papers 15618, C.E.P.R. Discussion Papers.
• Illés, Tibor & Rigó, Petra Renáta & Török, Roland, 2021. "Predictor-corrector interior-point algorithm based on a new search direction working in a wide neighbourhood of the central path," Corvinus Economics Working Papers (CEWP) 2021/02, Corvinus University of Budapest.
• Zazueta, Jorge & Heredia, Andrea Chavez & Zazueta-Hernández, Jorge, 2021. "Endogenous Prediction of Bankruptcy using a Support Vector Machine," SocArXiv ehpt7, Center for Open Science.
• Sihang Chen & Weiqi Luo & Chao Yu, 2021. "Reinforcement Learning with Expert Trajectory For Quantitative Trading," Papers 2105.03844, arXiv.org.
• Calzolari, Giacomo & Calvano, Emilio & Denicolo, Vincenzo & Pastorello, Sergio, 2021. "Algorithmic collusion with imperfect monitoring," CEPR Discussion Papers 15738, C.E.P.R. Discussion Papers.
• Aksoy, Ozan, 2021. "Preaching to Social Media: Turkey’s Friday Khutbas and Their Effects on Twitter," SocArXiv ngdrv, Center for Open Science.
• Sonin, Konstantin & Milosh, Maria & Painter, Marcus & Van Dijcke, David & Wright, Austin L., 2020. "Unmasking Partisanship: Polarization Undermines Public Response to Collective Risk," CEPR Discussion Papers 15464, C.E.P.R. Discussion Papers.