Report NEP-CMP-2022-01-03

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:

• Maximilien Germain & Huyên Pham & Xavier Warin, 2021. "Neural networks-based algorithms for stochastic control and PDEs in finance ," Post-Print hal-03115503, HAL.
• Christophe HURLIN & Christophe PERIGNON & Sébastien SAURIN, 2021. "The Fairness of Credit Scoring Models," LEO Working Papers / DR LEO 2912, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
• Thieltges, Andree, 2020. "Machine Learning Anwendungen in der betrieblichen Praxis: Praktische Empfehlungen zur betrieblichen Mitbestimmung," Mitbestimmungspraxis 33, Hans Böckler Foundation, Institute for Codetermination and Corporate Governance (I.M.U.).
• Yizhuo Li & Peng Zhou & Fangyi Li & Xiao Yang, 2021. "An Improved Reinforcement Learning Model Based on Sentiment Analysis," Papers 2111.15354, arXiv.org.
• Karim Barigou & Lukasz Delong, 2021. "Pricing equity-linked life insurance contracts with multiple risk factors by neural networks," Post-Print hal-02896141, HAL.
• Erik Heilmann, 2021. "The impact of transparency policies on local flexibility markets in electrical distribution networks: A case study with artificial neural network forecasts," MAGKS Papers on Economics 202141, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Knapp, S. & van de Velden, M., 2021. "Exploration of machine learning algorithms for maritime risk applications," Econometric Institute Research Papers 2021-03, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Brunori, Paolo & Davillas, Apostolos & Jones, Andrew M. & Scarchilli, Giovanna, 2021. "Model-Based Recursive Partitioning to Estimate Unfair Health Inequalities in the United Kingdom Household Longitudinal Study," IZA Discussion Papers 14925, Institute of Labor Economics (IZA).
• Christophe Dutang & Quentin Guibert, 2021. "An explicit split point procedure in model-based trees allowing for a quick fitting of GLM trees and GLM forests," Post-Print hal-03448250, HAL.
• Michael Mayer & Steven C. Bourassa & Martin Hoesli & Donato Scognamiglio, 2021. "Structured Additive Regression and Tree Boosting," Swiss Finance Institute Research Paper Series 21-83, Swiss Finance Institute.
• Fraunholz, Christoph & Miskiw, Kim K. & Kraft, Emil & Fichtner, Wolf & Weber, Christoph, 2021. "On the role of risk aversion and market design in capacity expansion planning," Working Paper Series in Production and Energy 62, Karlsruhe Institute of Technology (KIT), Institute for Industrial Production (IIP).
• Mark Horridge, 2021. "Using CRETH to make quantities add up without efficiency bias," Centre of Policy Studies/IMPACT Centre Working Papers g-325, Victoria University, Centre of Policy Studies/IMPACT Centre.
• Zineb El Filali Ech-Chafiq & Pierre Henry-Labordere & Jérôme Lelong, 2021. "Pricing Bermudan options using regression trees/random forests," Working Papers hal-03436046, HAL.
• Tomoaki Mikami & Hiroaki Yamagata & Jouchi Nakajima, 2021. "Using Text Analysis to Gauge the Reasons for Respondents' Assessment in the Economy Watchers Survey," Bank of Japan Research Laboratory Series 21-E-2, Bank of Japan.
• Gael M. Martin & David T. Frazier & Christian P. Robert, 2021. "Approximating Bayes in the 21st Century," Monash Econometrics and Business Statistics Working Papers 24/21, Monash University, Department of Econometrics and Business Statistics.