Report NEP-CMP-2022-02-07

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:

• Farmer, J. Doyne & Dyer, Joel & Cannon, Patrick & Schmon, Sebastian, 2022. "Black-box Bayesian inference for economic agent-based models," INET Oxford Working Papers 2022-05, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
• Michel Alexandre & Gilberto Tadeu Lima & Luca Riccetti & Alberto Russo, 2022. "The Financial Network Channel of Monetary Policy Transmission: An Agent-Based Model," Working Papers, Department of Economics 2022_01, University of São Paulo (FEA-USP), revised 21 Jan 2022.
• Javad T. Firouzjaee & Pouriya Khaliliyan, 2022. "The Interpretability of LSTM Models for Predicting Oil Company Stocks: Impact of Correlated Features," Papers 2201.00350, arXiv.org, revised Dec 2023.
• Matthias Niggli, 2022. "'Moving On' -- Investigating Inventors' Ethnic Origins Using Supervised Learning," Papers 2201.00578, arXiv.org.
• Catanzaro, Daniele & Coniglio, Stefano & Furini, Fabio, 2021. "On the exact separation of cover inequalities of maximum-depth," LIDAM Discussion Papers CORE 2021018, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Paloma Taltavull de La Paz, 2021. "Predicting housing prices. A long term housing price path for Spanish regions," LARES lares-2021-4dra, Latin American Real Estate Society (LARES).
• Aurélien Sallin & Simone Balestra, 2022. "The Earth is Not Flat: A New World of High-Dimensional Peer Effects," Economics of Education Working Paper Series 0189, University of Zurich, Department of Business Administration (IBW).
• Nicolas Eschenbaum & Filip Mellgren & Philipp Zahn, 2022. "Robust Algorithmic Collusion," Papers 2201.00345, arXiv.org, revised Jan 2022.
• Kshitija Taywade & Brent Harrison & Judy Goldsmith, 2022. "Using Non-Stationary Bandits for Learning in Repeated Cournot Games with Non-Stationary Demand," Papers 2201.00486, arXiv.org.
• Catanzaro, Daniele & Frohn, Martin & Pesenti, Raffaele, 2021. "A Massively Parallel Exact Solution Algorithm for the Balanced Minimum Evolution Problem," LIDAM Discussion Papers CORE 2021023, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Andreas THIEMANN & Diana OGNYANOVA & Edlira NARAZANI & Balazs PALVOLGYI & Athena Kalyva & Alexander LEODOLTER, 2021. "Shifting the Tax Burden away from Labour towards Inheritances and Gifts – Simulation results for Germany," JRC Working Papers on Taxation & Structural Reforms 2021-16, Joint Research Centre.
• Yuanrong Wang & Tomaso Aste, 2021. "Dynamic Portfolio Optimization with Inverse Covariance Clustering," Papers 2112.15499, arXiv.org, revised Jan 2022.
• Justin Ehrlich & Christopher Boudreaux & James Boudreau & Shane Sanders, 2021. "An Analysis of an Alternative Pythagorean Expected Win Percentage Model: Applications Using Major League Baseball Team Quality Simulations," Papers 2112.14846, arXiv.org.
• Francisco J. Bariffi & Julia M. Puaschunder, 2021. "Artificial Intelligence and Big Data in the Age of COVID-19," RAIS Conference Proceedings 2021 0115, Research Association for Interdisciplinary Studies.
• John Higgins & Tarun Sabarwal, 2021. "Control and Spread of Contagion in Networks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202201, University of Kansas, Department of Economics, revised Jan 2022.
• Kilani, M. & Diop, N. & De Wolf, Daniel, 2021. "A multimodal transport model to evaluate transport policies in the North of France," LIDAM Discussion Papers CORE 2021030, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Xavier Timbeau & Elliot Aurissergues & Eric Heyer, 2021. "Public debt in the 21st century," Post-Print hal-03477397, HAL.
• Paulo Rotella Junior & Luiz Celio Souza Rocha & Rogerio Santana Peruchi & Giancarlo Aquila & Karel Janda & Edson de Oliveira Pamplona, 2022. "Robust Portfolio Optimization: A Stochastic Evaluation of Worst-Case Scenarios," Working Papers IES 2022/03, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Mar 2022.