Report NEP-CMP-2022-06-27

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:

• Marc Schmitt, 2022. "Deep Learning vs. Gradient Boosting: Benchmarking state-of-the-art machine learning algorithms for credit scoring," Papers 2205.10535, arXiv.org.
• Lundberg, Ian & Brand, Jennie E. & Jeon, Nanum, 2022. "Researcher reasoning meets computational capacity: Machine learning for social science," SocArXiv s5zc8, Center for Open Science.
• Item repec:dar:wpaper:132193 is not listed on IDEAS anymore

• Eduardo Ramos-P'erez & Pablo J. Alonso-Gonz'alez & Jos'e Javier N'u~nez-Vel'azquez, 2022. "Mack-Net model: Blending Mack's model with Recurrent Neural Networks," Papers 2205.07334, arXiv.org.
• Daniel Hopp, 2022. "Benchmarking Econometric and Machine Learning Methodologies in Nowcasting," Papers 2205.03318, arXiv.org.
• A. Max Reppen & H. Mete Soner & Valentin Tissot-Daguette, 2022. "Neural Optimal Stopping Boundary," Papers 2205.04595, arXiv.org, revised May 2023.
• Rafael Reisenhofer & Xandro Bayer & Nikolaus Hautsch, 2022. "HARNet: A Convolutional Neural Network for Realized Volatility Forecasting," Papers 2205.07719, arXiv.org.
• Maximilian Andres & Lisa Bruttel & Jana Friedrichsen, 2022. "How Communication Makes the Difference between a Cartel and Tacit Collusion: A Machine Learning Approach," Discussion Papers of DIW Berlin 2000, DIW Berlin, German Institute for Economic Research.
• Deng, W. & Hendrikse, G.W.J., 2022. "On the Evolution of Product Portfolio of Cooperatives versus IOFs: An Agent-Based Analysis of the Single Origin Constraint," ERIM Report Series Research in Management ERS-2022-005-ORG, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
• Jeremy Greenwood & Ricardo Marto, 2022. "Numerical Methods for Macroeconomists," Economie d'Avant Garde Research Reports 36, Economie d'Avant Garde.
• Holger Breinlich & Valentina Corradi & Nadia Rocha & Michele Ruta & J.M.C. Santos Silva & Tom Zylkin, 2021. "Machine learning in international trade research - evaluating the impact of trade agreements," CEP Discussion Papers dp1776, Centre for Economic Performance, LSE.
• Ziheng Chen, 2022. "RLOP: RL Methods in Option Pricing from a Mathematical Perspective," Papers 2205.05600, arXiv.org.
• Dongshuai Zhao & Zhongli Wang & Florian Schweizer-Gamborino & Didier Sornette, 2022. "Polytope Fraud Theory," Swiss Finance Institute Research Paper Series 22-41, Swiss Finance Institute.
• Toon Vanderschueren & Robert Boute & Tim Verdonck & Bart Baesens & Wouter Verbeke, 2022. "Prescriptive maintenance with causal machine learning," Papers 2206.01562, arXiv.org.
• Chenrui Zhang, 2022. "Research on the correlation between text emotion mining and stock market based on deep learning," Papers 2205.06675, arXiv.org.
• Chaojun Li & Shi Qiu, 2022. "Efficient Score Computation and Expectation-Maximization Algorithm in Regime-Switching Models," Papers 2205.01565, arXiv.org.
• Dyrland, Kjetil & Lundervold, Alexander Selvikvåg & Porta Mana, PierGianLuca, 2022. "Does the evaluation stand up to evaluation?: A first-principle approach to the evaluation of classifiers," OSF Preprints 7rz8t, Center for Open Science.
• Jason Nassios & James Giesecke, 2022. "Property Tax Reform: Implications for Housing Prices and Economic Productivity," Centre of Policy Studies/IMPACT Centre Working Papers g-330, Victoria University, Centre of Policy Studies/IMPACT Centre.
• Cho, Jehum & Papavasiliou, Anthony, 2022. "A Branch-and-Cut Algorithm for Chance-Constrained Multi-Area Reserve Sizing," LIDAM Discussion Papers CORE 2022018, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Micha{l} Narajewski, 2022. "Probabilistic forecasting of German electricity imbalance prices," Papers 2205.11439, arXiv.org.