Report NEP-CMP-2021-03-22

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 & Mathieu Laurière & Huyên Pham & Xavier Warin, 2021. "DeepSets and their derivative networks for solving symmetric PDEs ," Working Papers hal-03154116, HAL.
• Alexander J. M. Kell & A. Stephen McGough & Matthew Forshaw, 2021. "The impact of online machine-learning methods on long-term investment decisions and generator utilization in electricity markets," Papers 2103.04327, arXiv.org.
• Bradley Sturt, 2021. "A nonparametric algorithm for optimal stopping based on robust optimization," Papers 2103.03300, arXiv.org, revised Mar 2023.
• Luigi Longo & Massimo Riccaboni & Armando Rungi, 2021. "A Neural Network Ensemble Approach for GDP Forecasting," Working Papers 02/2021, IMT School for Advanced Studies Lucca, revised Mar 2021.
• Yusen Lin & Jinming Xue & Louiqa Raschid, 2021. "Predicting the Behavior of Dealers in Over-The-Counter Corporate Bond Markets," Papers 2103.09098, arXiv.org.
• Zexin Hu & Yiqi Zhao & Matloob Khushi, 2021. "A Survey of Forex and Stock Price Prediction Using Deep Learning," Papers 2103.09750, arXiv.org.
• Hyunsu Kim, 2021. "Deep Hedging, Generative Adversarial Networks, and Beyond," Papers 2103.03913, arXiv.org.
• Fernando, Roshen & McKibbin, Warwick J., 2021. "Macroeconomic Policy Adjustments due to COVID-19: Scenarios to 2025 with a Focus on Asia," ADBI Working Papers 1219, Asian Development Bank Institute.
• Ly, Racine & Traore, Fousseini & Dia, Khadim, 2021. "Forecasting commodity prices using long-short-term memory neural networks," IFPRI discussion papers 2000, International Food Policy Research Institute (IFPRI).
• Raouf, Mariam & Randriamamonjy, Josée & Elsabbagh, Dalia & Wiebelt, Manfred, 2021. "New Social Accounting Matrix for Jordan: A 2015 Nexus project Social Accounting Matrix," MENA working papers 32, International Food Policy Research Institute (IFPRI).
• Janos Gabler & Tobias Raabe & Klara Röhrl, 2021. "People Meet People - A Microlevel Approach to Predicting the Effect of Policies on the Spread of COVID-19," CRC TR 224 Discussion Paper Series crctr224_2021_265, University of Bonn and University of Mannheim, Germany.
• Michel Denuit & Arthur Charpentier & Julien Trufin, 2021. "Autocalibration and Tweedie-dominance for Insurance Pricing with Machine Learning," Papers 2103.03635, arXiv.org, revised Jul 2021.
• Coraline Daubresse & Benoît Laine, 2020. "Working Paper 01-20 - The PLANET Model : Methodological Report PLANET 4.0," Working Papers 2001, Federal Planning Bureau, Belgium.
• Gregor Boehl, 2021. "Efficient Solution and Computation of Models With Occasionally Binding Constraints," CRC TR 224 Discussion Paper Series crctr224_2021_253, University of Bonn and University of Mannheim, Germany.
• Gries, Thomas & Naudé, Wim, 2021. "Modelling Artificial Intelligence in Economics," IZA Discussion Papers 14171, Institute of Labor Economics (IZA).
• Charles-Albert Lehalle & Eyal Neuman & Segev Shlomov, 2021. "Phase Transitions in Kyle's Model with Market Maker Profit Incentives," Papers 2103.04481, arXiv.org.
• Mark Borgschulte & Marius Guenzel & Canyao Liu & Ulrike Malmendier, 2021. "CEO Stress, Aging, and Death," NBER Working Papers 28550, National Bureau of Economic Research, Inc.
• Philipp Bach & Victor Chernozhukov & Malte S. Kurz & Martin Spindler & Sven Klaassen, 2021. "DoubleML -- An Object-Oriented Implementation of Double Machine Learning in R," Papers 2103.09603, arXiv.org, revised Jun 2024.
• Jaideep Singh & Matloob Khushi, 2021. "Feature Learning for Stock Price Prediction Shows a Significant Role of Analyst Rating," Papers 2103.09106, arXiv.org.
• André de Palma & Nathalie Picard & Stef Proost, 2021. "SCARE: when Economics meets Epidemiology with COVID-19, first wave," THEMA Working Papers 2021-10, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
• Alexander Hijzen & Andrea Salvatori, 2021. "Introducing individual savings accounts for severance pay in Spain: An ex-ante assessment of the distributional effects," OECD Social, Employment and Migration Working Papers 259, OECD Publishing.
• Raymond C. W. Leung & Yu-Man Tam, 2021. "Statistical Arbitrage Risk Premium by Machine Learning," Papers 2103.09987, arXiv.org.
• Neil R. Ericsson, 2021. "Dynamic Econometrics in Action: A Biography of David F. Hendry," Working Papers 2021-001, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• Sturm, Timo & Gerlach, Jin & Pumplun, Luisa & Mesbah, Neda & Peters, Felix & Tauchert, Christoph & Nan, Ning & Buxmann, Peter, 2021. "Coordinating Human and Machine Learning for Effective Organizational Learning," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 125653, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
• Lopez, Claude & Butler, Brittney, 2021. "The Community Explorer: Informing Policy with County-Level Data," MPRA Paper 106289, University Library of Munich, Germany.
• Qi Tang & Tongmei Fan & Ruchen Shi & Jingyan Huang & Yidan Ma, 2021. "Prediction of financial time series using LSTM and data denoising methods," Papers 2103.03505, arXiv.org.
• Tobias Cagala & Ulrich Glogowsky & Johannes Rincke & Anthony Strittmatter, 2021. "Optimal Targeting in Fundraising: A Causal Machine-Learning Approach," Papers 2103.10251, arXiv.org, revised Sep 2021.
• Anthony Strittmatter & Conny Wunsch, 2021. "The Gender Pay Gap Revisited with Big Data: Do Methodological Choices Matter?," CESifo Working Paper Series 8912, CESifo.
• Maximilian Maurice Gail & Phil-Adrian Klotz, 2021. "The Impact of the Agency Model on E-book Prices: Evidence from the UK," MAGKS Papers on Economics 202111, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).