Report NEP-CMP-2018-01-22

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:

• Yun-Cheng Tsai & Jun-Hao Chen & Jun-Jie Wang, 2018. "Predict Forex Trend via Convolutional Neural Networks," Papers 1801.03018, arXiv.org.
• Chao Luo & Yih-Fang Huang & Vijay Gupta, 2018. "Stochastic Dynamic Pricing for EV Charging Stations with Renewables Integration and Energy Storage," Papers 1801.02128, arXiv.org.
• Thomas R. Cook & Aaron Smalter Hall, 2017. "Macroeconomic Indicator Forecasting with Deep Neural Networks," Research Working Paper RWP 17-11, Federal Reserve Bank of Kansas City.
• Victor Chernozhukov & Denis Chetverikov & Mert Demirer & Esther Duflo & Christian Hansen & Whitney K. Newey & James Robins, 2017. "Double/debiased machine learning for treatment and structural parameters," CeMMAP working papers CWP28/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Chao Luo & Yih-Fang Huang & Vijay Gupta, 2018. "Dynamic Pricing and Energy Management Strategy for EV Charging Stations under Uncertainties," Papers 1801.02783, arXiv.org.
• Mesias Alfeus & Erik Schlögl, 2018. "On Numerical Methods for Spread Options," Research Paper Series 388, Quantitative Finance Research Centre, University of Technology, Sydney.
• Raeid Saqur & Nicole Langballe, 2017. "PrivySense: $\underline{Pri}$ce $\underline{V}$olatilit$\underline{y}$ based $\underline{Sen}$timent$\underline{s}$ $\underline{E}$stimation from Financial News using Machine Learning," Papers 1801.00091, arXiv.org, revised Feb 2018.
• Masafumi Nakano & Akihiko Takahashi & Soichiro Takahashi, 2017. "Robust Technical Trading with Fuzzy Knowledge-based Systems," CIRJE F-Series CIRJE-F-1053, CIRJE, Faculty of Economics, University of Tokyo.
• Romanos Priftis & Rigas Oikonomou & Hafedh Bouakez, 2017. "Optimal Debt Management in a Liquidity Trap," 2017 Meeting Papers 1316, Society for Economic Dynamics.
• Martin Boyer & Philippe De Donder & Claude Fluet & Marie-Louise Leroux & Pierre-Carl Michaud, 2017. "Long-term Care Insurance: Knowledge Barriers, Risk Perception and Adverse Selection," Cahiers de recherche 1701, Chaire de recherche Industrielle Alliance sur les enjeux économiques des changements démographiques.