Report NEP-CMP-2021-04-12

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.

Subscribe to this report: email, RSS, or Mastodon.

Other reports in NEP-CMP

The following items were announced in this report:

• Andrea Vandin & Daniele Giachini & Francesco Lamperti & Francesca Chiaromonte, 2021. "Automated and Distributed Statistical Analysis of Economic Agent-Based Models," Papers 2102.05405, arXiv.org, revised Nov 2023.
• Shenhao Wang & Baichuan Mo & Stephane Hess & Jinhua Zhao, 2021. "Comparing hundreds of machine learning classifiers and discrete choice models in predicting travel behavior: an empirical benchmark," Papers 2102.01130, arXiv.org.
• Jorge Ignacio Gonz'alez C'azares & Aleksandar Mijatovi'c, 2021. "Monte Carlo algorithm for the extrema of tempered stable processes," Papers 2103.15310, arXiv.org, revised Dec 2022.
• Igor Halperin, 2021. "Distributional Offline Continuous-Time Reinforcement Learning with Neural Physics-Informed PDEs (SciPhy RL for DOCTR-L)," Papers 2104.01040, arXiv.org.
• Severin Reissl & Alessandro Caiani & Francesco Lamperti & Mattia Guerini & Fabio Vanni & Giorgio Fagiolo & Tommaso Ferraresi & Leonardo Ghezzi & Mauro Napoletano & Andrea Roventini, 2021. "Assessing the Economic Impact of Lockdowns in Italy: A Computational Input-Output Approach," GREDEG Working Papers 2021-15, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
• Dawid Siwicki, 2021. "The Application of Machine Learning Algorithms for Spatial Analysis: Predicting of Real Estate Prices in Warsaw," Working Papers 2021-05, Faculty of Economic Sciences, University of Warsaw.
• Firuz Kamalov & Linda Smail & Ikhlaas Gurrib, 2021. "Stock price forecast with deep learning," Papers 2103.14081, arXiv.org.
• Firuz Kamalov & Linda Smail & Ikhlaas Gurrib, 2021. "Forecasting with Deep Learning: S&P 500 index," Papers 2103.14080, arXiv.org.
• Pratyush Muthukumar & Jie Zhong, 2021. "A Stochastic Time Series Model for Predicting Financial Trends using NLP," Papers 2102.01290, arXiv.org.
• Tesfatsion, Leigh, 2021. "Agent-Based Computational Economics: Overview and Brief History," ISU General Staff Papers 202103290700001125, Iowa State University, Department of Economics.
• Guillermo Gallego & Gerardo Berbeglia, 2021. "Bounds and Heuristics for Multi-Product Personalized Pricing," Papers 2102.03038, arXiv.org, revised Feb 2021.
• Mochammad Ridwan Ristyawan, 2021. "Artificial Neural Network and Analytical Hierarchy Process Integration: A Tool to Estimate Business Strategy of Bank," GATR Journals jfbr179, Global Academy of Training and Research (GATR) Enterprise.
• Jorino van Rhijn & Cornelis W. Oosterlee & Lech A. Grzelak & Shuaiqiang Liu, 2021. "Monte Carlo Simulation of SDEs using GANs," Papers 2104.01437, arXiv.org.
• Haohan Zhang, 2021. "A Comparative Evaluation of Predominant Deep Learning Quantified Stock Trading Strategies," Papers 2103.15304, arXiv.org, revised Apr 2021.
• Wenpin Tang & Xiao Xu & Xun Yu Zhou, 2021. "Asset Selection via Correlation Blockmodel Clustering," Papers 2103.14506, arXiv.org, revised Aug 2021.
• Rabab Haider & David D'Achiardi & Venkatesh Venkataramanan & Anurag Srivastava & Anjan Bose & Anuradha M. Annaswamy, 2021. "Reinventing the Utility for DERs: A Proposal for a DSO-Centric Retail Electricity Market," Papers 2102.01269, arXiv.org.
• Lazarus, Jessica & Bauer, Gordon PhD & Greenblatt, Jeffery PhD & Shaheen, Susan PhD, 2021. "Bridging the Income and Digital Divide with Shared Automated Electric Vehicles," Institute of Transportation Studies, Research Reports, Working Papers, Proceedings qt5f1359rd, Institute of Transportation Studies, UC Berkeley.
• Yong Shi & Bo Li & Guangle Du, 2021. "Pyramid scheme in stock market: a kind of financial market simulation," Papers 2102.02179, arXiv.org, revised Feb 2021.
• Jonathan Berrisch & Florian Ziel, 2021. "CRPS Learning," Papers 2102.00968, arXiv.org, revised Nov 2021.
• Green, David A. & Kesselman, Jonathan Rhys & Tedds, Lindsay M. & Crisan, I. Daria & Petit, Gillian, 2020. "Basic Income Simulations for the Province of British Columbia," MPRA Paper 105918, University Library of Munich, Germany.
• Zhenhan Huang & Fumihide Tanaka, 2021. "MSPM: A Modularized and Scalable Multi-Agent Reinforcement Learning-based System for Financial Portfolio Management," Papers 2102.03502, arXiv.org, revised Feb 2022.
• Kevin Kuo & Ronald Richman, 2021. "Embeddings and Attention in Predictive Modeling," Papers 2104.03545, arXiv.org.
• Kunal Pattanayak & Vikram Krishnamurthy, 2021. "Rationally Inattentive Utility Maximization for Interpretable Deep Image Classification," Papers 2102.04594, arXiv.org, revised Jul 2021.
• Nieddu, Marcello & Bertani, Filippo & Ponta, Linda, 2021. "Sustainability transition and digital trasformation: an agent-based perspective," MPRA Paper 106943, University Library of Munich, Germany.
• Samuel Cohen & Tanut Treetanthiploet, 2021. "Generalised correlated batched bandits via the ARC algorithm with application to dynamic pricing," Papers 2102.04263, arXiv.org, revised Oct 2022.
• Falco J. Bargagli Stoffi & Kenneth De Beckker & Joana E. Maldonado & Kristof De Witte, 2021. "Assessing Sensitivity of Machine Learning Predictions.A Novel Toolbox with an Application to Financial Literacy," Papers 2102.04382, arXiv.org.
• Livia Paranhos, 2021. "Predicting Inflation with Recurrent Neural Networks," Papers 2104.03757, arXiv.org, revised Oct 2023.
• Aymeric Vie, 2021. "Evolutionary Strategies with Analogy Partitions in p-guessing Games," Papers 2103.14379, arXiv.org.
• Zhong, Weifeng & Chan, Julian, 2020. "Predicting Authoritarian Crackdowns: A Machine Learning Approach," Working Papers 10464, George Mason University, Mercatus Center.
• Aymeric Vie, 2021. "A Genetic Algorithm approach to Asymmetrical Blotto Games with Heterogeneous Valuations," Papers 2103.14372, arXiv.org.
• Ali Hirsa & Joerg Osterrieder & Branka Hadji Misheva & Wenxin Cao & Yiwen Fu & Hanze Sun & Kin Wai Wong, 2021. "The VIX index under scrutiny of machine learning techniques and neural networks," Papers 2102.02119, arXiv.org.
• Boller, Daniel & Lechner, Michael & Okasa, Gabriel, 2021. "The Effect of Sport in Online Dating: Evidence from Causal Machine Learning," Economics Working Paper Series 2104, University of St. Gallen, School of Economics and Political Science.
• Mathias Reynaert & James M. Sallee, 2021. "Who Benefits When Firms Game Corrective Policies?," Post-Print hal-03167777, HAL.
• Zbozinek, Tomislav Damir & Charpentier, Caroline Juliette & Qi, Song & mobbs, dean, 2021. "Ambiguous Outcome Magnitude in Economic Decision Making with Low and High Monetary Stakes," OSF Preprints 5q4g7, Center for Open Science.
• Andreas Hornstein, 2021. "Quarantine, Contact Tracing, and Testing: Implications of an Augmented SEIR Model," Working Paper 21-08, Federal Reserve Bank of Richmond.
• Aguiar, Angel & Erwin Corong & Dominique van der Mensbrugghe, 2021. "Detailed Trade Policy Simulations Using a Global General Equilibrium Model," GTAP Working Papers 6199, Center for Global Trade Analysis, Department of Agricultural Economics, Purdue University.
• Qixuan Luo & Yu Shi & Handong Li, 2021. "Research on Portfolio Liquidation Strategy under Discrete Times," Papers 2103.15400, arXiv.org.
• Zhong, Weifeng & Chan, Julian & Ho, Kwan-Yuet & Lee, Kit, 2020. "Words Speak Louder Than Numbers: Estimating China’s COVID Severity with Deep Learning," Working Papers 10955, George Mason University, Mercatus Center.
• Jaydip Sen & Sidra Mehtab, 2021. "Accurate Stock Price Forecasting Using Robust and Optimized Deep Learning Models," Papers 2103.15096, arXiv.org.
• Nicolas Curin & Michael Kettler & Xi Kleisinger-Yu & Vlatka Komaric & Thomas Krabichler & Josef Teichmann & Hanna Wutte, 2021. "A deep learning model for gas storage optimization," Papers 2102.01980, arXiv.org, revised Mar 2021.
• Tedds, Lindsay M. & Crisan, I. Daria, 2020. "Evaluating the Existing Basic Income Simulation Literature," MPRA Paper 105915, University Library of Munich, Germany.
• Nosier, Shereen & Beram, Reham & Mahrous, Mohamed, 2021. "Household Poverty in Egypt: Poverty Profile, Econometric Modeling and Policy Simulations," SocArXiv d8spt, Center for Open Science.
• Alina Malkova & Klara Sabirianova Peter & Jan Svejnar, 2021. "Labor Informality and Credit Market Accessibility," Papers 2102.05803, arXiv.org.
• Chepeliev, Maksym & Israel Osorio Rodarte & Dominique van der Mensbrugghe, 2021. "Distributional Impacts of Carbon Pricing Policies under Paris Agreement: Inter and Intra-Regional Perspectives," GTAP Working Papers 6194, Center for Global Trade Analysis, Department of Agricultural Economics, Purdue University.
• Federico A. Bugni & Mengsi Gao, 2021. "Inference under Covariate-Adaptive Randomization with Imperfect Compliance," Papers 2102.03937, arXiv.org, revised Jul 2023.