Report NEP-CMP-2020-02-17

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:

• Shuaiqiang Liu & 'Alvaro Leitao & Anastasia Borovykh & Cornelis W. Oosterlee, 2020. "On Calibration Neural Networks for extracting implied information from American options," Papers 2001.11786, arXiv.org.
• Nicola Bianchessi & Stefan Irnich & Christian Tilk, 2020. "A Branch-Price-and-Cut Algorithm for the Capacitated Multiple Vehicle Traveling Purchaser Problem with Unitary Demand," Working Papers 2003, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz.
• Thomas Deschatre & Joseph Mikael, 2020. "Deep combinatorial optimisation for optimal stopping time problems : application to swing options pricing," Papers 2001.11247, arXiv.org, revised Jan 2021.
• Roberto Daluiso & Emanuele Nastasi & Andrea Pallavicini & Giulio Sartorelli, 2020. "Pricing commodity swing options," Papers 2001.08906, arXiv.org.
• Jaimovich, Nir & Saporta-Eksten, Itay & Siu, Henry E. & Yedid-Levi, Yaniv, 2020. "The Macroeconomics of Automation: Data, Theory, and Policy Analysis," IZA Discussion Papers 12913, Institute of Labor Economics (IZA).
• Christl, Michael & De Poli, Silvia & Varga, Janos, 2020. "Reducing the income tax burden for households with children: An assessment of the child tax credit reform in Austria," GLO Discussion Paper Series 464, Global Labor Organization (GLO).
• Jorge Blazquez & Marzio Galeotti & Baltasar Manzano & Axel Pierru & Shreekar Pradhan, 2019. "K-DSGE: A Dynamic Stochastic General Equilibrium Model for Saudi Arabia," Methodology Papers ks--2019-mp06, King Abdullah Petroleum Studies and Research Center.
• Mucha, Tomasz & Seppälä, Timo, 2020. "Artificial Intelligence Platforms – A New Research Agenda for Digital Platform Economy," ETLA Working Papers 76, The Research Institute of the Finnish Economy.
• Myrto Kalouptsidi & Yuichi Kitamura & Lucas Lima & Eduardo Souza-Rodrigues, 2020. "Partial Identification and Inference for Dynamic Models and Counterfactuals," Working Papers tecipa-655, University of Toronto, Department of Economics.
• Oriol Valles Codina, 2020. "Economic Production as Life: A Classical Approach to Computational Social Science," Working Papers 2001, New School for Social Research, Department of Economics.
• Tarek Hassan & Laurence van Lent & Stephan Hollander & Ahmed Tahoun, 2020. "The Global Impact of Brexit Uncertainty," Working Papers Series 106, Institute for New Economic Thinking.