Report NEP-CMP-2020-05-04

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:

• Leonard Sabetti & Ronald Heijmans, 2020. "Shallow or deep? Detecting anomalous flows in the Canadian Automated Clearing and Settlement System using an autoencoder," Working Papers 681, DNB.
• Raquel M. Gaspar & Sara D. Lopes & Bernardo Sequeira, 2020. "Neural Network pricing of American put options," Working Papers REM 2020/0122, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Marek Stelmach & Marcin Chlebus, 2020. "Novel multilayer stacking framework with weighted ensemble approach for multiclass credit scoring problem application," Working Papers 2020-08, Faculty of Economic Sciences, University of Warsaw.
• Maria Priscila Ramos & Estefania Custodio & Sofia Jimenez & Alfredo Mainar Causape & Pierre Boulanger & Emanuele Ferrari, 2020. "Assessing market incentive policies in Kenya with a food security and nutrition perspective: a macro-microsimulation approach," JRC Research Reports JRC119390, Joint Research Centre.
• Grilli, Luca & Santoro, Domenico, 2020. "Generative Adversarial Network for Market Hourly Discrimination," MPRA Paper 99846, University Library of Munich, Germany.
• Yoseph Y. Getachew & Stephen J. Turnovsky, 2020. "Redistribution, Inequality, and Efficiency with Credit Constraints," Working Papers 202028, University of Pretoria, Department of Economics.
• Hauser, Luisa-Marie & Schlag, Carsten-Henning & Wolf, André, 2020. "Demographic change in Switzerland: Impacts on economic growth in an Overlapping Generations Model," HWWI Research Papers 191, Hamburg Institute of International Economics (HWWI).
• Schnaubelt, Matthias, 2020. "Deep reinforcement learning for the optimal placement of cryptocurrency limit orders," FAU Discussion Papers in Economics 05/2020, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
• Christophe Croux & Julapa Jagtiani & Tarunsai Korivi & Milos Vulanovic, 2020. "Important Factors Determining Fintech Loan Default: Evidence from the LendingClub Consumer Platform," Working Papers 20-15, Federal Reserve Bank of Philadelphia.
• Vadlamani Ravi & Vadlamani Madhav, 2020. "Optimizing the reliability of a bank with Logistic Regression and Particle Swarm Optimization," Papers 2004.11122, arXiv.org.
• Alexander Mihailov, 2020. "Quantifying the Macroeconomic Effects of the COVID-19 Lockdown: Comparative Simulations of the Estimated Galí-Smets-Wouters Model," Economics Discussion Papers em-dp2020-07, Department of Economics, University of Reading.
• Schnaubelt, Matthias & Seifert, Oleg, 2020. "Valuation ratios, surprises, uncertainty or sentiment: How does financial machine learning predict returns from earnings announcements?," FAU Discussion Papers in Economics 04/2020, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
• Stefano Baruffaldi & Brigitte van Beuzekom & Hélène Dernis & Dietmar Harhoff & Nandan Rao & David Rosenfeld & Mariagrazia Squicciarini, 2020. "Identifying and measuring developments in artificial intelligence: Making the impossible possible," OECD Science, Technology and Industry Working Papers 2020/05, OECD Publishing.
• Richard Heuver & Ron Berndsen, 2020. "Liquidity Coverage Ratio in a Payments Network: Uncovering Contagion Paths," Working Papers 678, DNB.
• Figari, Francesco & V. Fiorio, Carlo, 2020. "Welfare resilience in the immediate aftermath of the COVID-19 outbreak in Italy," EUROMOD Working Papers EM6/20, EUROMOD at the Institute for Social and Economic Research.
• Daria Dzyabura & Renana Peres, 2019. "Visual Elicitation of Brand Perception," Working Papers w0260, New Economic School (NES).
• Shaun Byck & Ronald Heijmans, 2020. "How much liquidity would a liquidity-saving mechanism save if a liquidity-saving mechanism could save liquidity? A simulation approach for Canada's large-value payment system Shaun Byck," Working Papers 682, DNB.
• Mathias Dolls, 2020. "An Unemployment Re-Insurance Scheme for the Eurozone? Stabilizing and Redistributive Effects," CESifo Working Paper Series 8219, CESifo.
• Enkhbayar Shagdar & Tomoyoshi Nakajima, 2020. "Economic Impacts to Be Brought by the DPRK's Return to International Society: CGE Analysis with the GTAP 9A Data Base," Discussion papers 2003, ERINA - Economic Research Institute for Northeast Asia.
• Tam Tran-The, 2020. "Modeling Institutional Credit Risk with Financial News," Papers 2004.08204, arXiv.org.
• Daria Dzyabura & Siham El Kihal & John R. Hauser & Marat Ibragimov, 2019. "Leveraging the Power of Images in Managing Product Return Rates," Working Papers w0259, New Economic School (NES).
• Katrin Heßler & Stefan Irnich & Tobias Kreiter & Ulrich Pferschy, 2020. "Lexicographic Bin-Packing Optimization for Loading Trucks in a Direct-Shipping System," Working Papers 2009, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz.
• Tarek A. Hassan & Laurence van Lent & Stephan Hollander & Ahmed Tahoun, 2020. "Firm-Level Exposure to Epidemic Diseases: Covid-19, SARS, and H1N1," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-340, Boston University - Department of Economics.
• Paul D McNelis & James Yetman, 2020. "Volatility spillovers and capital buffers among the G-SIBs," BIS Working Papers 856, Bank for International Settlements.
• Lukasz A. Drozd & Marina Tavares, 2020. "Responding to COVID-19: A Note," Working Papers 20-14, Federal Reserve Bank of Philadelphia.
• Ryan Banerjee & Anamaria Illes & Enisse Kharroubi & José María Serena Garralda, 2020. "Covid-19 and corporate sector liquidity," BIS Bulletins 10, Bank for International Settlements.
• Torry, Malcolm, 2020. "Evaluation of a Recovery Basic Income, and of a sustainable revenue neutral Citizen’s Basic Income, with an appendix relating to different Universal Credit roll-out scenarios," EUROMOD Working Papers EM7/20, EUROMOD at the Institute for Social and Economic Research.
• Pauline Affeldt & Tomaso Duso & Florian Szücs, 2020. "25 Years of European Merger Control," CESifo Working Paper Series 8213, CESifo.
• Daniel S. Hamermesh, 2020. "Lock-downs, Loneliness and Life Satisfaction," NBER Working Papers 27018, National Bureau of Economic Research, Inc.
• Chenxu Li & Olivier Scaillet & Yiwen Shen, 2020. "Wealth Effect on Portfolio Allocation in Incomplete Markets," Papers 2004.10096, arXiv.org, revised Aug 2021.
• Andrey Itkin & Dmitry Muravey, 2020. "Semi-closed form prices of barrier options in the Hull-White model," Papers 2004.09591, arXiv.org, revised Sep 2020.
• Derek Singh & Shuzhong Zhang, 2020. "Robust Arbitrage Conditions for Financial Markets," Papers 2004.09432, arXiv.org.