Report NEP-CMP-2019-11-11

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:

• Grey Gordon, 2019. "Efficient Computation with Taste Shocks," Working Paper 19-15, Federal Reserve Bank of Richmond.
• Alexander J. M. Kell & Matthew Forshaw & A. Stephen McGough, 2019. "ElecSim: Monte-Carlo Open-Source Agent-Based Model to Inform Policy for Long-Term Electricity Planning," Papers 1911.01203, arXiv.org.
• Junming Yang & Yaoqi Li & Xuanyu Chen & Jiahang Cao & Kangkang Jiang, 2019. "Deep Learning for Stock Selection Based on High Frequency Price-Volume Data," Papers 1911.02502, arXiv.org.
• Ben R. Craig & Dietmar Maringer & Sandra Paterlini, 2019. "Recreating Banking Networks under Decreasing Fixed Costs," Working Papers 19-21, Federal Reserve Bank of Cleveland.
• Christoph Böhringer & Knut Einar Rosendahl & Halvor Briseid Storrøsten, 2019. "Smart Hedging Against Carbon Leakage," CESifo Working Paper Series 7915, CESifo.
• J.A. Giesecke & R. Waschik & N.H. Tran, 2019. "Modelling the Consequences of the U.S.-China Trade War and Related Trade Frictions for the U.S., Chinese, Australian and Global Economies," Centre of Policy Studies/IMPACT Centre Working Papers g-294, Victoria University, Centre of Policy Studies/IMPACT Centre.
• Marco Guerzoni & Consuelo R. Nava & Massimiliano Nuccio, 2019. "The survival of start-ups in time of crisis. A machine learning approach to measure innovation," Papers 1911.01073, arXiv.org.
• Philippe G. LeFloch & Jean-Marc Mercier, 2019. "The Transport-based Mesh-free Method (TMM) and its applications in finance: a review," Papers 1911.00992, arXiv.org, revised Nov 2019.
• Nathalie GAUSSIER & Seghir ZERGUINI, 2019. "MUST-B: a multi-agent LUTI model for systemic simulation of urban policies," Cahiers du GREThA (2007-2019) 2019-13, Groupe de Recherche en Economie Théorique et Appliquée (GREThA).
• Magnus Wiese & Lianjun Bai & Ben Wood & Hans Buehler, 2019. "Deep Hedging: Learning to Simulate Equity Option Markets," Papers 1911.01700, arXiv.org.
• Humoud Alsabah & Agostino Capponi & Octavio Ruiz Lacedelli & Matt Stern, 2019. "Robo-advising: Learning Investors' Risk Preferences via Portfolio Choices," Papers 1911.02067, arXiv.org, revised Nov 2019.
• Agostino Capponi & Sveinn Olafsson & Thaleia Zariphopoulou, 2019. "Personalized Robo-Advising: Enhancing Investment through Client Interaction," Papers 1911.01391, arXiv.org, revised Nov 2020.
• Masafumi Nakano & Akihiko Takahashi, 2019. "A New Investment Method with AutoEncoder: Applications to Cryptocurrencies," CIRJE F-Series CIRJE-F-1128, CIRJE, Faculty of Economics, University of Tokyo.