Report NEP-CMP-2021-02-08

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:

• Roberto Roson, 2021. "The MEGA Regional General Equilibrium Model," Working Papers 2021:06, Department of Economics, University of Venice "Ca' Foscari".
• Filippo Neri, 2020. "How to Identify Investor's types in real financial markets by means of agent based simulation," Papers 2101.03127, arXiv.org.
• Bertani, Filippo & Raberto, Marco & Teglio, Andrea & Cincotti, Silvano, 2021. "Digital Innovation and its Potential Consequences: the Elasticity Augmenting Approach," MPRA Paper 105326, University Library of Munich, Germany.
• Maximilien Germain & Huyên Pham & Xavier Warin, 2021. "Neural networks-based algorithms for stochastic control and PDEs in finance ," Working Papers hal-03115503, HAL.
• Teglio, Andrea, 2020. "On the typicality of the representative agent," MPRA Paper 105407, University Library of Munich, Germany.
• Antonio Briola & Jeremy Turiel & Riccardo Marcaccioli & Alvaro Cauderan & Tomaso Aste, 2021. "Deep Reinforcement Learning for Active High Frequency Trading," Papers 2101.07107, arXiv.org, revised Aug 2023.
• Bo Cowgill, 2019. "Bias and Productivity in Humans and Machines," Upjohn Working Papers 19-309, W.E. Upjohn Institute for Employment Research.
• Mehran Taghian & Ahmad Asadi & Reza Safabakhsh, 2021. "A Reinforcement Learning Based Encoder-Decoder Framework for Learning Stock Trading Rules," Papers 2101.03867, arXiv.org.
• Tae Wan Kim & Matloob Khushi, 2020. "Portfolio Optimization with 2D Relative-Attentional Gated Transformer," Papers 2101.03138, arXiv.org.
• Racine Ly & Fousseini Traore & Khadim Dia, 2021. "Forecasting Commodity Prices Using Long Short-Term Memory Neural Networks," Papers 2101.03087, arXiv.org, revised Jan 2021.
• L'aszl'o Csat'o, 2021. "A comparative study of scoring systems by simulations," Papers 2101.05744, arXiv.org, revised Jun 2022.
• Gabriel M. Ahlfeldt & Thilo N. H. Albers & Kristian Behrens, 2020. "Prime locations," CEP Discussion Papers dp1725, Centre for Economic Performance, LSE.
• Arunav Das, 2021. "Visual Analytics approach for finding spatiotemporal patterns from COVID19," Papers 2101.06476, arXiv.org.
• Sophia Gu, 2021. "Deep Reinforcement Learning with Function Properties in Mean Reversion Strategies," Papers 2101.03418, arXiv.org, revised Sep 2021.
• Mr. Andrew J Tiffin, 2019. "Machine Learning and Causality: The Impact of Financial Crises on Growth," IMF Working Papers 2019/228, International Monetary Fund.
• Bertrand Jayles & Ramon Escobedo & Stéphane Cezera & Adrien Blanchet & Tatsuya Kameda & Clément Sire & Guy Théraulaz, 2020. "The impact of incorrect social information on collective wisdom in human groups," Post-Print hal-03019820, HAL.
• Lukas Gonon & Christoph Schwab, 2021. "Deep ReLU Network Expression Rates for Option Prices in high-dimensional, exponential L\'evy models," Papers 2101.11897, arXiv.org, revised Jul 2021.