Report NEP-CMP-2014-07-05

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:

• S. Borağan Aruoba & Jesús Fernández-Villaverde, 2014. "A Comparison of Programming Languages in Economics," NBER Working Papers 20263, National Bureau of Economic Research, Inc.
• Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo, 2014. "Rock around the Clock: An Agent-Based Model of Low- and High-Frequency Trading," GREDEG Working Papers 2014-21, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
• Bjørndal, Endre & Bjørndal, Mette & Gribkovskaia, Victoria, 2014. "Simulation of Congestion Management and Security Constraints in the Nordic Electricity Market," Discussion Papers 2014/30, Norwegian School of Economics, Department of Business and Management Science.
• Felix Ming Fai Wong & Zhenming Liu & Mung Chiang, 2014. "Stock Market Prediction from WSJ: Text Mining via Sparse Matrix Factorization," Papers 1406.7330, arXiv.org.
• Aleksei Minabutdinov & Ilia Manaev & Maxim Bouev, 2014. "Finding The Nearest Valid Covariance Matrix: A Fx Market Case," HSE Working papers WP BRP 32/FE/2014, National Research University Higher School of Economics.
• Gino Baudry & Cathy Macharis & Thomas Vallée, 2014. "A range based Multi-Actor Multicriteria Analysis to incorporate uncertainty in stakeholder based evaluation processes," Working Papers hal-01010513, HAL.
• Mishra, Sudhanshu K, 2014. "What happens if in the principal component analysis the Pearsonian is replaced by the Brownian coefficient of correlation?," MPRA Paper 56861, University Library of Munich, Germany.
• Ronald Hochreiter & Christoph Waldhauser, 2014. "Active extension portfolio optimization with non-convex risk measures using metaheuristics," Papers 1406.7723, arXiv.org.
• Federica Cerina & Zhen Zhu & Alessandro Chessa & Massimo Riccaboni, 2014. "World Input-Output Network," Working Papers 6/2014, IMT School for Advanced Studies Lucca, revised Jul 2014.
• Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko, 2014. "Intraday Anomalies and Market Efficiency: A Trading Robot Analysis," Discussion Papers of DIW Berlin 1377, DIW Berlin, German Institute for Economic Research.