Report NEP-CMP-2022-03-28

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:

• Gurjeet Singh, 2022. "Machine Learning Models in Stock Market Prediction," Papers 2202.09359, arXiv.org.
• Fred Espen Benth & Nils Detering & Luca Galimberti, 2022. "Pricing options on flow forwards by neural networks in Hilbert space," Papers 2202.11606, arXiv.org.
• Samuele Centorrino & Jean-Pierre Florens & Jean-Michel Loubes, 2022. "Fairness constraint in Structural Econometrics and Application to fair estimation using Instrumental Variables," Papers 2202.08977, arXiv.org.
• Levy, Daniel & Mayer, Tamir & Raviv, Alon, 2022. "Economists in the 2008 Financial Crisis: Slow to See, Fast to Act," MPRA Paper 112008, University Library of Munich, Germany.
• Erhan Bayraktar & Tao Chen, 2022. "Nonparametric Adaptive Robust Control Under Model Uncertainty," Papers 2202.10391, arXiv.org, revised Mar 2022.
• Pihnastyi, Oleh & Kozhevnikov, Georgii, 2020. "Control of a Conveyor Based on a Neural Network," MPRA Paper 111950, University Library of Munich, Germany, revised 09 Oct 2021.
• German Rodikov & Nino Antulov-Fantulin, 2022. "Can LSTM outperform volatility-econometric models?," Papers 2202.11581, arXiv.org.
• Zexuan Yin & Paolo Barucca, 2022. "Neural Generalised AutoRegressive Conditional Heteroskedasticity," Papers 2202.11285, arXiv.org.
• Giuseppe Genovese & Ashkan Nikeghbali & Nicola Serra & Gabriele Visentin, 2022. "Universal approximation of credit portfolio losses using Restricted Boltzmann Machines," Papers 2202.11060, arXiv.org, revised Apr 2023.
• Jan Balaguer & Raphael Koster & Christopher Summerfield & Andrea Tacchetti, 2022. "The Good Shepherd: An Oracle Agent for Mechanism Design," Papers 2202.10135, arXiv.org.
• Markus Brunnermeier & Rohit Lamba & Carlos Segura-Rodriguez, 2020. "Inverse Selection," Working Papers 2020-50, Princeton University. Economics Department..
• Alejandro Rodriguez Dominguez, 2022. "Portfolio Optimization based on Neural Networks Sensitivities from Assets Dynamics respect Common Drivers," Papers 2202.08921, arXiv.org, revised Dec 2022.
• Jan Balaguer & Raphael Koster & Ari Weinstein & Lucy Campbell-Gillingham & Christopher Summerfield & Matthew Botvinick & Andrea Tacchetti, 2022. "HCMD-zero: Learning Value Aligned Mechanisms from Data," Papers 2202.10122, arXiv.org, revised May 2022.
• Daniel Fischer & Alain Berro & Klaus Nordhausen & Anne Ruiz-Gazen, 2021. "REPPlab: An R package for detecting clusters and outliers using exploratory projection pursuit," Post-Print hal-03548865, HAL.
• Resce, Giuliano, 2022. "Political and Non-Political Officials in Local Government," Economics & Statistics Discussion Papers esdp22079, University of Molise, Department of Economics.
• Laureti, Lucio & Costantiello, Alberto & Matarrese, Marco Maria & Leogrande, Angelo, 2022. "Foreign Doctorate Students in Europe," MPRA Paper 111954, University Library of Munich, Germany.