Report NEP-CMP-2006-09-16This 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.
The following items were announced in this report:
- Viviana Fernandez & Brian M Lucey, 2006. "Portfolio management implications of volatility shifts: Evidence from simulated data," Documentos de Trabajo 219, Centro de Economía Aplicada, Universidad de Chile.
- Kleijnen, J.P.C., 2006. "Generalized Response Surface Methodology: A New Metaheuristic," Discussion Paper 2006-77, Tilburg University, Center for Economic Research.
- Christopher J. Neely & Paul A. Weller & Joshua M. Ulrich, 2007. "The adaptive markets hypothesis: evidence from the foreign exchange market," Working Papers 2006-046, Federal Reserve Bank of St. Louis.
- Gong, Y. & Yucesan, E., 2006. "The Multi-Location Transshipment Problem with Positive Replenishment Lead Times," Research Paper ERS-2006-048-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni.
- Kleijnen, J.P.C. & Wan, J., 2006. "Optimization of Simulated Inventory Systems: OptQuest and Alternatives," Discussion Paper 2006-75, Tilburg University, Center for Economic Research.
- Roques, F.A. & Nuttall, W.J. & Newbery, D.M., 2006. "Using Probabilistic Analysis to Value Power Generation Investments Under Uncertainty," Cambridge Working Papers in Economics 0650, Faculty of Economics, University of Cambridge.