Report NEP-ORE-2010-04-24This is the archive for NEP-ORE, a report on new working papers in the area of Operations Research. Walter Frisch issued this report. It is usually issued weekly.
The following items were announced in this report:
- Francq, Christian & Zakoian, Jean-Michel, 2010. "Optimal predictions of powers of conditionally heteroskedastic processes," MPRA Paper 22155, University Library of Munich, Germany.
- Ardia, David & Boudt, Kris & Carl, Peter & Mullen, Katharine M. & Peterson, Brian, 2010. "Differential Evolution (DEoptim) for Non-Convex Portfolio Optimization," MPRA Paper 22135, University Library of Munich, Germany.
- Helmut Luetkepohl, 2010. "Forecasting Nonlinear Aggregates and Aggregates with Time-varying Weights," Economics Working Papers, European University Institute ECO2010/11, European University Institute.
- Viktoria Blüschke-Nikolaeva & Dmitri Blüschke & Reinhard Neck, 2010. "Optimal Control of Nonlinear Dynamic Econometric Models: An Algorithm and an Application," Working Papers, COMISEF 032, COMISEF.
- Roxana Chiriac & Winfried Pohlmeier, 2010. "How Risky Is the Value at Risk?," Working Paper Series, The Rimini Centre for Economic Analysis 07_10, The Rimini Centre for Economic Analysis.
- Khan, Zahid & Asghar, Zahid, 2009. "Determination of stochastic vs. deterministic trend in quarterly GDP of Pakistan," MPRA Paper 22091, University Library of Munich, Germany, revised 10 Apr 2010.