Report NEP-ORE-2010-10-02This 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:
- Massimiliano Caporin & Michael McAleer, 2010. "Model Selection and Testing of Conditional and Stochastic Volatility Models," KIER Working Papers 724, Kyoto University, Institute of Economic Research.
- Johannes, Jan & Van Bellegem, Sébastien & Vanhems, Anne, 2010. "Iterative Regularization in Nonparametric Instrumental Regression," TSE Working Papers 10-184, Toulouse School of Economics (TSE).
- DEVOLDER, Olivier & GLINEUR, FranÃ§ois & NESTEROV, Yurii, 2010. "Double smoothing technique for infinite-dimensional optimization problems with applications to optimal control," CORE Discussion Papers 2010034, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Marianna Lyra, 2010. "Heuristic Strategies in Finance – An Overview," Working Papers 045, COMISEF.
- Yu. A. Kuperin & P. A. Poloskov, 2010. "Analytical and Numerical Approaches to Pricing the Path-Dependent Options with Stochastic Volatility," Papers 1009.4587, arXiv.org.
- Magda Schiegl, 2010. "A three dimensional stochastic Model for Claim Reserving," Papers 1009.4146, arXiv.org.
- Carlos Martins-Filho & Feng Yao, 2010. "Nonparametric stochastic frontier estimation via profile," Working Papers 10-09, Department of Economics, West Virginia University.
- Peter Fuleky & Eric Zivot, 2010. "Indirect Inference Based on the Score," Working Papers UWEC-2010-08, University of Washington, Department of Economics.
- Jens Leth Hougaard & Mich Tvede, 2010. "n-Person Nonconvex Bargaining: Efficient Proportional Solution," Discussion Papers 10-21, University of Copenhagen. Department of Economics.
- Evarist Stoja & Arnold Polanski, 2009. "Efficient Evaluation of Multidimensional Time-Varying Density Forecasts with an Application to Risk Management," Bristol Economics Discussion Papers 09/617, Department of Economics, University of Bristol, UK.
- Burnecki, Krzysztof & Weron, Rafal, 2010. "Simulation of Risk Processes," MPRA Paper 25444, University Library of Munich, Germany.
- Florens, Jean-Pierre & Schwarz, Maik & Van Bellegem, Sébastien, 2010. "Nonparametric Frontier Estimation from Noisy Data," TSE Working Papers 10-179, Toulouse School of Economics (TSE).