Report NEP-ORE-2011-10-09This 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:
- Lars Stentoft, 2011. "American Option Pricing with Discrete and Continuous Time Models: An Empirical Comparison," CREATES Research Papers 2011-34, Department of Economics and Business Economics, Aarhus University.
- Todd E. Clark & Michael W. McCracken, 2011. "Advances in forecast evaluation," Working Paper 1120, Federal Reserve Bank of Cleveland.
- Thomas Grubinger & Achim Zeileis & Karl-Peter Pfeiffer, 2011. "evtree: Evolutionary Learning of Globally Optimal Classification and Regression Trees in R," Working Papers 2011-20, Faculty of Economics and Statistics, University of Innsbruck.
- Joanna Janczura & Rafal Weron, 2011. "Efficient estimation of Markov regime-switching models: An application to electricity spot prices," HSC Research Reports HSC/11/02, Hugo Steinhaus Center, Wroclaw University of Technology.