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Report NEP-ORE-2015-06-20
This 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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ORE
The following items were announced in this report:
- Giacomo Sbrana & Andrea Silvestrini & Fabrizio Venditti, 2015, "Short term inflation forecasting: the M.E.T.A. approach," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1016, Jun.
- Andrew Binning & Junior Maih, 2015, "Sigma Point Filters For Dynamic Nonlinear Regime Switching Models," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 4/2015, Apr.
- Alessandra Luati & Tommaso Proietti, 2015, "Generalised partial autocorrelations and the mutual information between past and future," CEIS Research Paper, Tor Vergata University, CEIS, number 344, Jun, revised 05 Jun 2015.
- Simone Cerreia Vioglio & Fabio Maccheroni & Massimo Marinacci, 2015, "Stochastic Dominance Analysis without the Independence Axiom," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 549.
- Marco Corazza & Andrea Sangalli, 2015, "Q-Learning and SARSA: a comparison between two intelligent stochastic control approaches for financial trading," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2015:15, revised 2015.
- Bertille Antoine & Otilia, 2015, "Inference in linear models with structural changes and mixed identification strength," Discussion Papers, Department of Economics, Simon Fraser University, number dp15-05, Jun.
- Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2015, "Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 550.
- José Antonio Robles-Zurita, 2015, "Alternation Bias and Sums of Identically Distributed Monetary Lotteries," Working Papers, Universidad Pablo de Olavide, Department of Economics, number 15.08, Jun.
- Jari Hännikäinen, 2014, "Multi-step forecasting in the presence of breaks," Working Papers, Tampere University, Faculty of Management and Business, Economics, number 1494, May.
- Müller, Christian, 2015, "Radical uncertainty: Sources, manifestations and implications," Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel), number 2015-41.
- Alexander Dokumentov & Rob J. Hyndman, 2015, "STR: A Seasonal-Trend Decomposition Procedure Based on Regression," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/15.
- Antoine Kornprobst & Raphael Douady, 2015, "A Practical Approach to Financial Crisis Indicators Based on Random Matrices," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15049, Jun.
- Souhaib Ben Taieb & Raphael Huser & Rob J. Hyndman & Marc G. Genton, 2015, "Probabilistic time series forecasting with boosted additive models: an application to smart meter data," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/15.
- Kascha, Christian & Trenkler, Carsten, 2015, "Forecasting VARs, model selection, and shrinkage," Working Papers, University of Mannheim, Department of Economics, number 15-07.
- M. Rouhani, Omid, 2015, "Impact of Value of Time (VOT) on toll roads," MPRA Paper, University Library of Munich, Germany, number 65087, Jun.
- Item repec:hum:wpaper:sfb649dp2015-030 is not listed on IDEAS anymore
- Stephen Chick & Martin Forster & Paolo Pertile, 2015, "A Bayesian Decision-Theoretic Model of Sequential Experimentation with Delayed Response," Discussion Papers, Department of Economics, University of York, number 15/09, Jun.
- Chang Min Lee & Hahn Shik LEE, 2015, "Improving the Predictive Power of Spreads for Economic Activity: Decomposition Methods," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2503528, Jun.
- Warren Young & Stephen Spear, 2015, "Generalizations of Optimal Growth Theory: Stochastic Models, Mathematics, and Meta-Synthesis," Working Papers, Bar-Ilan University, Department of Economics, number 2015-05, May.
- Item repec:hhs:bofitp:2015_019 is not listed on IDEAS anymore
- Hirano, Tomohiro & Inaba, Masaru & Yanagawa, Noriyuki, 2015, "Asset Bubbles and Bailouts," HIT-REFINED Working Paper Series, Institute of Economic Research, Hitotsubashi University, number 19, May.