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Report NEP-ORE-2015-06-27
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:
- Steg, Jan-Henrik & Thijssen, Jacco, 2015, "Quick or Persistent? Strategic Investment Demanding Versatility," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 541, Jun.
- Johan Dahlin & Mattias Villani & Thomas B. Schon, 2015, "Bayesian optimisation for fast approximate inference in state-space models with intractable likelihoods," Papers, arXiv.org, number 1506.06975, Jun, revised Jun 2017.
- Davide Delle Monache & Stefano Grassi & Paolo Santucci de Magistris, 2015, "Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-30, Jun.
- Yang, Bill Huajian & Du, Zunwei, 2015, "Stress Testing and Modeling of Rating Migration under the Vasicek Model Framework - Empirical approaches and technical implementation," MPRA Paper, University Library of Munich, Germany, number 65168, Jun.
- Lorenz Schneider & Bertrand Tavin, 2015, "Seasonal Stochastic Volatility and Correlation together with the Samuelson Effect in Commodity Futures Markets," Papers, arXiv.org, number 1506.05911, Jun.
- Item repec:hum:wpaper:sfb649dp2015-031 is not listed on IDEAS anymore
- Vermeulen, Ben & Pyka, Andreas, 2015, "Agent-based modeling for decision making in economics under uncertainty," Economics Discussion Papers, Kiel Institute for the World Economy, number 2015-45.
- Tae-Hwan Kim & Christophe Muller, 2015, "A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2015rwp-82, Jun.
- Item repec:qmw:qmwecw:wp749 is not listed on IDEAS anymore
- Dominique Guegan & Bertrand K. Hassani & Kehan Li, 2015, "The Spectral Stress VaR (SSVaR)," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15052, Jun.
- Anna Klabunde & Frans J. Willekens & Sabine Zinn & Matthias Leuchter, 2015, "An agent-based decision model of migration, embedded in the life course - Model description in ODD+D format," MPIDR Working Papers, Max Planck Institute for Demographic Research, Rostock, Germany, number WP-2015-002, DOI: 10.4054/MPIDR-WP-2015-002.
- Michael W. McCracken & Serena Ng, 2015, "FRED-MD: A Monthly Database for Macroeconomic Research," Working Papers, Federal Reserve Bank of St. Louis, number 2015-12, Jun, DOI: 10.20955/wp.2015.012.
- Fulghieri, Paolo & Hackbarth, Dirk & Garcia, Diego, 2015, "Asymmetric information, security design, and the pecking (dis)order," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10660, Jun.