Report NEP-ORE-2016-07-30

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.

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Other reports in NEP-ORE

The following items were announced in this report:

• Bartosz Uniejewski & Jakub Nowotarski & Rafal Weron, 2016. "Automated variable selection and shrinkage for day-ahead electricity price forecasting," HSC Research Reports HSC/16/06, Hugo Steinhaus Center, Wroclaw University of Technology.
• Lucas FIEVET & Zalàn FORRO & Peter CAUWELS & Didier SORNETTE, 2014. "Forecasting Future Oil Production in Norway and the UK: A General Improved Methodology," Swiss Finance Institute Research Paper Series 14-46, Swiss Finance Institute.
• Bell, Peter N, 2015. "Identifying the Median Path of a Stochastic Processes," MPRA Paper 72680, University Library of Munich, Germany.
• Paul Schneider & Fabio Trojani, 2015. "Divergence and the Price of Uncertainty," Swiss Finance Institute Research Paper Series 15-60, Swiss Finance Institute.
• Paul SCHNEIDER, 2014. "Generalized Risk Premia," Swiss Finance Institute Research Paper Series 14-29, Swiss Finance Institute.