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Report NEP-ORE-2017-11-19
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:
- Niu, Cuizhen & Wong, Wing-Keung & Zhu, Lixing, 2017, "Farinelli and Tibiletti ratio and Stochastic Dominance," MPRA Paper, University Library of Munich, Germany, number 82737, Nov.
- Manabu Asai & Shelton Peiris & Michael McAleer, 2017, "Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2017-26, Nov.
- Philipp Renner & Simon Scheidegger, 2017, "Machine learning for dynamic incentive problems," Working Papers, Lancaster University Management School, Economics Department, number 203620397.
- Philipp Renner & Karl Schmedders, 2017, "Dynamic Principal–Agent Models," Working Papers, Lancaster University Management School, Economics Department, number 203620456.
- Manabu Asai & Michael McAleer & Shelton Peiris, 2017, "Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-105/III, Nov.
- Biqing Cai & Jiti Gao, 2017, "A simple nonlinear predictive model for stock returns," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/17.