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Report NEP-ORE-2018-07-09
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:
- Jiti Gao & Namhyun Kim & Patrick W. Saart, 2018, "On endogeneity and shape invariance in extended partially linear single index models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/18.
- Karol Gellert & Erik Schlogl, 2018, "Parameter Learning and Change Detection Using a Particle Filter With Accelerated Adaptation," Papers, arXiv.org, number 1806.05387, Jun.
- Hernández-Ramos, Lesdy Natalie & Venegas-Martínez, Francisco, 2018, "Un modelo estocástico de equilibrio general de una economía pequeña y abierta para evaluar el desempeño de la política fiscal y monetaria: el caso mexicano 1990-2015
[A Stochastic General Equilibri," MPRA Paper, University Library of Munich, Germany, number 87666, Jun. - Gianluca De Nard & Olivier Ledoit & Michael Wolf, 2018, "Factor models for portfolio selection in large dimensions: the good, the better and the ugly," ECON - Working Papers, Department of Economics - University of Zurich, number 290, Jun, revised Dec 2018.
- Liyuan Chen & Paola Zerilli & Christopher F Baum, 2018, "Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications," Boston College Working Papers in Economics, Boston College Department of Economics, number 953, Jan.
- Malesios, C & Demiris, N & Kalogeropoulos, K & Ntzoufras, I, 2017, "Bayesian epidemic models for spatially aggregated count data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 77939, Jun.
- Niko Hauzenberger & Florian Huber & Michael Pfarrhofer & Thomas O. Zorner, 2018, "Stochastic model specification in Markov switching vector error correction models," Papers, arXiv.org, number 1807.00529, Jul, revised Sep 2019.
- Matteo Brachetta & Claudia Ceci, 2018, "Optimal proportional reinsurance and investment for stochastic factor models," Papers, arXiv.org, number 1806.01223, Jun.