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Report NEP-ORE-2018-10-01
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:
- Zorana Grbac & David Krief & Peter Tankov, 2018, "Long-time trajectorial large deviations for affine stochastic volatility models and application to variance reduction for option pricing," Papers, arXiv.org, number 1809.06153, Sep.
- Lei Zhang, 2018, "Artificial Neural Network Based Chaotic Generator Design for The Prediction of Financial Time Series," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 6409417, Jun.
- Sergey Ivashchenko & Semih Emre Cekin & Kevin Kotze & Rangan Gupta, 2018, "Forecasting with second-order approximations and Markov-switching DSGE models," School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town, number 2018-10.
- Dinghai Xu & Jingru Ji & Donghua Wang, 2018, "Modelling the spreading process of extreme risks via a simple agent-based model: Evidence from the China stock market," Working Papers, University of Waterloo, Department of Economics, number 1806, Jan, revised 09 Jan 2018.
- Whitney Newey & Sami Stouli, 2018, "Control Variables, Discrete Instruments, and Identification of Structural Functions," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 18/702, Sep.
- Xin Guo & Wenpin Tang & Renyuan Xu, 2018, "A class of stochastic games and moving free boundary problems," Papers, arXiv.org, number 1809.03459, Sep, revised Oct 2021.
- Ando, Tomohiro & Bai, Jushan, 2018, "Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity," MPRA Paper, University Library of Munich, Germany, number 88765, Jun.
- Pihnastyi, Oleh & Parachnevych, Oksana, 2018, "On the formulation of the problem of optimal control of production parameters using a two-level model of the production process," MPRA Paper, University Library of Munich, Germany, number 88761, Jun, revised 01 Sep 2018.