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Report NEP-ORE-2018-12-10
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:
- Alós-Ferrer, Carlos & Fehr, Ernst & Netzer, Nick, 2018, "Time Will Tell: Recovering Preferences When Choices Are Noisy," IZA Discussion Papers, Institute of Labor Economics (IZA), number 11918, Oct.
- Sarfati, Mahir & Hesamzadeh, Mohammad Reza & Holmberg, Pär, 2018, "Increase-Decrease Game under Imperfect Competition in Two-stage Zonal Power Markets – Part I: Concept Analysis," Working Paper Series, Research Institute of Industrial Economics, number 1253, Nov.
- Steel, Mark F. J., 2017, "Model Averaging and its Use in Economics," MPRA Paper, University Library of Munich, Germany, number 90110, Sep, revised 16 Nov 2018.
- Yukai Yang & Luc Bauwens, 2018, "State-Space Models on the Stiefel Manifold with A New Approach to Nonlinear Filtering," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-30, Nov.
- Hao Dong & Taisuke Otsu, 2018, "Nonparametric Estimation of Additive Model With Errors-in-Variables," Departmental Working Papers, Southern Methodist University, Department of Economics, number 1812, Dec.
- Pierlauro Lopez & David Lopez-Salido & Francisco Vazquez-Grande, 2018, "Risk-Adjusted Linearizations of Dynamic Equilibrium Models," Working papers, Banque de France, number 702.
- Radványi, Anna, 2018, "The Shapley Value for Upstream Responsibility Games," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2018/06, Nov.
- Seojeong Lee & Youngki Shin, 2018, "Optimal Estimation with Complete Subsets of Instruments," Department of Economics Working Papers, McMaster University, number 2018-15, Oct.
- Bryan S. Graham & Cristine Campos de Xavier Pinto, 2018, "Semiparametrically Efficient Estimation of the Average Linear Regression Function," NBER Working Papers, National Bureau of Economic Research, Inc, number 25234, Nov.
- Sarfati, Mahir & Hesamzadeh, Mohammad Reza & Holmberg, Pär, 2018, "Increase-Decrease Game under Imperfect Competition in Two-stage Zonal Power Markets – Part II: Solution Algorithm," Working Paper Series, Research Institute of Industrial Economics, number 1254, Nov.
- Eric Benhamou, 2018, "Kalman filter demystified: from intuition to probabilistic graphical model to real case in financial markets," Papers, arXiv.org, number 1811.11618, Nov, revised Dec 2018.
- Hattori, Keisuke & Zennyo, Yusuke, 2018, "Heterogeneous Consumer Expectations and Monopoly Pricing for Durables with Network Externalities," MPRA Paper, University Library of Munich, Germany, number 89893, Apr, revised 08 Nov 2018.
- Byeong U. Park & Lèopold Simar & Valentin Zelenyuk, 2018, "Forecasting of Recessions via Dynamic Probit for Time Series: Replication and Extension of Kauppi and Saikkonen (2008)," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP092018, Nov.
- Przemysław Ryś & Robert Ślepaczuk, 2018, "Machine learning in algorithmic trading strategy optimization - implementation and efficiency," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2018-25.