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Report NEP-ORE-2019-07-22
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:
- Gilles de Truchis & Elena Ivona Dumitrescu & Florent Dubois, 2019, "Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2019-15.
- Filippo Curti & Marco Migueis & Rob T. Stewart, 2019, "Benchmarking Operational Risk Stress Testing Models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-038, May, DOI: 10.17016/FEDS.2019.038.
- Oleksandr Faryna & Magnus Jonsson & Nadiia Shapovalenko, 2019, "Disinflation in Closed and Small Open Economies," Working Papers, National Bank of Ukraine, number 01/2019, Mar.
- Almeida, Caio & Ardison, Kim & Garcia, René, 2019, "Nonparametric Assessment of Hedge Fund Performance," TSE Working Papers, Toulouse School of Economics (TSE), number 19-1024, Jul.
- Sida Li & Xin Wang & Mao Ye, 2019, "Who Provides Liquidity, and When?," NBER Working Papers, National Bureau of Economic Research, Inc, number 25972, Jun.
- Jeremy D. Turiel & Tomaso Aste, 2019, "P2P Loan acceptance and default prediction with Artificial Intelligence," Papers, arXiv.org, number 1907.01800, Jul.
- Soybilgen, Baris, 2018, "Identifying US business cycle regimes using dynamic factors and neural network models," MPRA Paper, University Library of Munich, Germany, number 94715, Jul.
- Francois Belletti & Davis King & Kun Yang & Roland Nelet & Yusef Shafi & Yi-Fan Chen & John Anderson, 2019, "Tensor Processing Units for Financial Monte Carlo," Papers, arXiv.org, number 1906.02818, Jun, revised Jan 2020.
- Donald W.K. Andrews & Soonwoo Kwon, 2019, "Inference in Moment Inequality Models That Is Robust to Spurious Precision under Model Misspecification," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2184, Jul.
- Gilles de Truchis & Elena Ivona Dumitrescu, 2019, "Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2019-14.
- Efthymios Pavlidis & Konstantinos Vasilopoulos, 2019, "Speculative Bubbles in Segmented Markets," Working Papers, Lancaster University Management School, Economics Department, number 268640661.
- Dan Li & Adam Clements & Christopher Drovandi, 2019, "Efficient Bayesian estimation for GARCH-type models via Sequential Monte Carlo," Papers, arXiv.org, number 1906.03828, Jun, revised Mar 2020.
- Christopher M. Gunn & Alok Johri & Marc-Andre Letendre, 2019, "Charge-offs, Defaults and U.S. Business Cycles," Department of Economics Working Papers, McMaster University, number 2019-06, Jul.
- BURZYNSKI Michal & GOLA Pawel, 2019, "Mexican Migration to the United States: Selection, Assignment, and Welfare," LISER Working Paper Series, Luxembourg Institute of Socio-Economic Research (LISER), number 2019-10, Jul.
- Xin Qian & Yudong Chen & Andreea Minca, 2019, "Clustering Degree-Corrected Stochastic Block Model with Outliers," Papers, arXiv.org, number 1906.03305, Jun.
- Maurizio Daniele & Winfried Pohlmeier & Aygul Zagidullina, 2019, "Sparse Approximate Factor Estimation for High-Dimensional Covariance Matrices," Papers, arXiv.org, number 1906.05545, Jun.
- Jacobo Roa-Vicens & Cyrine Chtourou & Angelos Filos & Francisco Rullan & Yarin Gal & Ricardo Silva, 2019, "Towards Inverse Reinforcement Learning for Limit Order Book Dynamics," Papers, arXiv.org, number 1906.04813, Jun.
- Tim, Xiao, 2019, "Pricing Credit Default Swap Subject to Counterparty Risk and Collateralization," MPRA Paper, University Library of Munich, Germany, number 94701, Mar.
- Costas Meghir & Ahmed Mushfiq Mobarak & Ahmed Corina Mommaerts & Ahmed Melanie Morten, 2019, "Migration and Informal Insurance," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2185, Jul.
- Zhihua Ma & Yishu Xue & Guanyu Hu, 2019, "Heterogeneous Regression Models for Clusters of Spatial Dependent Data," Papers, arXiv.org, number 1907.02212, Jul, revised Apr 2020.
- Ellison, Martin & Macaulay, Alistair, 2019, "A Rational Inattention Unemployment Trap," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13761, May.
- James Staveley-O'Carroll & Olena Staveley-O'Carroll, 2019, "International Welfare Spillovers of National Pension Schemes," Working Papers, College of the Holy Cross, Department of Economics, number 1903, Jul.
- Pervin Dadashova & Magnus Jonsson, 2019, "Mitigating the Cost of Stricter Macroprudential Policies," Working Papers, National Bank of Ukraine, number 02/2019, Jun.
- R. Pablo Arribillaga & Jordi Massó & Alejandro Neme, 2019, "All Sequential Allotment Rules Are Obviously Strategy-proof," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 966.19, Jun.
- Das, Mahamitra & Kundu, Srikanta & Sarkar, Nityananda, 2019, "Mean and Volatility Spillovers between REIT and Stocks Returns A STVAR-BTGARCH-M Model," MPRA Paper, University Library of Munich, Germany, number 94707, Jul.
- Item repec:ddt:wpaper:46 is not listed on IDEAS anymore
- Pietro Guarnieri & Tommaso Luzzati & Stefano Marchetti, 2019, "An experiment on coordination in a modified stag hunt game," Discussion Papers, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy, number 2019/246, Jul.
- Lee, Kangkook & Vu, Trung, 2019, "Economic Complexity, Human Capital and Income Inequality: A Cross-Country Analysis," MPRA Paper, University Library of Munich, Germany, number 94737, Jun.
- Item repec:fst:wpaper:0003 is not listed on IDEAS anymore
- Chris Dempsey & Victor Matheson & Andrew Zimbalist, 2019, "Is there an Economic Case for the Olympic Games?," Working Papers, College of the Holy Cross, Department of Economics, number 1902, Jul.