Report NEP-ORE-2019-12-16

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.

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Other reports in NEP-ORE

The following items were announced in this report:

• Ali Al-Aradi & Adolfo Correia & Danilo de Frietas Naiff & Gabriel Jardim & Yuri Saporito, 2019. "Extensions of the Deep Galerkin Method," Papers 1912.01455, arXiv.org, revised Apr 2022.
• Schlicht, Ekkehart, 2019. "VC - A Method For Estimating Time-Varying Coefficients in Linear Models," Discussion Papers in Economics 69765, University of Munich, Department of Economics.
• Schnücker, A.M., 2019. "Penalized Estimation of Panel Vector Autoregressive Models," Econometric Institute Research Papers EI-2019-33, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Chan Shen, 2019. "Recursive Differencing for Estimating Semiparametric Models," Departmental Working Papers 201903, Rutgers University, Department of Economics.
• Thomas-Agnan, Christine & Morais, Joanna, 2019. "Covariates impacts in compositional models and simplicial derivatives," TSE Working Papers 19-1057, Toulouse School of Economics (TSE).
• Ripamonti, Alexandre & Silva, Diego & Moreira Neto, Eurico, 2018. "Asset Pricing and Asymmetric Information," MPRA Paper 87403, University Library of Munich, Germany.
• Khodusov, Valery & Pihnastyi, Oleh, 2019. "The statement of the task of optimal control of the production line using the additional time of equipment operation," MPRA Paper 97076, University Library of Munich, Germany, revised 10 Sep 2019.
• Nora Lustig, 2019. "The “Missing Rich” in Household Surveys: Causes and Correction Approaches," Commitment to Equity (CEQ) Working Paper Series 75, Tulane University, Department of Economics.
• Zhishui Hu & Peter C.B. Phillips & Qiying Wang, 2019. "Nonlinear Cointegrating Power Function Regression with Endogeneity," Cowles Foundation Discussion Papers 2211, Cowles Foundation for Research in Economics, Yale University.
• Elton Beqiraj & Valeria Patella & Massimiliano Tancioni, 2019. "Regime-switches in the Rollover of Sovereign Risk," Working Papers in Public Economics 191, University of Rome La Sapienza, Department of Economics and Law.
• Marcin Dec, 2019. "From point through density valuation to individual risk assessment in the discounted cash flows method," GRAPE Working Papers 35, GRAPE Group for Research in Applied Economics.
• He, Yang & Bartalotti, Otávio, 2019. "Wild Bootstrap for Fuzzy Regression Discontinuity Designs: Obtaining Robust Bias-Corrected Confidence Intervals," IZA Discussion Papers 12801, Institute of Labor Economics (IZA).
• Ajzenman, Nicolas & López Bóo, Florencia, 2019. "Lessons from Behavioral Economics to Improve Treatment Adherence in Parenting Programs: An Application to SMS," IZA Discussion Papers 12808, Institute of Labor Economics (IZA).
• Duván Humberto Cataño & Carlos Vladimir Rodríguez-Caballero & Daniel Peña, 2019. "Wavelet Estimation for Dynamic Factor Models with Time-Varying Loadings," CREATES Research Papers 2019-23, Department of Economics and Business Economics, Aarhus University.
• Juan Carlos Cuestas & Mercedes Monfort & Javier Ordoñez, 2019. "Real exchange rates and competitiveness in Central and Eastern Europe: have they fundamentally changed?," Working Papers 2019/12, Economics Department, Universitat Jaume I, Castellón (Spain).
• Martínez-Martin, Jaime & Morris, Richard & Onorante, Luca & Piersanti, Fabio M., 2019. "Merging structural and reduced-form models for forecasting: opening the DSGE-VAR box," Working Paper Series 2335, European Central Bank.
• A. Arrighetti & L. Cattani & F. Landini & A. Lasagni, 2019. "Work Flexibility and Firm Growth," Economics Department Working Papers 2019-EP04, Department of Economics, Parma University (Italy).
• Alexander Jurisch, 2019. "Statistical mechanics and time-series analysis by L\'evy-parameters with the possibility of real-time application," Papers 1902.09425, arXiv.org.
• Link, Albert & Scott, John, 2019. "Technological Change in the Production of New Scientific Knowledge: A Second Look," UNCG Economics Working Papers 19-14, University of North Carolina at Greensboro, Department of Economics.
• Fabio Franco, 2019. "Likelihood Induced by Moment Functions Using Particle Filter: a Comparison of Particle GMM and Standard MCMC Methods," CEIS Research Paper 477, Tor Vergata University, CEIS, revised 04 Dec 2019.
• Hintermaier, Thomas & Koeniger, Winfried, 2019. "Differences in euro-area household finances and their relevance for monetary-policy transmission," CFS Working Paper Series 637, Center for Financial Studies (CFS).
• Yoshihara, Naoki & Veneziani, Roberto, 2019. "Technical progress, capital accumulation, and distribution," Discussion Paper Series 702, Institute of Economic Research, Hitotsubashi University.
• Amez, Simon & Baert, Stijn, 2019. "Smartphone Use and Academic Performance: A Literature Review," IZA Discussion Papers 12723, Institute of Labor Economics (IZA).
• Bertrand Garbinti & Jonathan Goupille-Lebret, 2019. "Inégalités de revenus et de richesse en France : évolutions et liens sur longue période," Working Papers 1934, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
• Pushkareva, Lyudmila, 2019. "Технологические Преобразования В Контексте Современной Экономики: Формирование Образа Представителя Среднего Класса В России [Technological Transformations In The Context Of The Modern Economy: For," MPRA Paper 97330, University Library of Munich, Germany.
• Massimo Franchi & Paolo Paruolo, 2019. "Cointegration, root functions and minimal bases," DSS Empirical Economics and Econometrics Working Papers Series 2019/2, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
• Sinha Roy, Debdatta & Defryn, Christof & Golden, Bruce & Wasil, Edward, 2019. "Data-Driven Optimization and Statistical Modeling to Improve Meter Reading for Utility Companies," Research Memorandum 028, Maastricht University, Graduate School of Business and Economics (GSBE).
• Oz Shy, 2019. "Consumer Use of Multiple Payment Methods," FRB Atlanta Working Paper 2019-19, Federal Reserve Bank of Atlanta.
• Hjertstrand, Per, 2019. "Power Against Random Expenditure Allocation for Revealed Preference Tests," Working Paper Series 1309, Research Institute of Industrial Economics, revised 30 Apr 2021.
• Alicja Olejnik & Agata Zoltaszek & Jakub Olejnik, 2019. "Spatial Solution to Measure Regional Efficiency - Introducing Spatial Data Analysis (SDEA)," Lodz Economics Working Papers 4/2019, University of Lodz, Faculty of Economics and Sociology.
• Thanasis Bouzidis, 2019. "On-field Performance Evaluation in Soccer based on Network Data Envelopment Analysis," Discussion Paper Series 2019_05, Department of Economics, University of Macedonia, revised Nov 2019.
• Bertoni, Marco & Nistico, Roberto, 2019. "Ordinal Rank and Peer Composition: Two Sides of the Same Coin?," IZA Discussion Papers 12789, Institute of Labor Economics (IZA).
• Yu, Hanchen & Fotheringham, Alexander Stewart & Li, Ziqi & Oshan, Taylor M. & Wolf, Levi John, 2019. "On the Measurement of Bias in Geographically Weighted Regression Models," OSF Preprints etb42, Center for Open Science.
• Lee H. Endress & James A. Roumasset & Christopher A. Wada, 2019. "Do natural disasters make sustainable growth impossible?," Working Papers 2019-9, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.
• Pushkareva, Lyudmila, 2018. "Экономическая Безопасность [Economic security]," MPRA Paper 97326, University Library of Munich, Germany.
• Marco Corazza & Giovanni Fasano & Daniela Favaretto & Silvio Giove, 2019. "Properties of some generalized means for positive sequences," Working Papers 05, Venice School of Management - Department of Management, Università Ca' Foscari Venezia.
• Luís Sá, 2019. "Hospital Competition Under Patient Inertia: Do Switching Costs Stimulate Quality Provision?," NIPE Working Papers 16/2019, NIPE - Universidade do Minho.
• Annalisa Cadonna & Sylvia Fruhwirth-Schnatter & Peter Knaus, 2019. "Triple the gamma -- A unifying shrinkage prior for variance and variable selection in sparse state space and TVP models," Papers 1912.03100, arXiv.org.
• Guilherme Dean Pelegrina & Leonardo Tomazeli Duarte & Michel Grabisch & João Marcos Travassos Romano, 2020. "The multilinear model in multicriteria decision making: The case of 2-additive capacities and contributions to parameter identification," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-02379646, HAL.
• Aya, Achour, 2019. "Réserves de change et fonctionnement de l'économie marocaine: enseignements à partir d'un modèle DSGE," Document de travail 2019-4, Bank Al-Maghrib, Département de la Recherche.
• Juin-Jen Chang & Yi-Ling Cheng & Shin-Kun Peng, 2019. "Trade, Emissions, and Regulatory (Non-)Compliance: Implications of Firm Heterogeneity," IEAS Working Paper : academic research 19-A005, Institute of Economics, Academia Sinica, Taipei, Taiwan.
• Kenichiro McAlinn & Kosaku Takanashi, 2019. "Mean-shift least squares model averaging," Papers 1912.01194, arXiv.org.
• Leonardo Gasparini, 2019. "La Desigualdad en su Laberinto: Hechos y Perspectivas sobre Desigualdad de Ingresos en América Latina," CEDLAS, Working Papers 0256, CEDLAS, Universidad Nacional de La Plata.
• Justin Birru & Fernando Chague, Rodrigo De-Losso, Bruno Giovannetti, 2019. "Attention and Biases: Evidence from Tax-Inattentive Investors," Working Papers, Department of Economics 2019_48, University of São Paulo (FEA-USP).
• Hongshan Li & Zhongyi Huang, 2019. "Artificial boundary method for the solution of pricing European options under the Heston model," Papers 1912.00691, arXiv.org.
• Moro, Alessio & Valdes, Carlo, 2019. "Stuctural transformation in general equilibrium," MERIT Working Papers 2019-049, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
• Stamm, Andreas & Altenburg, Tilman & Müngersdorff, Maximilian & Stoffel, Tim & Vrolijk, Kasper, 2019. "Soziale und ökologische Herausforderungen der globalen Textilwirtschaft: Lösungsbeiträge der deutschen Entwicklungszusammenarbeit," EconStor Research Reports 209119, ZBW - Leibniz Information Centre for Economics.
• Marianne Bitler & Sean Corcoran & Thurston Domina & Emily Penner, 2019. "Teacher Effects on Student Achievement and Height: A Cautionary Tale," NBER Working Papers 26480, National Bureau of Economic Research, Inc.
• Bernhard Hientzsch, 2019. "Introduction to Solving Quant Finance Problems with Time-Stepped FBSDE and Deep Learning," Papers 1911.12231, arXiv.org.
• Masaaki Fujii, 2019. "Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations," Papers 1911.11501, arXiv.org, revised Nov 2020.
• Kam Yan Hui, Jane Sarah, 2019. "Market Risk and Operational Risk Towards Company’s Profitability," MPRA Paper 97270, University Library of Munich, Germany, revised 26 Nov 2019.
• Jaehyuk Choi & Lixin Wu, 2019. "The equivalent constant-elasticity-of-variance (CEV) volatility of the stochastic-alpha-beta-rho (SABR) model," Papers 1911.13123, arXiv.org, revised Jun 2021.
• Silvia Marchesi & Tania Masi, 2019. "Sovereign risk after sovereign restructuring. Private and official default," Working Papers 423, University of Milano-Bicocca, Department of Economics, revised Nov 2019.
• Zanella, Giulio & Bellani, Marina M., 2019. "The Volatility of Survey Measures of Culture and Its Consequences," IZA Discussion Papers 12730, Institute of Labor Economics (IZA).
• Kuriakose, Francis & Joseph, Janssen, 2019. "The Origin and Nature of Behavioural Development Economics," MPRA Paper 97079, University Library of Munich, Germany.
• Giulia Bettin & Isabella Giorgetti & Stefano Staffolani, 2019. "Who Cares For The Carers? The Impacts Of Immigrant Elderly Care Workers On The Female Labour Supply," Working Papers 444, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
• Peter C.B. Phillips & Zhentao Shi, 2019. "Boosting: Why you Can Use the HP Filter," Cowles Foundation Discussion Papers 2212, Cowles Foundation for Research in Economics, Yale University.
• Stöhr, Annika & Budzinski, Oliver & Jasper, Jörg, 2019. "Die Neue E.ON auf dem deutschen Strommarkt - Wettbewerbliche Auswirkungen der innogy-Übernahme," Ilmenau Economics Discussion Papers 132, Ilmenau University of Technology, Institute of Economics.
• Höfer, Tim & von Nitzsch, Rüdiger & Madlener, Reinhard, 2019. "Using Value-Focused Thinking and Multi-Criteria Group Decision-Making to Evaluate Energy Transition Alternatives," FCN Working Papers 4/2019, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN).
• Jaehyun Kim & Hyungbin Park & Jonghwa Park, 2019. "Pricing and hedging short-maturity Asian options in local volatility models," Papers 1911.12944, arXiv.org, revised Apr 2024.
• José Luis Moraga-González & Evgenia Motchenkova & Saish Nevrekar, 2019. "Mergers and Innovation Portfolios," Tinbergen Institute Discussion Papers 19-085/VII, Tinbergen Institute.
• Brecht Neyt & Stijn Baert & Jana Vynckier, 2019. "Job Prestige and Mobile Dating Success:A Field Experiment," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 19/981, Ghent University, Faculty of Economics and Business Administration.
• Karahan, Fatih & Mitman, Kurt & Moore, Brendan, 2019. "Individual and Market-Level Effects of UI Policies: Evidence from Missouri," IZA Discussion Papers 12805, Institute of Labor Economics (IZA).
• Tao Chen & Michael Ludkovski, 2019. "A Machine Learning Approach to Adaptive Robust Utility Maximization and Hedging," Papers 1912.00244, arXiv.org, revised May 2020.
• Wintjes, Rene & Es-Sadki, Nordine & Notten, Ad, 2019. "Systemising social innovation initiatives and their regional context in Europe," MERIT Working Papers 2019-050, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
• Fernando Chague & Rodrigo De-Losso, Bruno Giovannetti, 2019. "Day trading for a living? Fernando," Working Papers, Department of Economics 2019_47, University of São Paulo (FEA-USP).
• Sanchez-Romero, Miguel & Fürnkranz-Prskawetz, Alexia, 2019. "The impact of reducing the pension generosity on inequality and schooling," ECON WPS - Working Papers in Economic Theory and Policy 07/2019, TU Wien, Institute of Statistics and Mathematical Methods in Economics, Economics Research Unit.
• Lewis Dijkstra & Hugo Poelman & Paolo Veneri, 2019. "The EU-OECD definition of a functional urban area," OECD Regional Development Working Papers 2019/11, OECD Publishing.
• Kauhanen, Antti & Riukula, Krista, 2019. "The Costs of Job Loss and Task Usage," ETLA Working Papers 73, The Research Institute of the Finnish Economy.
• Zhicheng Li & Haipeng Xing & Xinyun Chen, 2019. "A multifactor regime-switching model for inter-trade durations in the limit order market," Papers 1912.00764, arXiv.org.
• Gathmann, Christina, 2019. "Proportional Representation, Political Responsiveness and Child Mortality," IZA Discussion Papers 12729, Institute of Labor Economics (IZA).
• Jakub Growiec, 2019. "The Hardware–Software Model: A New Conceptual Framework of Production, R&D, and Growth with AI," Working Paper series 19-18, Rimini Centre for Economic Analysis.
• Shaker, Saber Adly, 2019. "Can Clean Technology Exports Affect CO2 Emissions for Partners? Evidence from China," MPRA Paper 96867, University Library of Munich, Germany.
• Brecht Neyt & Dieter Verhaest & Stijn Baert, 2019. "The Impact of Internship Experience During Secondary Education on Schooling and Labour Market Outcomes," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 19/980, Ghent University, Faculty of Economics and Business Administration.
• Xiao, Tim, 2018. "Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment," SocArXiv kzbxf, Center for Open Science.
• Christopher Kath & Weronika Nitka & Tomasz Serafin & Tomasz Weron & Przemyslaw Zaleski & Rafal Weron, 2019. "Balancing RES generation: Profitability of an energy trader," HSC Research Reports HSC/19/07, Hugo Steinhaus Center, Wroclaw University of Technology.
• Bennett, Benjamin & Erel, Isil & Stern, Lea & Wang, Zexi, 2019. "Feminist Firms," Working Paper Series 2019-29, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Karima Fredj & Alain Jean-Marie & Guiomar Martín-Herrán & Mabel Tidball, 2020. "Effects of transaction costs and discount rate on the banking decision of emission permits trading," Post-Print hal-02372292, HAL.
• Bernard de Meyer & Moussa Dabo, 2019. "The CMMV Pricing Model in Practice," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-02383135, HAL.
• Xiaofeng Liu, 2019. "A Contribution to Theory of Factor Income Distribution, Cambridge Capital Controversy and Equity Premium Puzzle," Papers 1911.12490, arXiv.org, revised Dec 2019.
• Catherine Haeck & Marie Connolly, 2019. "Point de vue sur l'accessibilité aux données des administrations publiques," Working Papers 19-04, Research Group on Human Capital, University of Quebec in Montreal's School of Management.
• Walker Hanlon & Taylor Jaworski, 2019. "Spillover Effects of Intellectual Property Protection in the Interwar Aircraft Industry," NBER Working Papers 26490, National Bureau of Economic Research, Inc.
• Ruixuan Liu & Zhengfei Yu, 2019. "Accelerated Failure Time Models with Log-concave Errors," Tsukuba Economics Working Papers 2019-003, Faculty of Humanities and Social Sciences, University of Tsukuba.
• Perrotta Berlin, Maria & Spagnolo, Giancarlo & Immordino, Giovanni & F. Russo, Francesco, 2019. "Retraction of: "Prostitution and Violence: Evidence from Sweden"," SITE Working Paper Series 52, Stockholm School of Economics, Stockholm Institute of Transition Economics, revised 27 Jun 2023.
• Miklós Szanyi, 2019. "The Balkan model and the balkanization of East Central Europe," IWE Working Papers 258, Institute for World Economics - Centre for Economic and Regional Studies.
• Garnadi, Agah D. & SYAHRIL,, 2018. "A Contribution on Stochastic Optimal Control to Quantitative Finance," INA-Rxiv k6s4q, Center for Open Science.
• Niccolò Zaccaria, 2019. "Does Money Illusion Matter? A Theoretical and Computational Model," Working Papers - Economics wp2019_25.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
• Ceferino, Luis & Kiremidjian, Anne & Deierlein, Gregory, 2018. "Probabilistic space- and time-interaction modeling of main-shock earthquake rupture occurrence," Earth Arxiv e9wsu, Center for Open Science.