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.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

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, arXiv.org, number 1912.01455, Nov, revised Apr 2022.
• Schlicht, Ekkehart, 2019, "VC - A Method For Estimating Time-Varying Coefficients in Linear Models," Discussion Papers in Economics, University of Munich, Department of Economics, number 69765, Nov.
• Schnücker, A.M., 2019, "Penalized Estimation of Panel Vector Autoregressive Models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI-2019-33, Nov.
• Chan Shen, 2019, "Recursive Differencing for Estimating Semiparametric Models," Departmental Working Papers, Rutgers University, Department of Economics, number 201903, Nov.
• Thomas-Agnan, Christine & Morais, Joanna, 2019, "Covariates impacts in compositional models and simplicial derivatives," TSE Working Papers, Toulouse School of Economics (TSE), number 19-1057, Dec.
• Ripamonti, Alexandre & Silva, Diego & Moreira Neto, Eurico, 2018, "Asset Pricing and Asymmetric Information," MPRA Paper, University Library of Munich, Germany, number 87403, Jun.
• 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, University Library of Munich, Germany, number 97076, Sep, revised 10 Sep 2019.
• Nora Lustig, 2019, "The “Missing Rich” in Household Surveys: Causes and Correction Approaches," Commitment to Equity (CEQ) Working Paper Series, Tulane University, Department of Economics, number 75, Nov.
• Zhishui Hu & Peter C.B. Phillips & Qiying Wang, 2019, "Nonlinear Cointegrating Power Function Regression with Endogeneity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2211, Dec.
• Elton Beqiraj & Valeria Patella & Massimiliano Tancioni, 2019, "Regime-switches in the Rollover of Sovereign Risk," Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Rome, number 191, Nov.
• Marcin Dec, 2019, "From point through density valuation to individual risk assessment in the discounted cash flows method," GRAPE Working Papers, GRAPE Group for Research in Applied Economics, number 35.
• He, Yang & Bartalotti, Otávio, 2019, "Wild Bootstrap for Fuzzy Regression Discontinuity Designs: Obtaining Robust Bias-Corrected Confidence Intervals," IZA Discussion Papers, IZA Network @ LISER, number 12801, Nov.
• Ajzenman, Nicolas & López Bóo, Florencia, 2019, "Lessons from Behavioral Economics to Improve Treatment Adherence in Parenting Programs: An Application to SMS," IZA Discussion Papers, IZA Network @ LISER, number 12808, Nov.
• Duván Humberto Cataño & Carlos Vladimir Rodríguez-Caballero & Daniel Peña, 2019, "Wavelet Estimation for Dynamic Factor Models with Time-Varying Loadings," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-23, Dec.
• Juan Carlos Cuestas & Mercedes Monfort & Javier Ordoñez, 2019, "Real exchange rates and competitiveness in Central and Eastern Europe: have they fundamentally changed?," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2019/12.
• 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, European Central Bank, number 2335, Dec.
• A. Arrighetti & L. Cattani & F. Landini & A. Lasagni, 2019, "Work Flexibility and Firm Growth," Economics Department Working Papers, Department of Economics, Parma University (Italy), number 2019-EP04.
• Alexander Jurisch, 2019, "Statistical mechanics and time-series analysis by L\'evy-parameters with the possibility of real-time application," Papers, arXiv.org, number 1902.09425, Feb.
• Albert Link & John Scott, 2019, "Technological Change in the Production of New Scientific Knowledge: A Second Look," UNCG Economics Working Papers, University of North Carolina at Greensboro, Department of Economics, number 19-14, Dec.
• Fabio Franco, 2019, "Likelihood Induced by Moment Functions Using Particle Filter: a Comparison of Particle GMM and Standard MCMC Methods," CEIS Research Paper, Tor Vergata University, CEIS, number 477, Dec, 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, Center for Financial Studies (CFS), number 637.
• Yoshihara, Naoki & Veneziani, Roberto, 2019, "Technical progress, capital accumulation, and distribution," Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number 702, Nov.
• Amez, Simon & Baert, Stijn, 2019, "Smartphone Use and Academic Performance: A Literature Review," IZA Discussion Papers, IZA Network @ LISER, number 12723, Oct.
• Bertrand Garbinti & Jonathan Goupille-Lebret, 2019, "Inégalités de revenus et de richesse en France : évolutions et liens sur longue période," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1934.
• 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: Formation Of The Image Of A Representative Of The Mid," MPRA Paper, University Library of Munich, Germany, number 97330.
• Massimo Franchi & Paolo Paruolo, 2019, "Cointegration, root functions and minimal bases," DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome, number 2019/2, Dec.
• 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, Maastricht University, Graduate School of Business and Economics (GSBE), number 028, Dec, DOI: 10.26481/umagsb.2019028.
• Oz Shy, 2019, "Consumer Use of Multiple Payment Methods," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2019-19, Oct, DOI: 10.29338/wp2019-19.
• Hjertstrand, Per, 2019, "Power Against Random Expenditure Allocation for Revealed Preference Tests," Working Paper Series, Research Institute of Industrial Economics, number 1309, Dec, 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, University of Lodz, Faculty of Economics and Sociology, number 4/2019, Oct.
• Thanasis Bouzidis, 2019, "On-field Performance Evaluation in Soccer based on Network Data Envelopment Analysis," Discussion Paper Series, Department of Economics, University of Macedonia, number 2019_05, Nov, revised Nov 2019.
• Bertoni, Marco & Nistico, Roberto, 2019, "Ordinal Rank and Peer Composition: Two Sides of the Same Coin?," IZA Discussion Papers, IZA Network @ LISER, number 12789, Nov.
• 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, Center for Open Science, number etb42, Jul, DOI: 10.31219/osf.io/etb42.
• Lee H. Endress & James A. Roumasset & Christopher A. Wada, 2019, "Do natural disasters make sustainable growth impossible?," Working Papers, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, number 2019-9, Dec.
• Pushkareva, Lyudmila, 2018, "Экономическая Безопасность
  [Economic security]," MPRA Paper, University Library of Munich, Germany, number 97326.
• Marco Corazza & Giovanni Fasano & Daniela Favaretto & Silvio Giove, 2019, "Properties of some generalized means for positive sequences," Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia, number 05, Dec.
• Luís Sá, 2019, "Hospital Competition Under Patient Inertia: Do Switching Costs Stimulate Quality Provision?," NIPE Working Papers, NIPE - Universidade do Minho, number 16/2019.
• 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, arXiv.org, number 1912.03100, Dec.
• 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), HAL, number halshs-02379646, DOI: 10.1016/j.ejor.2019.10.005.
• Achour Aya, 2019, "Réserves de change et fonctionnement de l'économie marocaine: enseignements à partir d'un modèle DSGE," Document de travail, Bank Al-Maghrib, Département de la Recherche, number 2019-4, Dec.
• 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, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 19-A005, Nov.
• Kenichiro McAlinn & Kosaku Takanashi, 2019, "Mean-shift least squares model averaging," Papers, arXiv.org, number 1912.01194, Dec.
• Leonardo Gasparini, 2019, "La Desigualdad en su Laberinto: Hechos y Perspectivas sobre Desigualdad de Ingresos en América Latina," CEDLAS, Working Papers, CEDLAS, Universidad Nacional de La Plata, number 0256.
• Justin Birru & Fernando Chague, Rodrigo De-Losso, Bruno Giovannetti, 2019, "Attention and Biases: Evidence from Tax-Inattentive Investors," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2019_48, Dec.
• Hongshan Li & Zhongyi Huang, 2019, "Artificial boundary method for the solution of pricing European options under the Heston model," Papers, arXiv.org, number 1912.00691, Dec.
• Moro, Alessio & Valdes, Carlo, 2019, "Stuctural transformation in general equilibrium," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2019-049, Dec.
• 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, ZBW - Leibniz Information Centre for Economics, number 209119, DOI: 10.23661/rep1.2019.
• Marianne Bitler & Sean Corcoran & Thurston Domina & Emily Penner, 2019, "Teacher Effects on Student Achievement and Height: A Cautionary Tale," NBER Working Papers, National Bureau of Economic Research, Inc, number 26480, Nov.
• Bernhard Hientzsch, 2019, "Introduction to Solving Quant Finance Problems with Time-Stepped FBSDE and Deep Learning," Papers, arXiv.org, number 1911.12231, Nov.
• Masaaki Fujii, 2019, "Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations," Papers, arXiv.org, number 1911.11501, Nov, revised Nov 2020.
• Kam Yan Hui, Jane Sarah, 2019, "Market Risk and Operational Risk Towards Company’s Profitability," MPRA Paper, University Library of Munich, Germany, number 97270, Nov, 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, arXiv.org, number 1911.13123, Nov, revised Jun 2021.
• Silvia Marchesi & Tania Masi, 2019, "Sovereign risk after sovereign restructuring. Private and official default," Working Papers, University of Milano-Bicocca, Department of Economics, number 423, Nov, revised Nov 2019.
• Zanella, Giulio & Bellani, Marina M., 2019, "The Volatility of Survey Measures of Culture and Its Consequences," IZA Discussion Papers, IZA Network @ LISER, number 12730, Oct.
• Kuriakose, Francis & Joseph, Janssen, 2019, "The Origin and Nature of Behavioural Development Economics," MPRA Paper, University Library of Munich, Germany, number 97079, Mar.
• 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, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 444, Dec.
• Peter C.B. Phillips & Zhentao Shi, 2019, "Boosting: Why you Can Use the HP Filter," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2212, Dec.
• Stöhr, Annika & Budzinski, Oliver & Jasper, Jörg, 2019, "Die Neue E.ON auf dem deutschen Strommarkt - Wettbewerbliche Auswirkungen der innogy-Übernahme," Ilmenau Economics Discussion Papers, Ilmenau University of Technology, Institute of Economics, number 132.
• Tim Höfer & Rüdiger von Nitzsch & Reinhard Madlener, 2019, "Using Value-Focused Thinking and Multi-Criteria Group Decision-Making to Evaluate Energy Transition Alternatives," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 4/2019, Apr.
• Jaehyun Kim & Hyungbin Park & Jonghwa Park, 2019, "Pricing and hedging short-maturity Asian options in local volatility models," Papers, arXiv.org, number 1911.12944, Nov, revised Apr 2024.
• José Luis Moraga-González & Evgenia Motchenkova & Saish Nevrekar, 2019, "Mergers and Innovation Portfolios," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-085/VII, Dec.
• 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, Ghent University, Faculty of Economics and Business Administration, number 19/981, Nov.
• Karahan, Fatih & Mitman, Kurt & Moore, Brendan, 2019, "Individual and Market-Level Effects of UI Policies: Evidence from Missouri," IZA Discussion Papers, IZA Network @ LISER, number 12805, Nov.
• Tao Chen & Michael Ludkovski, 2019, "A Machine Learning Approach to Adaptive Robust Utility Maximization and Hedging," Papers, arXiv.org, number 1912.00244, Nov, revised May 2020.
• Wintjes, Rene & Es-Sadki, Nordine & Notten, Ad, 2019, "Systemising social innovation initiatives and their regional context in Europe," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2019-050, Dec.
• Fernando Chague & Rodrigo De-Losso, Bruno Giovannetti, 2019, "Day trading for a living? Fernando," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2019_47, Dec.
• 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, TU Wien, Institute of Statistics and Mathematical Methods in Economics, Economics Research Unit, number 07/2019.
• Lewis Dijkstra & Hugo Poelman & Paolo Veneri, 2019, "The EU-OECD definition of a functional urban area," OECD Regional Development Working Papers, OECD Publishing, number 2019/11, Dec, DOI: 10.1787/d58cb34d-en.
• Kauhanen, Antti & Riukula, Krista, 2019, "The Costs of Job Loss and Task Usage," ETLA Working Papers, The Research Institute of the Finnish Economy, number 73, Dec.
• Zhicheng Li & Haipeng Xing & Xinyun Chen, 2019, "A multifactor regime-switching model for inter-trade durations in the limit order market," Papers, arXiv.org, number 1912.00764, Dec.
• Gathmann, Christina, 2019, "Proportional Representation, Political Responsiveness and Child Mortality," IZA Discussion Papers, IZA Network @ LISER, number 12729, Oct.
• Item repec:rim:rimwps:19-18 is not listed on IDEAS anymore

• Shaker, Saber Adly, 2019, "Can Clean Technology Exports Affect CO2 Emissions for Partners? Evidence from China," MPRA Paper, University Library of Munich, Germany, number 96867, Oct.
• 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, Ghent University, Faculty of Economics and Business Administration, number 19/980, Nov.
• Xiao, Tim, 2018, "Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment," SocArXiv, Center for Open Science, number kzbxf, Jun, DOI: 10.31219/osf.io/kzbxf.
• Christopher Kath & Weronika Nitka & Tomasz Serafin & Tomasz Weron & Przemyslaw Zaleski & Rafal Weron, 2019, "Balancing RES generation: Profitability of an energy trader," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/19/07, Dec.
• Bennett, Benjamin & Erel, Isil & Stern, Lea & Wang, Zexi, 2019, "Feminist Firms," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-29, Nov.
• 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, number hal-02372292, DOI: 10.13189/aeb.2020.080106.
• Bernard de Meyer & Moussa Dabo, 2019, "The CMMV Pricing Model in Practice," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-02383135, Nov.
• Xiaofeng Liu, 2019, "A Contribution to Theory of Factor Income Distribution, Cambridge Capital Controversy and Equity Premium Puzzle," Papers, arXiv.org, number 1911.12490, Nov, revised Dec 2019.
• Catherine Haeck & Marie Connolly, 2019, "Point de vue sur l'accessibilité aux données des administrations publiques," Working Papers, Research Group on Human Capital, University of Quebec in Montreal's School of Management, number 19-04, Dec.
• Walker Hanlon & Taylor Jaworski, 2019, "Spillover Effects of Intellectual Property Protection in the Interwar Aircraft Industry," NBER Working Papers, National Bureau of Economic Research, Inc, number 26490, Nov.
• Ruixuan Liu & Zhengfei Yu, 2019, "Accelerated Failure Time Models with Log-concave Errors," Tsukuba Economics Working Papers, Faculty of Humanities and Social Sciences, University of Tsukuba, number 2019-003, Nov.
• Perrotta Berlin, Maria & Spagnolo, Giancarlo & Immordino, Giovanni & F. Russo, Francesco, 2019, "Retraction of: "Prostitution and Violence: Evidence from Sweden"," SITE Working Paper Series, Stockholm School of Economics, Stockholm Institute of Transition Economics, number 52, Dec, revised 27 Jun 2023.
• Miklós Szanyi, 2019, "The Balkan model and the balkanization of East Central Europe," IWE Working Papers, Institute for World Economics - Centre for Economic and Regional Studies, number 258, Nov.
• Garnadi, Agah D. & SYAHRIL,, 2018, "A Contribution on Stochastic Optimal Control to Quantitative Finance," INA-Rxiv, Center for Open Science, number k6s4q, Jun, DOI: 10.31219/osf.io/k6s4q.
• Niccolò Zaccaria, 2019, "Does Money Illusion Matter? A Theoretical and Computational Model," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2019_25.rdf.
• Ceferino, Luis & Kiremidjian, Anne & Deierlein, Gregory, 2018, "Probabilistic space- and time-interaction modeling of main-shock earthquake rupture occurrence," Earth Arxiv, Center for Open Science, number e9wsu, Aug, DOI: 10.31219/osf.io/e9wsu.

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.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-ORE

The following items were announced in this report: