Report NEP-ORE-2020-10-19

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:

• Raquel Almeida Ramos & Federico Bassi & Dany Lang, 2020. "Bet against the trend and cash in profits," DISCE - Working Papers del Dipartimento di Economia e Finanza def090, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
• Benavides Guillermo, 2020. "Asymmetric Volatility Effects in Risk Management: An Empirical Analysis using a Stock Index Futures," Working Papers 2020-10, Banco de México.
• Fryzlewicz, Piotr, 2020. "Detecting possibly frequent change-points: Wild Binary Segmentation 2 and steepest-drop model selection—rejoinder," LSE Research Online Documents on Economics 106681, London School of Economics and Political Science, LSE Library.
• Janusz Gajda & Rafał Walasek, 2020. "Fractional differentiation and its use in machine learning," Working Papers 2020-32, Faculty of Economic Sciences, University of Warsaw.
• Sébastien Courtin & Rodrigue Tido Takeng & Frédéric Chantreuil, 2020. "Decomposition of interaction indices: alternative interpretations of cardinal-probabilistic interaction indices ," Working Papers hal-02952516, HAL.
• Orcan Ogetbil & Narayan Ganesan & Bernhard Hientzsch, 2020. "Calibrating Local Volatility Models with Stochastic Drift and Diffusion," Papers 2009.14764, arXiv.org, revised May 2023.
• Chen, Yining, 2020. "Jump or kink: note on super-efficiency in segmented linear regression break-point estimation," LSE Research Online Documents on Economics 103488, London School of Economics and Political Science, LSE Library.
• Takeshi Shinohara & Tatsushi Okuda & Jouchi Nakajima, 2020. "Characteristics of Uncertainty Indices in the Macroeconomy," Bank of Japan Working Paper Series 20-E-6, Bank of Japan.
• Item repec:cte:wsrepe:30899 is not listed on IDEAS anymore

• Juodis, Arturas & Karavias, Yiannis & Sarafidis, Vasilis, 2020. "A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels," MPRA Paper 102992, University Library of Munich, Germany.
• Marente Vlekke & Martin Mellens, 2020. "An assessment of the Phillips curve over time: evidence for the United States and the euro area," CPB Discussion Paper 416.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
• Hinterlang, Natascha & Hollmayr, Josef, 2020. "Classification of monetary and fiscal dominance regimes using machine learning techniques," Discussion Papers 51/2020, Deutsche Bundesbank.
• Honorata Bogusz & Szymon Winnicki & Piotr Wójcik, 2020. "What factors determine unequal suburbanisation? New evidence from Warsaw, Poland," Working Papers 2020-34, Faculty of Economic Sciences, University of Warsaw.
• Kazuhiro Hiraki & Wataru Hirata, 2020. "Market-based Long-term Inflation Expectations in Japan: A Refinement on Breakeven Inflation Rates," Bank of Japan Working Paper Series 20-E-5, Bank of Japan.
• Mostapha Diss & Eric Kamwa & Muhammad Mahajne, 2020. "Borda rule as an almost first-order stochastic dominance rule," Working Papers 2020-05, CRESE.
• Laura Coroneo & Fabrizio Iacone & Alessia Paccagnini & Paulo Santos Monteiro, 2020. "Testing the predictive accuracy of COVID-19 forecasts," Discussion Papers 20/10, Department of Economics, University of York.
• Bowles, Jeremy & Larreguy, Horacio & Woller, Anders, 2020. "Information Versus Control: The Electoral Consequences of Polling Place Creation," TSE Working Papers 20-1154, Toulouse School of Economics (TSE).
• Kang, Wensheng & Ratti, Ronald A. & Vespignani, Joaquin L., 2019. "Revising the Impact of Global Commodity Prices and Global Stock Market Volatility Shocks: Effects across Countries," MPRA Paper 103035, University Library of Munich, Germany.
• Jairo Núnez Méndez & María del Pilar Ruiz & Juan M. Monroy & Olga Téllez, 2020. "Evaluación del funcionamiento operativo e institucional de las Defensorías de Familia y los Centros Zonales : Recomendaciones y modelo de optimización para centros zonales y defensorías de familia," Informes de Investigación 18441, Fedesarrollo.
• Enrique Esteban García-Escudero & Elisa J. Sánchez Pérez, 2020. "Los swaps de divisas entre bancos centrales," Occasional Papers 2025, Banco de España.
• Bartalotti, Otávio & Kedagni, Desire & Possebom, Vitor, 2019. "Identifying Marginal Treatment Effects in the Presence of Sample Selection," ISU General Staff Papers 201909150700001080, Iowa State University, Department of Economics.
• Nadja Klein & Michael Stanley Smith & David J. Nott, 2020. "Deep Distributional Time Series Models and the Probabilistic Forecasting of Intraday Electricity Prices," Papers 2010.01844, arXiv.org, revised May 2021.
• Ewelina Osowska & Piotr Wójcik, 2020. "The impact of the content of Federal Open Market Committee post-meeting statements on financial markets – text mining approach," Working Papers 2020-33, Faculty of Economic Sciences, University of Warsaw.
• Lorenc Kapllani & Long Teng, 2020. "Deep learning algorithms for solving high dimensional nonlinear backward stochastic differential equations," Papers 2010.01319, arXiv.org, revised Jun 2022.
• Mikel Erkoreka, 2020. "The Public Accounts of the Basque Economic Agreement in Times of Change and Economic Crisis (1929-1935). Quantitative Sources and Accounting Methodology," Documentos de Trabajo (DT-AEHE) 2008, Asociación Española de Historia Económica.