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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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
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, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number def090, Oct.
- Benavides Guillermo, 2020, "Asymmetric Volatility Effects in Risk Management: An Empirical Analysis using a Stock Index Futures," Working Papers, Banco de México, number 2020-10, Sep.
- Fryzlewicz, Piotr, 2020, "Detecting possibly frequent change-points: Wild Binary Segmentation 2 and steepest-drop model selection—rejoinder," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 106681, Dec.
- Janusz Gajda & Rafał Walasek, 2020, "Fractional differentiation and its use in machine learning," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-32.
- Sébastien Courtin & Rodrigue Tido Takeng & Frédéric Chantreuil, 2020, "Decomposition of interaction indices: alternative interpretations of cardinal-probabilistic interaction indices," Working Papers, HAL, number hal-02952516, Aug, DOI: 10.1007/s11238-023-09970-8.
- Orcan Ogetbil & Narayan Ganesan & Bernhard Hientzsch, 2020, "Calibrating Local Volatility Models with Stochastic Drift and Diffusion," Papers, arXiv.org, number 2009.14764, Sep, 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, London School of Economics and Political Science, LSE Library, number 103488, Sep.
- Takeshi Shinohara & Tatsushi Okuda & Jouchi Nakajima, 2020, "Characteristics of Uncertainty Indices in the Macroeconomy," Bank of Japan Working Paper Series, Bank of Japan, number 20-E-6, Oct.
- Carlomagno Real, Guillermo & Espasa, Antoni, 2020, "Discovering general and sectorial trends in a large set of time series," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 30899, Sep.
- Juodis, Arturas & Karavias, Yiannis & Sarafidis, Vasilis, 2020, "A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels," MPRA Paper, University Library of Munich, Germany, number 102992, Sep.
- Item repec:cpb:discus:416.rdf is not listed on IDEAS anymore
- Hinterlang, Natascha & Hollmayr, Josef, 2020, "Classification of monetary and fiscal dominance regimes using machine learning techniques," Discussion Papers, Deutsche Bundesbank, number 51/2020.
- Honorata Bogusz & Szymon Winnicki & Piotr Wójcik, 2020, "What factors determine unequal suburbanisation? New evidence from Warsaw, Poland," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-34.
- 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, Bank of Japan, number 20-E-5, Sep.
- Mostapha Diss & Eric Kamwa & Muhammad Mahajne, 2020, "Borda rule as an almost first-order stochastic dominance rule," Working Papers, CRESE, number 2020-05, Jul.
- Laura Coroneo & Fabrizio Iacone & Alessia Paccagnini & Paulo Santos Monteiro, 2020, "Testing the predictive accuracy of COVID-19 forecasts," Discussion Papers, Department of Economics, University of York, number 20/10, Oct.
- Bowles, Jeremy & Larreguy, Horacio & Woller, Anders, 2020, "Information Versus Control: The Electoral Consequences of Polling Place Creation," TSE Working Papers, Toulouse School of Economics (TSE), number 20-1154, Sep.
- 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, University Library of Munich, Germany, number 103035, Dec.
- Jairo Núnez Méndez & Mar�a del Pilar Ruiz & Juan M. Monroy & Olga T�llez, 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, Fedesarrollo, number 18441, Mar.
- Enrique Esteban García-Escudero & Elisa J. Sánchez Pérez, 2020, "Los swaps de divisas entre bancos centrales," Occasional Papers, Banco de España, number 2025, Sep.
- Bartalotti, Otávio & Kedagni, Desire & Possebom, Vitor, 2019, "Identifying Marginal Treatment Effects in the Presence of Sample Selection," ISU General Staff Papers, Iowa State University, Department of Economics, number 201909150700001080, Sep.
- Nadja Klein & Michael Stanley Smith & David J. Nott, 2020, "Deep Distributional Time Series Models and the Probabilistic Forecasting of Intraday Electricity Prices," Papers, arXiv.org, number 2010.01844, Oct, 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, Faculty of Economic Sciences, University of Warsaw, number 2020-33.
- Lorenc Kapllani & Long Teng, 2020, "Deep learning algorithms for solving high dimensional nonlinear backward stochastic differential equations," Papers, arXiv.org, number 2010.01319, Oct, 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), Asociación Española de Historia Económica, number 2008, Sep.