Report NEP-ORE-2021-01-25

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:

• Item repec:kan:wpaper:202105 is not listed on IDEAS anymore

• Daniel Fehrle & Christopher Heiberger & Johannes Huber, 2020, "Polynomial chaos expansion: Efficient evaluation and estimation of computational models," Discussion Paper Series, Universitaet Augsburg, Institute for Economics, number 341, Dec.
• Andrea A. Naghi & Máté Váradi & Mikhail Zhelonkin, 2021, "Robust Estimation of Probit Models with Endogeneity," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-004/III, Jan.
• Joshua Angrist & Peter Hull & Parag A. Pathak & Christopher R. Walters, 2020, "Simple and Credible Value-Added Estimation Using Centralized School Assignment," NBER Working Papers, National Bureau of Economic Research, Inc, number 28241, Dec.
• Cepni, Oguzhan & Demirer, Riza & Gupta, Rangan & Sensoy, Ahmet, 2021, "Interest Rate Uncertainty and the Predictability of Bank Revenues," Working Papers, Copenhagen Business School, Department of Economics, number 2-2021, Jan.
• Alves, Vasco, 2020, "Endogenous queue number determination in G/M/s systems," MPRA Paper, University Library of Munich, Germany, number 104517, Apr.
• Li, Chenxing & Maheu, John M, 2020, "A Multivariate GARCH-Jump Mixture Model," MPRA Paper, University Library of Munich, Germany, number 104770, Dec.
• Marinho Bertanha & Andrew H. McCallum & Nathan Seegert, 2021, "Better Bunching, Nicer Notching," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-002, Jan, DOI: 10.17016/FEDS.2021.002.
• Hinrichs, Nils & Kolbe, Jens & Werwatz, Axel, 2020, "AVM and high dimensional data: Do ridge, the lasso or the elastic net provide an "automated" solution?," FORLand Working Papers, Humboldt University Berlin, DFG Research Unit 2569 FORLand "Agricultural Land Markets – Efficiency and Regulation", number 22 (2020), DOI: 10.18452/21263.
• Pihnastyi, Oleh & Khodusov, Valery, 2020, "The stabilization problem the flow parameters of the production line," MPRA Paper, University Library of Munich, Germany, number 104528, Sep, revised 14 Sep 2020.
• Joshua C.C. Chan & Xuewen Yu, 2020, "Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-108, Dec.
• Pacifico, Antonio, 2020, "Structural Panel Bayesian VAR with Multivariate Time-varying Volatility to jointly deal with Structural Changes, Policy Regime Shifts, and Endogeneity Issues," MPRA Paper, University Library of Munich, Germany, number 104292.
• Ramis Khabibullin & Alexey Ponomarenko, 2020, "An empirical behavioral model of households’ deposit dollarization," Bank of Russia Working Paper Series, Bank of Russia, number wps67, Dec.
• Pacifico, Antonio, 2020, "A Two-step System for Hierarchical Bayesian Dynamic Panel Data to deal with Endogeneity Issues, Structural Model Uncertainty, and Causal Relationship," MPRA Paper, University Library of Munich, Germany, number 104291.
• Xu, Yongsheng & Yoshihara, Naoki, 2020, "Nonconvex Bargaining Problems: Some Recent Developments," Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number 715, Oct.
• Kolbe, Jens & Schulz, Rainer & Wersing, Martin & Werwatz, Axel, 2020, "How useful is listings data for research?," FORLand Working Papers, Humboldt University Berlin, DFG Research Unit 2569 FORLand "Agricultural Land Markets – Efficiency and Regulation", number 19 (2020), DOI: 10.18452/21038.
• Dirk Bergemann & Benjamin Brooks & Stephen Morris, 2020, "Search, Information, and Prices," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2224R2, Mar, revised Nov 2020.
• Cogliano, Jonathan F. & Veneziani, Roberto & Yoshihara, Naoki, 2020, "Computational Methods and Classical-Marxian Economics," Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number 716, Oct.
• Giuseppe De Luca & Jan R. Magnus, 2021, "Weak versus strong dominance of shrinkage estimators," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-007/III, Jan.
• Szwagrzak, Karol, 2021, "Weighing Sample Evidence," Working Papers, Copenhagen Business School, Department of Economics, number 3-2021, Jan.
• Mykola Babiak & Jozef Barunik, 2020, "Deep Learning, Predictability, and Optimal Portfolio Returns," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp677, Dec.
• Janssen, Aljoscha & Kasinger, Johannes, 2021, "Obfuscation and Rational Inattention in Digitalized Markets," Working Paper Series, Research Institute of Industrial Economics, number 1379, Jan.
• Jiequn Han & Ruimeng Hu, 2021, "Recurrent Neural Networks for Stochastic Control Problems with Delay," Papers, arXiv.org, number 2101.01385, Jan, revised Jun 2021.
• Paweł Sakowski & Anna Turovtseva, 2020, "Verification of Investment Opportunities on the Cryptocurrency Market within the Markowitz Framework," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-41.
• Mariia Artemova & Francisco Blasques & Siem Jan Koopman & Zhaokun Zhang, 2021, "Forecasting in a changing world: from the great recession to the COVID-19 pandemic," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-006/III, Jan.
• Chatelain, Jean-Bernard & Ralf, Kirsten, 2020, "Policy Maker's Credibility with Predetermined Instruments for Forward-Looking Targets," MPRA Paper, University Library of Munich, Germany, number 104526, Oct.
• Andreeva, Andriyana, 2020, "Медиацията В Сферата На Висшето Образование – Иновативен Модел За Комуникация В Българските Университети
  [The mediation in the sphere of higher education – innovative model of communication in bulgarian universities]," MPRA Paper, University Library of Munich, Germany, number 104793.
• Kuvalekar, Aditya Vijay & Romero-Medina, Antonio, 2021, "A fair procedure in a marriage market," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 31711, Jan.
• Schücking, Maximilian & Jochem, Patrick, 2020, "Two-stage stochastic program optimizing the total cost of ownership of electric vehicles in commercial fleets," Working Paper Series in Production and Energy, Karlsruhe Institute of Technology (KIT), Institute for Industrial Production (IIP), number 50, DOI: 10.5445/IR/1000126399.
• Bichler, Shimshon & Nitzan, Jonathan, 2020, "Corporate Power and the Future of U.S. Capitalism," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 228515.
• Kim Christensen & Mathias Siggaard & Bezirgen Veliyev, 2021, "A machine learning approach to volatility forecasting," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2021-03, Jan.
• Mathevet, Laurent & Taneva, Ina, 2020, "Organized Information Transmission," MPRA Paper, University Library of Munich, Germany, number 104302, Jul.
• Paweł Sakowski & Daria Turovtseva, 2020, "Does Bitcoin Improve Investment Portfolio Efficiency?," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-42.
• Hull, Isaiah & Sattath, Or & Diamanti, Eleni & Wendin, Göran, 2020, "Quantum Technology for Economists," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 398, Dec.
• Dong An & Noah Linden & Jin-Peng Liu & Ashley Montanaro & Changpeng Shao & Jiasu Wang, 2020, "Quantum-accelerated multilevel Monte Carlo methods for stochastic differential equations in mathematical finance," Papers, arXiv.org, number 2012.06283, Dec, revised Jun 2021.
• Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2021, "Efficient Combined Estimation under Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202107, Jan.
• Schmitz, Patrick W., 2021, "Contracting under Adverse Selection: Certifiable vs. Uncertifiable Information," MPRA Paper, University Library of Munich, Germany, number 105106.
• Shane Lubold & Arun G. Chandrasekhar & Tyler H. McCormick, 2020, "Identifying the Latent Space Geometry of Network Models through Analysis of Curvature," NBER Working Papers, National Bureau of Economic Research, Inc, number 28273, Dec.
• Andersson, Tommy & Ehlers, Lars, 2021, "An Algorithm for Identifying Least Manipulable Envy-Free and Budget-Balanced Allocations in Economies with Indivisibilities," Working Papers, Lund University, Department of Economics, number 2021:2, Jan.
• Laura Liu & Mikkel Plagborg-M{o}ller, 2021, "Full-Information Estimation of Heterogeneous Agent Models Using Macro and Micro Data," Papers, arXiv.org, number 2101.04771, Jan, revised Jun 2022.

Report NEP-ORE-2021-01-25

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: