Report NEP-ORE-2021-04-05

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:

• Jonas Meier, 2020, "Multivariate Distribution Regression," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp2023, Dec.
• Ikeda, Yuki, 2021, "Efficient Computation of Portfolio Credit Risk with Chain Default," MPRA Paper, University Library of Munich, Germany, number 106652, Mar.
• O'Brien, Martin & Velasco, Sofia, 2020, "Unobserved components models with stochastic volatility for extracting trends and cycles in credit," Research Technical Papers, Central Bank of Ireland, number 09/RT/20, Dec.
• Francesco Bianchi & Cosmin L. Ilut & Hikaru Saijo, 2021, "Diagnostic Business Cycles," NBER Working Papers, National Bureau of Economic Research, Inc, number 28604, Mar.
• Torben G. Andersen & Rasmus T. Varneskov, 2021, "Consistent Inference for Predictive Regressions in Persistent Economic Systems," NBER Working Papers, National Bureau of Economic Research, Inc, number 28568, Mar.
• Arkadiusz Jedrzejewski & Grzegorz Marcjasz & Rafal Weron, 2021, "Importance of the long-term seasonal component in day-ahead electricity price forecasting revisited: Parameter-rich models estimated via the LASSO," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/21/04, Mar.
• Jonathan Swarbrick, 2021, "Occasionally Binding Constraints in Large Models: A Review of Solution Methods," Discussion Papers, Bank of Canada, number 2021-5, Mar, DOI: 10.34989/sdp-2021-5.
• Carlos Alós-Ferrer & Maximilian Mihm, 2021, "Updating stochastic choice," ECON - Working Papers, Department of Economics - University of Zurich, number 381, Mar.
• Sapre, Nikhil, 2021, "Revisiting the Expected Utility Theory and the Consumption CAPM," MPRA Paper, University Library of Munich, Germany, number 106668, Feb.
• Torben G. Andersen & Rasmus T. Varneskov, 2021, "Consistent Local Spectrum (LCM) Inference for Predictive Return Regressions," NBER Working Papers, National Bureau of Economic Research, Inc, number 28569, Mar.
• Leonardo Boncinelli & Alessio Muscillo & Paolo Pin, 2021, "Efficiency and Stability in a Process of Teams Formation," Papers, arXiv.org, number 2103.13712, Mar, revised Oct 2021.
• Akyildirim, Erdinc & Goncu, Ahmet & Hekimoglu, Alper & Nguyen, Duc Khuong & Sensoy, Ahmet, 2021, "Statistical arbitrage: Factor investing approach," MPRA Paper, University Library of Munich, Germany, number 105766, Feb.
• Javier Alejo & Antonio F. Galvao & Gabriel Montes-Rojas, 2020, "A first-stage test for instrumental variables quantile regression," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4304, Nov.
• Brams, Steven & Kilgour, Marc, 2021, "A Note on Stabilizing Cooperation in the Centipede Game," MPRA Paper, University Library of Munich, Germany, number 106809, Mar.
• Lukas Boer & Helmut Lütkepohl, 2021, "Qualitative versus Quantitative External Information for Proxy Vector Autoregressive Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1940.
• Hernández, Jaime, 2021, "Tiempo de desplazamiento al puesto laboral y relación con los empleados autónomos: el caso de las mujeres trabajadoras alemanas
  [Commuting time and relationship with self-employed: the case of German women workers]," MPRA Paper, University Library of Munich, Germany, number 106040, Feb.
• Jay Cao & Jacky Chen & John Hull & Zissis Poulos, 2021, "Deep Hedging of Derivatives Using Reinforcement Learning," Papers, arXiv.org, number 2103.16409, Mar.
• Kollár, Aladár, 2021, "Betting models using AI: a review on ANN, SVM, and Markov chain," MPRA Paper, University Library of Munich, Germany, number 106821, Mar.
• Szekeres, Szabolcs, 2021, "Should CBA use descriptive or prescriptive discount rates? It should use both!," MPRA Paper, University Library of Munich, Germany, number 106029, Feb.
• Philippe Bergault & Fayc{c}al Drissi & Olivier Gu'eant, 2021, "Multi-asset optimal execution and statistical arbitrage strategies under Ornstein-Uhlenbeck dynamics," Papers, arXiv.org, number 2103.13773, Mar, revised Mar 2022.
• Congressional Budget Office, 2021, "The Capacity of the Navy’s Shipyards to Maintain Its Submarines," Reports, Congressional Budget Office, number 57026, Mar.
• Raviv, Alon & Hilscher, Jens & Peleg Lazar, Sharon, 2021, "Designing bankers' pay: Using contingent capital to reduce risk-shifting," MPRA Paper, University Library of Munich, Germany, number 106596, Mar.
• Crampes, Claude & Renault, Jérôme, 2021, "Imperfect competition in electricity markets with partially flexible technologies," TSE Working Papers, Toulouse School of Economics (TSE), number 21-1198, Mar.
• Aleksy Klimowicz & Krzysztof Spirzewski, 2021, "Concept of peer-to-peer lending and application of machine learning in credit scoring," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2021-04.
• Item repec:hal:wpaper:hal-03169348 is not listed on IDEAS anymore

• Francesco Furlanetto & Kåre Hagelund & Frank Hansen & Ørjan Robstad, 2020, "Norges Bank Output Gap Estimates: Forecasting Properties, Reliability and Cyclical Sensitivity," Working Paper, Norges Bank, number 2020/7, Jul.
• Afees A. Salisu & Rangan Gupta & Riza Demirer, 2021, "Global Financial Cycle and the Predictability of Oil Market Volatility: Evidence from a GARCH-MIDAS Model," Working Papers, University of Pretoria, Department of Economics, number 202121, Mar.
• Kitov, Ivan, 2021, "The link between unemployment and real economic growth in developed countries," MPRA Paper, University Library of Munich, Germany, number 105873, Feb, revised 07 Feb 2021.
• Riccardo (Jack) Lucchetti & Claudia Pigini, 2020, "Choice of solutions to the initial-conditions problem in dynamic panel probit models," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2020:27.
• Emran, M. Shahe & Jiang, Hanchen & Shilpi, Forhad, 2021, "Is Gender Destiny? Gender Bias and Intergenerational Educational Mobility in India," GLO Discussion Paper Series, Global Labor Organization (GLO), number 807.
• Thomas J. Sargent & Neng Wang & Jinqiang Yang, 2021, "Stochastic Earnings Growth and Equilibrium Wealth Distributions," NBER Working Papers, National Bureau of Economic Research, Inc, number 28473, Mar.
• Hern√°n Vallejo, 2021, "Oligopsony and Minimum Wages," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 19140, Mar.
• Christian ZAMO AKONO & Thierry BEDZEME & James Bienvenu EBAA EBAA & Rosalie NIEKOU, 2021, "Transformation structurelle et inégalités de revenus au Cameroun : 2001-2014," Working Paper, Agence française de développement, number f6787bde-79e5-41b6-81f1-a, Mar.
• Valeria J. Blanco & A. Daniela Cristina & Iván Iturralde & Alberto J. Figueras, 2020, "Estudio exploratorio sobre la informalidad en la jurisdicciones provinciales," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4315, Nov.
• Subhash C. Ray, 2021, "Choice of Inputs and Outputs for Production Analysis," Working papers, University of Connecticut, Department of Economics, number 2021-05, Mar.
• Andrew Sweeting & Xuezhen Tao & Xinlu Yao, 2021, "Dynamic Oligopoly Pricing with Asymmetric Information: Implications for Horizontal Mergers," NBER Working Papers, National Bureau of Economic Research, Inc, number 28589, Mar.
• Giovanni Pellegrino & Efrem Castelnuovo & Giovanni Caggiano, 2021, "Uncertainty and Monetary Policy during the Great Recession," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2021-05, Mar.
• Darwin Ugarte Ontiveros & Ruth Marcela Aparicio de Guzmán, , "Técnicas Robustas y No Robustas para Identificar Outliers en el Análisis de Regresión," Investigación & Desarrollo, Universidad Privada Boliviana, number 0320.
• Apostolos Chalkis & Emmanouil Christoforou & Theodore Dalamagkas & Ioannis Z. Emiris, 2021, "Modeling of crisis periods in stock markets," Papers, arXiv.org, number 2103.13294, Mar.

Report NEP-ORE-2021-04-05

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: