Printed from https://ideas.repec.org/n/nep-ore/2021-08-09.html
Report NEP-ORE-2021-08-09
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:
- Mikkel Bennedsen & Asger Lunde & Neil Shephard & Almut E.D. Veraart, 2021, "Inference and forecasting for continuous-time integer-valued trawl processes and their use in financial economics," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2021-12, Jul.
- Cem Cakmakli & Verda Ozturk, 2021, "Economic Value of Modeling the Joint Distribution of Returns and Volatility: Leverage Timing," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 2110, Jul.
- Gadat, Sébastien & Bercu, Bernard & Bigot, Jérémie & Siviero, Emilia, 2021, "A Stochastic Gauss-Newton Algorithm for Regularized Semi-discrete Optimal Transport," TSE Working Papers, Toulouse School of Economics (TSE), number 21.1231, Jul.
- Milda Norkute & Joakim Westerlund & Ovidijus Stauskas, 2021, "The Factor Analytical Approach in Trending Near Unit Root Panels," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 91, Jul.
- Xiaohong Chen & Timothy M. Christensen & Sid Kankanala, 2021, "Adaptive Estimation and Uniform Confidence Bands for Nonparametric IV," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2292, Jul.
- Thomas Conlon & John Cotter & Iason Kynigakis, 2021, "Machine Learning and Factor-Based Portfolio Optimization," Working Papers, Geary Institute, University College Dublin, number 202111, Mar.
- Adam Lee & Geert Mesters, 2021, "Robust non-Gaussian inference for linear simultaneous equations models," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1792, Jul.
- Sarthak Behera & Hyeongwoo Kim & Soohyon Kim, 2021, "Superior Predictability of American Factors of the Won/Dollar Real Exchange Rate," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2021-03, Jul.
- Keser, Claudia & Späth, Maximilian, 2021, "Charitable giving: Framing and the role of information," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 424.
- Abdul-Lateef Haji-Ali & Jonathan Spence & Aretha Teckentrup, 2021, "Adaptive Multilevel Monte Carlo for Probabilities," Papers, arXiv.org, number 2107.09148, Jul.
- Youssef, Jamile & Ishker, Nermeen & Fakhreddine, Nour, 2021, "GDP Forecast of the Biggest GCC Economies Using ARIMA," MPRA Paper, University Library of Munich, Germany, number 108912, Jun.
- Bertram During & Christof Heuer, 2021, "Time-adaptive high-order compact finite difference schemes for option pricing in a family of stochastic volatility models," Papers, arXiv.org, number 2107.09094, Jul.
- Item repec:rim:rimwps:21-13 is not listed on IDEAS anymore
- Laura Coroneo & Fabrizio Iacone & Alessia Paccagnini & Paulo Santos Monteiro, 2021, "Testing the predictive accuracy of COVID-19 forecasts," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-52, Jul.
- Dirk Bergemann & Tibor Heumann & Stephen Morris, 2021, "Selling Impressions: Efficiency vs. Competition," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2291, Jul.
- Hulya Saygili & Aysun Turkvatan, 2021, "Tradable and Non-tradable Inflation in Turkey: Predicting Different States with Markov Regime-Switching Approach," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2117.
- Gérard Mondello, 2021, "Uncertainty and Information Sources' Reliability," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2021-31, Jul.
- Josep Lluís Carrion-i-Silvestre & María Dolores Gadea, 2021, ""Detecting multiple level shifts in bounded time series"," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202115, Jul, revised Jul 2021.
- Mark Huggett & Wenlan Luo, 2021, "Optimal Income Taxation: An Urban Economics Perspective," Opportunity and Inclusive Growth Institute Working Papers, Federal Reserve Bank of Minneapolis, number 51, Jul, DOI: 10.21034/iwp.51.
- Andrea Pontiggia & Giovanni Fasano, 2021, "Data Analytics and Machine Learning paradigm to gauge performances combining classification, ranking and sorting for system analysis," Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia, number 05, Jul.
- Seisho Sato & Naoto Kunitomo, 2021, "Backward Smoothing for Noisy Non-stationary Time Series," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-517, Jul.
- Josep Lluís Carrion-i-Silvestre & María Dolores Gadea, 2021, "“Detecting multiple level shifts in bounded time series”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 202106, Jul, revised Jul 2021.
- Barkowski, Scott, 2021, "Interpretation of nonlinear difference-in-differences: the role of the parallel trends assumption," MPRA Paper, University Library of Munich, Germany, number 108975, Jun.
- Keagile Lesame & Elie Bouri & David Gabauer & Rangan Gupta, 2021, "On the Dynamics of International Real Estate Investment Trust Propagation Mechanisms: Evidence from Time-Varying Return and Volatility Connectedness Measures," Working Papers, University of Pretoria, Department of Economics, number 202152, Jul.
- Yuichi FURUKAWA & Sumiko NIWA, 2021, "Deflation and Declining Business Dynamism in a Cash-in-Advance Economy," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 21058, Jul.