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Report NEP-ORE-2022-01-17
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:
- Bryan T. Kelly & Semyon Malamud & Kangying Zhou, 2021, "The Virtue of Complexity in Machine Learning Portfolios," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-90, Dec.
- Jiafeng Chen & Xiaohong Chen & Elie Tamer, 2021, "Efficient Estimation of Average Derivatives in NPIV Models: Simulation Comparisons of Neural Network Estimators," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2319, Dec.
- Badunenko, Oleg & Henderson, Daniel J., 2021, "Production Analysis with Asymmetric Noise," MPRA Paper, University Library of Munich, Germany, number 110888, Nov.
- David S. Bates, 2021, "Empirical Option Pricing Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 29554, Dec.
- Matic, Jovanka Lili & Packham, Natalie & Härdle, Wolfgang Karl, 2021, "Hedging Cryptocurrency Options," MPRA Paper, University Library of Munich, Germany, number 110985, Nov.
- Andres Aradillas-Lopez & Adam Rosen, 2021, "Inference in ordered response games with complete information," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP25/21, Jul.
- Andres Aradillas-Lopez & Adam Rosen, 2021, "Inference in ordered response games with complete information," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP37/21, Oct.
- Damir Filipović & Amir Khalilzadeh, 2021, "Machine Learning for Predicting Stock Return Volatility," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-95, Dec.
- Mitra, Aruni, 2021, "The Productivity Puzzle and the Decline of Unions," MPRA Paper, University Library of Munich, Germany, number 110961, Oct.
- Pan, Jingwei, 2021, "Volatility and Dependence Models with Applications to U.S. Equity Markets," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 129944.
- Yukitoshi Matsushita & Taisuke Otsu & Keisuke Takahata, 2022, "Estimating density ratio of marginals to joint: Applications to causal inference," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 619, Jan.
- Viet-Anh Nguyen & Soroosh Shafieezadeh Abadeh & Damir Filipović & Daniel Kuhn, 2021, "Mean-Covariance Robust Risk Measurement," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-93, Dec.
- Frank Schorfheide & Dongho Song, 2021, "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," NBER Working Papers, National Bureau of Economic Research, Inc, number 29535, Dec.
- Kasberger, Bernhard & Woodward, Kyle, 2021, "Bidding in Multi-Unit Auctions under Limited Information," MPRA Paper, University Library of Munich, Germany, number 111185, Dec.
- Pagano, Marco & Wagner, Christian & Zechner, Josef, 2021, "Disaster resilience and asset prices," CFS Working Paper Series, Center for Financial Studies (CFS), number 673.
- Joel L. Horowitz & Sokbae (Simon) Lee, 2021, "Inference in a class of optimization problems: Con?dence regions and ?nite sample bounds on errors in coverage probabilities," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP33/21, Aug.