Report NEP-ORE-2019-07-22
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.
Other reports in NEP-ORE
The following items were announced in this report:
- Gilles de Truchis & Elena Ivona Dumitrescu & Florent Dubois, 2019. "Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems," EconomiX Working Papers 2019-15, University of Paris Nanterre, EconomiX.
- Filippo Curti & Marco Migueis & Rob T. Stewart, 2019. "Benchmarking Operational Risk Stress Testing Models," Finance and Economics Discussion Series 2019-038, Board of Governors of the Federal Reserve System (U.S.).
- Oleksandr Faryna & Magnus Jonsson & Nadiia Shapovalenko, 2019. "Disinflation in Closed and Small Open Economies," Working Papers 01/2019, National Bank of Ukraine.
- Almeida, Caio & Ardison, Kim & Garcia, René, 2019. "Nonparametric Assessment of Hedge Fund Performance," TSE Working Papers 19-1024, Toulouse School of Economics (TSE).
- Sida Li & Xin Wang & Mao Ye, 2019. "Who Provides Liquidity, and When?," NBER Working Papers 25972, National Bureau of Economic Research, Inc.
- Jeremy D. Turiel & Tomaso Aste, 2019. "P2P Loan acceptance and default prediction with Artificial Intelligence," Papers 1907.01800, arXiv.org.
- Soybilgen, Baris, 2018. "Identifying US business cycle regimes using dynamic factors and neural network models," MPRA Paper 94715, University Library of Munich, Germany.
- Francois Belletti & Davis King & Kun Yang & Roland Nelet & Yusef Shafi & Yi-Fan Chen & John Anderson, 2019. "Tensor Processing Units for Financial Monte Carlo," Papers 1906.02818, arXiv.org, revised Jan 2020.
- Donald W.K. Andrews & Soonwoo Kwon, 2019. "Inference in Moment Inequality Models That Is Robust to Spurious Precision under Model Misspecification," Cowles Foundation Discussion Papers 2184, Cowles Foundation for Research in Economics, Yale University.
- Gilles de Truchis & Elena Ivona Dumitrescu, 2019. "Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems," EconomiX Working Papers 2019-14, University of Paris Nanterre, EconomiX.
- Efthymios Pavlidis & Konstantinos Vasilopoulos, 2019. "Speculative Bubbles in Segmented Markets," Working Papers 268640661, Lancaster University Management School, Economics Department.
- Dan Li & Adam Clements & Christopher Drovandi, 2019. "Efficient Bayesian estimation for GARCH-type models via Sequential Monte Carlo," Papers 1906.03828, arXiv.org, revised Mar 2020.
- Christopher M. Gunn & Alok Johri & Marc-Andre Letendre, 2019. "Charge-offs, Defaults and U.S. Business Cycles," Department of Economics Working Papers 2019-06, McMaster University.
- BURZYNSKI Michal & GOLA Pawel, 2019. "Mexican Migration to the United States: Selection, Assignment, and Welfare," LISER Working Paper Series 2019-10, Luxembourg Institute of Socio-Economic Research (LISER).
- Xin Qian & Yudong Chen & Andreea Minca, 2019. "Clustering Degree-Corrected Stochastic Block Model with Outliers," Papers 1906.03305, arXiv.org.
- Maurizio Daniele & Winfried Pohlmeier & Aygul Zagidullina, 2019. "Sparse Approximate Factor Estimation for High-Dimensional Covariance Matrices," Papers 1906.05545, arXiv.org.
- Jacobo Roa-Vicens & Cyrine Chtourou & Angelos Filos & Francisco Rullan & Yarin Gal & Ricardo Silva, 2019. "Towards Inverse Reinforcement Learning for Limit Order Book Dynamics," Papers 1906.04813, arXiv.org.
- Tim, Xiao, 2019. "Pricing Credit Default Swap Subject to Counterparty Risk and Collateralization," MPRA Paper 94701, University Library of Munich, Germany.
- Costas Meghir & Ahmed Mushfiq Mobarak & Ahmed Corina Mommaerts & Ahmed Melanie Morten, 2019. "Migration and Informal Insurance," Cowles Foundation Discussion Papers 2185, Cowles Foundation for Research in Economics, Yale University.
- Zhihua Ma & Yishu Xue & Guanyu Hu, 2019. "Heterogeneous Regression Models for Clusters of Spatial Dependent Data," Papers 1907.02212, arXiv.org, revised Apr 2020.
- Ellison, Martin & Macaulay, Alistair, 2019. "A Rational Inattention Unemployment Trap," CEPR Discussion Papers 13761, C.E.P.R. Discussion Papers.
- James Staveley-O'Carroll & Olena Staveley-O'Carroll, 2019. "International Welfare Spillovers of National Pension Schemes," Working Papers 1903, College of the Holy Cross, Department of Economics.
- Pervin Dadashova & Magnus Jonsson, 2019. "Mitigating the Cost of Stricter Macroprudential Policies," Working Papers 02/2019, National Bank of Ukraine.
- R. Pablo Arribillaga & Jordi Massó & Alejandro Neme, 2019. "All Sequential Allotment Rules Are Obviously Strategy-proof," UFAE and IAE Working Papers 966.19, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Das, Mahamitra & Kundu, Srikanta & Sarkar, Nityananda, 2019. "Mean and Volatility Spillovers between REIT and Stocks Returns A STVAR-BTGARCH-M Model," MPRA Paper 94707, University Library of Munich, Germany.
- Susana Alvarez Diez & Samuel Baixauli & Luis Eduardo Girón, 2019. "Valoración de Opciones Call Asiáticas Promedio Aritmético bajo Movimiento Browniano Logístico," Working Papers 46, Faculty of Economics and Management, Pontificia Universidad Javeriana Cali.
- Pietro Guarnieri & Tommaso Luzzati & Stefano Marchetti, 2019. "An experiment on coordination in a modified stag hunt game," Discussion Papers 2019/246, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy.
- Lee, Kangkook & Vu, Trung, 2019. "Economic Complexity, Human Capital and Income Inequality: A Cross-Country Analysis," MPRA Paper 94737, University Library of Munich, Germany.
- Ionut Cosmin Nastase, 2017. "Forecasting extreme events on financial markets," Scientific Papers 0003, Institute of Financial Studies.
- Chris Dempsey & Victor Matheson & Andrew Zimbalist, 2019. "Is there an Economic Case for the Olympic Games?," Working Papers 1902, College of the Holy Cross, Department of Economics.