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Report NEP-ORE-2009-10-31
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:
- Hautsch, Nikolaus & Kyj, Lada M. & Oomen, Roel C.A., 2009. "A blocking and regularization approach to high dimensional realized covariance estimation," SFB 649 Discussion Papers 2009-049, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Bahar Kaynar & Ad Ridder, 2009. "The Cross-Entropy Method with Patching for Rare-Event Simulation of Large Markov Chains," Tinbergen Institute Discussion Papers 09-084/4, Tinbergen Institute.