Report NEP-ORE-2012-10-20

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.

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Other reports in NEP-ORE

The following items were announced in this report:

• Todd E. Clark & Francesco Ravazzolo, 2012. "The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility," Working Paper 2012/09, Norges Bank.
• Pierre Collin-Dufresne & Vyacheslav Fos, 2012. "Insider Trading, Stochastic Liquidity and Equilibrium Prices," NBER Working Papers 18451, National Bureau of Economic Research, Inc.
• Giorgio FABBRI & Francesco RUSSO, 2012. "Infinite dimensional weak Dirichlet processes, stochastic PDEs and optimal control," LIDAM Discussion Papers IRES 2012017, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
• Ivan Savin & Peter Winker, 2012. "Lasso-type and Heuristic Strategies in Model Selection and Forecasting," Jena Economics Research Papers 2012-055, Friedrich-Schiller-University Jena.