Report NEP-ORE-2015-01-31

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.

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Other reports in NEP-ORE

The following items were announced in this report:

• Eduardo Rossi & Paolo Santucci de Magistris, 2014. "Indirect inference with time series observed with error," CREATES Research Papers 2014-57, Department of Economics and Business Economics, Aarhus University.
• Oscar Claveria & Enric Monte & Salvador Torra, 2015. "“Multiple-input multiple-output vs. single-input single-output neural network forecasting”," AQR Working Papers 201502, University of Barcelona, Regional Quantitative Analysis Group, revised Jan 2015.
• Junior Maih, 2015. "Efficient perturbation methods for solving regime-switching DSGE models," Working Paper 2015/01, Norges Bank.
• Jouchi Nakajima & Tsuyoshi Kunihama & Yasuhiro Omori, 2015. "Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes ," CIRJE F-Series CIRJE-F-952, CIRJE, Faculty of Economics, University of Tokyo.
• Oscar Claveria & Enric Monte & Salvador Torra, 2015. "“Effects of removing the trend and the seasonal component on the forecasting performance of artificial neural network techniques”," AQR Working Papers 201503, University of Barcelona, Regional Quantitative Analysis Group, revised Jan 2015.
• Trojani, Fabio & Wiehenkamp, Christian & Wrampelmeyer, Jan, 2014. "Ambiguity and Reality," Working Papers on Finance 1418, University of St. Gallen, School of Finance.