Report NEP-ORE-2020-01-13

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:

• Aknouche, Abdelhakim & Francq, Christian, 2019. "Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models," MPRA Paper 97382, University Library of Munich, Germany.
• Zijian Zeng & Meng Li, 2020. "Bayesian Median Autoregression for Robust Time Series Forecasting," Papers 2001.01116, arXiv.org, revised Dec 2020.
• Hannah Holmes & Katsushi S. Imai, 2019. "Fair Trade and Wellbeing Improvements: Evidence from Sri Lanka," Discussion Paper Series DP2019-25, Research Institute for Economics & Business Administration, Kobe University.
• Akimov, Dmitry & Makarov, Ilya, 2019. "Deep Reinforcement Learning with VizDoomFirst-Person Shooter," MPRA Paper 97307, University Library of Munich, Germany, revised 23 Sep 2019.
• Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2019. "Confi dence Intervals for Projections of Partially Identifi ed Parameters," CeMMAP working papers CWP26/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Kadyrov, Timur & Ignatov, Dmitry I., 2019. "Attribution of Customers’ Actions Based on Machine Learning Approach," MPRA Paper 97312, University Library of Munich, Germany, revised 23 Sep 2019.
• Tanaka, Yasuhito, 2019. "Involuntary unemployment under indivisible labor supply: Perfect competition case," MPRA Paper 97832, University Library of Munich, Germany.
• Acciaio, Beatrice & Guyon, Julien, 2020. "Short communication: inversion of convex ordering: local volatility does not maximise the price of VIX futures," LSE Research Online Documents on Economics 102984, London School of Economics and Political Science, LSE Library.
• Michael, Friedrich & Ignatov, Dmitry I., 2019. "General Game Playing B-to-B Price Negotiations," MPRA Paper 97313, University Library of Munich, Germany, revised 23 Sep 2019.
• Bernard De Meyer & Moussa Dabo, 2019. "The CMMV Pricing Model in Practice," Documents de travail du Centre d'Economie de la Sorbonne 19026, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Serge Darolles & Gaëlle Le Fol & Yang Lu & Ran Sun, 2019. "Bivariate integer-autoregressive process with an application to mutual fund flows," Post-Print halshs-02418967, HAL.
• Siciliani, Paolo & Giovannetti, Emanuele, 2019. "Platform competition and incumbency advantage under heterogeneous switching cost — exploring the impact of data portability," Bank of England working papers 839, Bank of England.
• Herve Cres & Mich Tvede, 2020. "Corporate self-regulation of imperfect competition," University of East Anglia School of Economics Working Paper Series 2019-05, School of Economics, University of East Anglia, Norwich, UK..
• Liutang Gong & Chan Wang & Heng-fu Zou, 2020. "Optimal monetary policy in a model of vertical production and trade with reference currency," CEMA Working Papers 611, China Economics and Management Academy, Central University of Finance and Economics.
• Fredrik Wulfsberg, 2019. "Wages for Skilled Workers in the Norwegian Pulp and Paper Industry 1967–79," Working Papers 201904, Oslo Metropolitan University, Oslo Business School.
• Mirko Moscatelli & Simone Narizzano & Fabio Parlapiano & Gianluca Viggiano, 2019. "Corporate default forecasting with machine learning," Temi di discussione (Economic working papers) 1256, Bank of Italy, Economic Research and International Relations Area.
• Jackson, Emerson Abraham & Tamuke, Edmund, 2019. "Predicting disaggregated tourist arrivals in Sierra Leone using ARIMA model," MPRA Paper 96845, University Library of Munich, Germany, revised 23 Dec 2019.
• Tanaka, Yasuhito, 2019. "Indivisible labor supply and involuntary unemployment: Monopolistic competition model," MPRA Paper 97377, University Library of Munich, Germany.
• Zolnikov, Pavel & Zubov, Maxim & Nikitinsky, Nikita & Makarov, Ilya, 2019. "Efficient Algorithms for Constructing Multiplex Networks Embedding," MPRA Paper 97310, University Library of Munich, Germany, revised 23 Sep 2019.
• Baskran, Sumirrta, 2019. "The Effects of Internal and External Factors on Corporate Governance and the Performance of American International Group (AIG)," MPRA Paper 97263, University Library of Munich, Germany, revised 11 Nov 2019.
• de Bondt, Gabe & Gieseck, Arne & Zekaite, Zivile & Herrero, Pablo, 2019. "Disaggregate income and wealth effects in the largest euro area countries," Working Paper Series 2343, European Central Bank.
• Luká? Augustin Máslo, 2019. "Post-Keynesian Controversy About Uncertainty: Methodological Perspective, Part I," Proceedings of International Academic Conferences 9512190, International Institute of Social and Economic Sciences.
• Tianyi Liu & Enlu Zhou, 2019. "Online Quantification of Input Model Uncertainty by Two-Layer Importance Sampling," Papers 1912.11172, arXiv.org, revised Feb 2020.
• Daniel Wilhelm, 2019. "Testing for the Presence of Measurement Error," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2019-18, Economic Statistics Centre of Excellence (ESCoE).
• Bergantiños, Gustavo & Lorenzo, Leticia, 2019. "How to apply penalties to avoid delays in projects," MPRA Paper 97139, University Library of Munich, Germany.
• Martinelli, Cesar & Vega, Marco, 2019. "The economic legacy of General Velasco: Long-term consequences of interventionism," Working Papers 2019-010, Banco Central de Reserva del Perú.
• Bergantiños, Gustavo & Chun, Youngsub & Lee, Eunju & Lorenzo, Leticia, 2019. "The Folk Rule for Minimum Cost Spanning Tree Problems with Multiple Sources," MPRA Paper 97141, University Library of Munich, Germany.
• Florian Gunsilius & Susanne M. Schennach, 2019. "Independent nonlinear component analysis," CeMMAP working papers CWP46/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Benkovich, Nikita & Dedenok, Roman & Golubev, Dmitry, 2019. "Deep Quarantine for Suspicious Mail," MPRA Paper 97311, University Library of Munich, Germany, revised 23 Sep 2019.
• Tomasz Żylicz, 2019. "Urban greenery management problem," Working Papers 2019-21, Faculty of Economic Sciences, University of Warsaw.
• Aditya Maheshwari & Traian Pirvu, 2019. "Portfolio Optimization under Correlation Constraint," Papers 1912.12521, arXiv.org.
• March, Christoph, 2019. "The behavioral economics of artificial intelligence: Lessons from experiments with computer players," BERG Working Paper Series 154, Bamberg University, Bamberg Economic Research Group.
• Reinhard Neck & Dmitri Blueschke & Viktoria Blueschke-Nikolaeva, 2019. "Finite Horizon Dynamic Games with and without a Scrap Value," Proceedings of International Academic Conferences 9712064, International Institute of Social and Economic Sciences.
• Bastani, Spencer & Giebe, Thomas & Gürtler, Oliver, 2019. "A general framework for studying contests," MPRA Paper 97363, University Library of Munich, Germany.
• Sy-Hoa Ho & Jamel Saadaoui, 2019. "Symmetric and asymmetric effects of exchange rates on money demand: Empirical evidence from Vietnam?," Working Papers of BETA 2019-49, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
• Bastian Kordyaka & Mario Lackner & Hendrik Sonnabend, 2019. "Can too many cooks spoil the broth? Coordination costs, fatigue, and performance in high-intensity tasks," Economics working papers 2019-19, Department of Economics, Johannes Kepler University Linz, Austria.
• James J. Heckman, 2019. "Randomization and Social Policy Evaluation Revisited," Working Papers 2019-073, Human Capital and Economic Opportunity Working Group.
• Holger Dette & Weichi Wu, 2020. "Prediction in locally stationary time series," Papers 2001.00419, arXiv.org, revised Jan 2020.
• Jacobo Roa-Vicens & Yuanbo Wang & Virgile Mison & Yarin Gal & Ricardo Silva, 2019. "Adversarial recovery of agent rewards from latent spaces of the limit order book," Papers 1912.04242, arXiv.org.
• Andrejs Zlobins, 2019. "Macroeconomic Effects of the ECB's Forward Guidance," Working Papers 2019/03, Latvijas Banka.
• Fries, Sébastien, 2018. "Conditional moments of noncausal alpha-stable processes and the prediction of bubble crash odds," MPRA Paper 97353, University Library of Munich, Germany, revised Nov 2019.
• Jackson, Emerson Abraham & Tamuke, Edmund & Jabbie, Mohamed, 2019. "Disaggregated Short-Term Inflation Forecast (STIF) for Monetary Policy Decision in Sierra Leone," MPRA Paper 96735, University Library of Munich, Germany, revised 26 Nov 2019.
• Hamano, Masashige & Pappadà, Francesco, 2020. "Firm turnover in the export market and the case for fixed exchange rate regime," Research Discussion Papers 1/2020, Bank of Finland.
• Luca Fornaro, 2019. "A Theory of Monetary Union and Financial Integration," Working Papers 1138, Barcelona School of Economics.
• Raffaella Giacomini & Toru Kitagawa & Harald Uhlig, 2019. "Estimation Under Ambiguity," CeMMAP working papers CWP24/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Faria, Gonçalo & Verona, Fabio, 2020. "Frequency-domain information for active portfolio management," Research Discussion Papers 2/2020, Bank of Finland.
• Jan Posp'iv{s}il & Tom'av{s} Sobotka & Philipp Ziegler, 2019. "Robustness and sensitivity analyses for stochastic volatility models under uncertain data structure," Papers 1912.06709, arXiv.org.
• Harin, Alexander, 2019. "Behavioral sciences and auto-transformations. Introduction," MPRA Paper 97344, University Library of Munich, Germany.
• Kim, Minseong, 2019. "Firms as problem solvers: economics meets computer science," MPRA Paper 97332, University Library of Munich, Germany.
• Florent Bédécarrats & Isabelle Guérin & François Roubaud, 2019. "Microcredit RCTs in Development: Miracle or Mirage?," Working Papers DT/2019/13, DIAL (Développement, Institutions et Mondialisation).
• Markus K. Brunnermeier & Darius Palia & Karthik A. Sastry & Christopher A. Sims, 2019. "Feedbacks: Financial Markets and Economic Activity," Working Papers 257, Princeton University, Department of Economics, Center for Economic Policy Studies..
• Ilya Musabirov & Denis Bulygin & Ekaterina Marchenko, 2019. "Personal Brands Of Esports Athletes: An Exploration Of Evaluation Mechanisms," HSE Working papers WP BRP 90/SOC/2019, National Research University Higher School of Economics.
• Aleksandra prof. PULS dr hab. ?uczak & Ma?gorzata Just, 2019. "A novel hybrid MCDM procedure to assessment of socio-economic development of units at different government levels," Proceedings of International Academic Conferences 9912160, International Institute of Social and Economic Sciences.
• Nikil Chande & Dennis Yanchus, 2019. "Cyberincidents : état des lieux," Staff Analytical Notes 2019-32fr, Bank of Canada.
• Jochimsen, Beate, 2019. "Christmas lights in Berlin: New empirical evidence for the private provision of a public good," FiFo Discussion Papers - Finanzwissenschaftliche Diskussionsbeiträge 19-04, University of Cologne, FiFo Institute for Public Economics.
• Ruben Loaiza-Maya & Gael M. Martin & David T. Frazier, 2019. "Focused Bayesian Prediction," Papers 1912.12571, arXiv.org, revised Aug 2020.
• Falko Baustian & Katev{r}ina Filipov'a & Jan Posp'iv{s}il, 2019. "Solution of option pricing equations using orthogonal polynomial expansion," Papers 1912.06533, arXiv.org, revised Jun 2020.
• Banerjee, Abhijit, 2019. "Field experiments and the practice of economics," Nobel Prize in Economics documents 2019-3, Nobel Prize Committee.
• Dario Frascaria & Neil Olver & Erik T. Verhoef, 2020. "Emergent hypercongestion in Vickrey bottleneck networks," Tinbergen Institute Discussion Papers 20-002/VIII, Tinbergen Institute.
• Semenova, Daria & Temirkaeva, Maria, 2019. "The Comparison of Methods for IndividualTreatment Effect Detection," MPRA Paper 97309, University Library of Munich, Germany, revised 23 Sep 2019.
• Roger Farmer, 2019. "The Importance of Beliefs in Shaping Macroeconomic Outcomes," NBER Working Papers 26557, National Bureau of Economic Research, Inc.
• Yupawan Vannavanit & Sirirat Kosakarika, 2019. "Thai Customer Satisfaction in Shopee Application," Proceedings of International Academic Conferences 9712140, International Institute of Social and Economic Sciences.
• Morgan, Mary S., 2019. "‘If p? Then What?’ Thinking Within, With, and From Cases," LSE Research Online Documents on Economics 102972, London School of Economics and Political Science, LSE Library.
• Zhang, Hanzhe, 2020. "A Marriage-Market Perspective on Risk-Taking and Career Choices: Theory and Evidence," Working Papers 2020-2, Michigan State University, Department of Economics.
• Walter Briec & Stéphane Mussard, 2019. "Improvement of Technical Efficiency of Firm Groups," Post-Print hal-02387847, HAL.
• Nyoni, Smartson. Pumulani & Nyoni, Thabani, 2019. "Forecasting TB notifications at Zengeza clinic in Chitungwiza, Zimbabwe," MPRA Paper 97331, University Library of Munich, Germany.
• Carrera, César & Puch, Miguel, 2019. "Consumption dynamics and the expectation channel in a Small Open Economy," Working Papers 2019-008, Banco Central de Reserva del Perú.
• Sijabat, Ferdi Nazirun & Muhammad, Muhammad, 2019. "Studi Eksplorasi Kesiapan Internasionalisasi Warung Kopi di Kota Banda Aceh ke Tingkat ASEAN [Internationalisation Readiness of Banda Aceh's Coffee Shop Industry to ASEAN]," MPRA Paper 97846, University Library of Munich, Germany.
• Bunji, Kyosuke & Okada, Kensuke, 2019. "Item Response and Response Time Model for Personality Assessment via Linear Ballistic Accumulation," OSF Preprints knuy7, Center for Open Science.
• Dieter Pennerstorfer & Biliana Yontcheva, 2019. "How to Draw the Line: A Note on Local Market Definition," Economics working papers 2019-17, Department of Economics, Johannes Kepler University Linz, Austria.
• Bergantiños, Gustavo & Moreno-Ternero, Juan D., 2019. "Allocating extra revenues from broadcasting sports leagues," MPRA Paper 97413, University Library of Munich, Germany.
• Sven Klaassen & Jannis Kück & Martin Spindler & Victor Chernozhukov, 2019. "Uniform inference in high-dimensional Gaussian graphical models," CeMMAP working papers CWP29/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Marcello Pericoli, 2019. "An assessment of recent trends in market-based expected iflation in the euro area," Questioni di Economia e Finanza (Occasional Papers) 542, Bank of Italy, Economic Research and International Relations Area.
• Alice Guerra & Tapas Kundu, 2019. "The Role of Legal Presumptions in Patent Litigation," Working Papers 201905, Oslo Metropolitan University, Oslo Business School.
• Nikil Chande & Dennis Yanchus, 2019. "The Cyber Incident Landscape," Staff Analytical Notes 2019-32, Bank of Canada.
• Uju Violet Alola & Simplice A. Asongu & Andrew Adewale Alola, 2019. "Linking supervisor incivility with job embeddedness and cynicism: The mediating role of employee self-efficacy," Working Papers 19/091, European Xtramile Centre of African Studies (EXCAS).
• Edouard Djeutem & Shaofeng Xu, 2019. "Model Uncertainty and Wealth Distribution," Staff Working Papers 19-48, Bank of Canada.
• Antonios Antypas & Guglielmo Maria Caporale & Nikolaos Kourogenis & Nikitas Pittis, 2019. "Estimation of Conditional Asset Pricing Models with Integrated Variables in the Beta Specification," CESifo Working Paper Series 7969, CESifo.
• Victor Chernozhukov & Kaspar Wüthrich & Yinchu Zhu, 2019. "Inference on average treatment effects in aggregate panel data settings," CeMMAP working papers CWP32/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Naji Massad & Jørgen Vitting Andersen, 2019. "Defining an intrinsic "stickiness" parameter of stock price returns," Documents de travail du Centre d'Economie de la Sorbonne 19028, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Alghalith, Moawia, 2019. "The distribution of the average of log-normal variables and Exact Pricing of the Arithmetic Asian Options: A Simple, closed-form Formula," MPRA Paper 97324, University Library of Munich, Germany.
• Le Cour Grandmaison, Romain & Morris, Nathaniel & Smith, Benjamin, 2019. "The last harvest? From the US fentanyl boom to the Mexican Opium Crisis," LSE Research Online Documents on Economics 102974, London School of Economics and Political Science, LSE Library.
• Lahura, Erick & Espino, Freddy, 2019. "Cartera morosa en moneda extranjera y tipo de cambio real: Evidencia para el Perú, 2003-2018," Working Papers 2019-009, Banco Central de Reserva del Perú.
• Viktors Ajevskis, 2019. "Generalised Impulse Response Function as a Perturbation of a Global Solution to DSGE Models," Working Papers 2019/04, Latvijas Banka.
• Kurovskiy, Gleb, 2019. "Disentanglement of natural interest rate shocks and monetary policy shocks nexus," MPRA Paper 97547, University Library of Munich, Germany.
• Andrejs Zlobins, 2019. "Country-Level Effects of the ECB's Expanded Asset Purchase Programme," Working Papers 2019/02, Latvijas Banka.
• Hans Gersbach & Hans Haller, 2019. "Gainers and Losers from Market Integration," CESifo Working Paper Series 7977, CESifo.
• Muteba Mwamba, John Weirstrass & Tchuinkam Djemo, Charles Raoul, 2019. "Exchange Rate Risk and International Equity Portfolio Diversification: A South African Investor’s Perspective," MPRA Paper 97338, University Library of Munich, Germany.
• Carlo Marinelli, 2019. "Positivity of mild solution to stochastic evolution equations with an application to forward rates," Papers 1912.12472, arXiv.org.
• Gergely Ganics & Barbara Rossi & Tatevik Sekhposyan, 2019. "From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts," Working Papers 1947, Banco de España.
• Hubert Stahn & Agnes Tomini, 2019. "Managing a common-pool resource with no stock externality: The case of artesian aquifers," AMSE Working Papers 1935, Aix-Marseille School of Economics, France.