Report NEP-ORE-2021-09-13

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:

• Kindop, Igor, 2021. "Ubiquitous multimodality in mixed causal-noncausal processes," MPRA Paper 109594, University Library of Munich, Germany, revised 04 Sep 2021.
• Marente Vlekke & Martin Mellens & Siem Jan Koopmans, 2020. "An assessment of the Phillips curve over time: evidence for the United States and the euro area," CPB Discussion Paper 416, CPB Netherlands Bureau for Economic Policy Analysis.
• Mönch, Emanuel & Stein, Tobias, 2021. "Equity premium predictability over the business cycle," Discussion Papers 25/2021, Deutsche Bundesbank.
• Hayerikhiyavi, Mohammadali & Dimitrovski, Aleksandar, 2021. "Improved Gyrator-Capacitor Modeling of Magnetic Circuits with Inclusion of Magnetic Hysteresis," MPRA Paper 109495, University Library of Munich, Germany.
• Castro-Iragorri, C & Ramírez, J, 2021. "Forecasting Dynamic Term Structure Models with Autoencoders," Documentos de Trabajo 19431, Universidad del Rosario.
• Marcos Escobar-Anel & Maximilian Gollart & Rudi Zagst, 2021. "Closed-form portfolio optimization under GARCH models," Papers 2109.00433, arXiv.org.
• Brunori, Paolo & Hufe, Paul & Mahler, Daniel Gerszon, 2021. "The Roots of Inequality: Estimating Inequality of Opportunity from Regression Trees and Forests," IZA Discussion Papers 14689, Institute of Labor Economics (IZA).
• Alexander Groh & Cay Oertel, 2021. "Dynamic Extreme Value Regression of US REIT Returns conditional on Covariates," ERES eres2021_37, European Real Estate Society (ERES).
• Felix Brandt & Carsten Lausberg, 2021. "Risk and Return of German Real Estate Stocks: A Simulation Approach with Geometric Brownian Motion," ERES eres2021_86, European Real Estate Society (ERES).