Report NEP-ORE-2022-01-17

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:

• Bryan T. Kelly & Semyon Malamud & Kangying Zhou, 2021. "The Virtue of Complexity in Machine Learning Portfolios," Swiss Finance Institute Research Paper Series 21-90, Swiss Finance Institute.
• Jiafeng Chen & Xiaohong Chen & Elie Tamer, 2021. "Efficient Estimation of Average Derivatives in NPIV Models: Simulation Comparisons of Neural Network Estimators," Cowles Foundation Discussion Papers 2319, Cowles Foundation for Research in Economics, Yale University.
• Badunenko, Oleg & Henderson, Daniel J., 2021. "Production Analysis with Asymmetric Noise," MPRA Paper 110888, University Library of Munich, Germany.
• David S. Bates, 2021. "Empirical Option Pricing Models," NBER Working Papers 29554, National Bureau of Economic Research, Inc.
• Matic, Jovanka Lili & Packham, Natalie & Härdle, Wolfgang Karl, 2021. "Hedging Cryptocurrency Options," MPRA Paper 110985, University Library of Munich, Germany.
• Andres Aradillas-Lopez & Adam Rosen, 2021. "Inference in ordered response games with complete information," CeMMAP working papers CWP25/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Andres Aradillas-Lopez & Adam Rosen, 2021. "Inference in ordered response games with complete information," CeMMAP working papers CWP37/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Damir Filipović & Amir Khalilzadeh, 2021. "Machine Learning for Predicting Stock Return Volatility," Swiss Finance Institute Research Paper Series 21-95, Swiss Finance Institute.
• Mitra, Aruni, 2021. "The Productivity Puzzle and the Decline of Unions," MPRA Paper 110961, University Library of Munich, Germany.
• Pan, Jingwei, 2021. "Volatility and Dependence Models with Applications to U.S. Equity Markets," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 129944, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
• Yukitoshi Matsushita & Taisuke Otsu & Keisuke Takahata, 2022. "Estimating density ratio of marginals to joint: Applications to causal inference," STICERD - Econometrics Paper Series 619, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
• Viet-Anh Nguyen & Soroosh Shafieezadeh Abadeh & Damir Filipović & Daniel Kuhn, 2021. "Mean-Covariance Robust Risk Measurement," Swiss Finance Institute Research Paper Series 21-93, Swiss Finance Institute.
• Frank Schorfheide & Dongho Song, 2021. "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," NBER Working Papers 29535, National Bureau of Economic Research, Inc.
• Kasberger, Bernhard & Woodward, Kyle, 2021. "Bidding in Multi-Unit Auctions under Limited Information," MPRA Paper 111185, University Library of Munich, Germany.
• Pagano, Marco & Wagner, Christian & Zechner, Josef, 2021. "Disaster resilience and asset prices," CFS Working Paper Series 673, Center for Financial Studies (CFS).
• Joel L. Horowitz & Sokbae (Simon) Lee, 2021. "Inference in a class of optimization problems: Con?dence regions and ?nite sample bounds on errors in coverage probabilities," CeMMAP working papers CWP33/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.