Report NEP-ORE-2018-10-01

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:

• Zorana Grbac & David Krief & Peter Tankov, 2018. "Long-time trajectorial large deviations for affine stochastic volatility models and application to variance reduction for option pricing," Papers 1809.06153, arXiv.org.
• Lei Zhang, 2018. "Artificial Neural Network Based Chaotic Generator Design for The Prediction of Financial Time Series," Proceedings of International Academic Conferences 6409417, International Institute of Social and Economic Sciences.
• Sergey Ivashchenko & Semih Emre Cekin & Kevin Kotze & Rangan Gupta, 2018. "Forecasting with second-order approximations and Markov-switching DSGE models," School of Economics Macroeconomic Discussion Paper Series 2018-10, School of Economics, University of Cape Town.
• Dinghai Xu & Jingru Ji & Donghua Wang, 2018. "Modelling the spreading process of extreme risks via a simple agent-based model: Evidence from the China stock market," Working Papers 1806, University of Waterloo, Department of Economics, revised 09 Jan 2018.
• Whitney Newey & Sami Stouli, 2018. "Control Variables, Discrete Instruments, and Identification of Structural Functions," Bristol Economics Discussion Papers 18/702, School of Economics, University of Bristol, UK.
• Xin Guo & Wenpin Tang & Renyuan Xu, 2018. "A class of stochastic games and moving free boundary problems," Papers 1809.03459, arXiv.org, revised Oct 2021.
• Ando, Tomohiro & Bai, Jushan, 2018. "Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity," MPRA Paper 88765, University Library of Munich, Germany.
• Pihnastyi, Oleh & Parachnevych, Oksana, 2018. "On the formulation of the problem of optimal control of production parameters using a two-level model of the production process," MPRA Paper 88761, University Library of Munich, Germany, revised 01 Sep 2018.