Narrow search
Showing 1 - 10 of 1,283
Cover Image
Using Smart Grids to Enhance Use of Energy-Efficiency and Renewable-Energy Technologies
Paget, Mia; Seacrest, Tom; Widergren, Steve; Balducci, … - Volkswirtschaftliche Fakultät, … - 2011
The picture of electrification across the Asia Pacific Economic Cooperation (APEC) economies is complex. APEC members are in various states of smart grid development, ranging from no activity, conducting demonstrations, and engaging in joint projects with other economies. Each member economy has...
Persistent link: https://www.econbiz.de/10011110492
Cover Image
On the tracking and replication of hedge fund optimal investment portfolio strategies in global capital markets in presence of nonlinearities, applying Bayesian filters: 1. Stratan...
Ledenyov, Dimitri O.; Ledenyov, Viktor O. - Volkswirtschaftliche Fakultät, … - 2013
The hedge fund represents a unique investment opportunity for the institutional and private investors in the diffusion-type financial systems. The main objective of this condensed article is to research the hedge fund’s optimal investment portfolio strategies selection in the global capital...
Persistent link: https://www.econbiz.de/10011260821
Cover Image
Quantitative Economic Modeling vs Methodological Individualism ?
Buda, Rodolphe - Volkswirtschaftliche Fakultät, … - 1999
During a long time, the Austrian Economic School was against any mathematical formalization in social and economic sciences because it would be opposed to an individualist point of view of social phenomenons. We try to find an quantitative individualism modelling way from a criticism of holist...
Persistent link: https://www.econbiz.de/10005790385
Cover Image
Les algorithmes de la modélisation : une analyse critique pour la modélisation économique
Buda, Rodolphe - Volkswirtschaftliche Fakultät, … - 2001
L'objet de ce papier n'est pas tant de présenter les principaux algorithmes utilisés en modélisation économique - nombre de manuels font des présentations de meilleure qualité et plus exhaustives - que d'en proposer une vision critique. Les modèles économiques, et plus particulièrement...
Persistent link: https://www.econbiz.de/10005836329
Cover Image
La modélisation macroéconomique comme processus de communication : pour une formalisation finaliste des équations de comportement
Buda, Rodolphe - Volkswirtschaftliche Fakultät, … - 1994
The assumption we submit, because macroeconomic forcasts would be unperfect, is that behavioral equations doesn't enough describe economic behaviours through the capacity of reaction opposite to environment. Further, the forcaster belongs to his search-system, so that, may be, we must now...
Persistent link: https://www.econbiz.de/10005836791
Cover Image
FX Smile in the Heston Model
Janek, Agnieszka; Kluge, Tino; Weron, Rafal; Wystup, Uwe - Volkswirtschaftliche Fakultät, … - 2010
The Heston model stands out from the class of stochastic volatility (SV) models mainly for two reasons. Firstly, the process for the volatility is non-negative and mean-reverting, which is what we observe in the markets. Secondly, there exists a fast and easily implemented semi-analytical...
Persistent link: https://www.econbiz.de/10008678292
Cover Image
On the architecture of the rings of Saturn: An “identity” theory of the distribution of gaps within rings
Albers, Scott - Volkswirtschaftliche Fakultät, … - 2014
In the physical world the “identity” of something is taken generally as a given; an apple is an apple; this apple is this apple. When dealing with planetary structure and extension into space, however, the problem of the planet’s “identity” in the surrounding cosmos is writ large. What...
Persistent link: https://www.econbiz.de/10011109196
Cover Image
Towards an economic architecture of the rings of Saturn: On the Political Economy Wave, Kaluza’s fifth dimension and an alternative derivation of the Roche Limit
Albers, Scott - Volkswirtschaftliche Fakultät, … - 2014
This paper presents interesting correlations which exist between a model of long-wave economic activity and crisis in the United States – “the Political Economy wave” – and the structure of the rings of Saturn, one of the most confounding structures known to science. At the present time...
Persistent link: https://www.econbiz.de/10011110430
Cover Image
NIG-Levy process in asset price modeling: case of Estonian companies
Teneng, Dean - Volkswirtschaftliche Fakultät, … - 2013
As an asset is traded at fair value, its varying price trace an interesting trajectory reflecting in a general way the asset’s value and underlying economic activities. These trajectory exhibit jumps, clustering and a host of other properties not usually captured by Gaussian based models. Levy...
Persistent link: https://www.econbiz.de/10011112568
Cover Image
Managing investor and consumer exposure to electricity market price risks through Feed-in Tariff design
Devine, Mel; Farrell, Niall; Lee, William - Volkswirtschaftliche Fakultät, … - 2014
increasing importance as renewables comprise a greater share of total electricity cost. Different divisions of market price risk … transferring market price risk from investors, through policymakers, to a counterparty. This counterparty is often the electricity … may thus be optimal at different stages of renewables deployment. Flexibility in FiT legislation may be required to …
Persistent link: https://www.econbiz.de/10011107553