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driven by technological progress in trading systems and an increasing importance of intraday trading, liquidity risk, optimal …
Persistent link: https://www.econbiz.de/10014015549
The book provides graduate students and researchers with an up-to-date survey of statistical and econometric techniques for the analysis of count data, with a focus on conditional distribution models. Proper count data probability models allow for rich inferences, both with respect to the...
Persistent link: https://www.econbiz.de/10013520920
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Markets and Trading -- Agent’s Minimal Intelligence Calibration for Realistic Market Dynamics -- Trading on Marginal Information -- Stylized Facts Study through a Multi-Agent Based Simulation of an Artificial Stock Market -- Auctions -- A Variable Bid Increment Algorithm for Reverse English...
Persistent link: https://www.econbiz.de/10013522840
employs stages of knowledge ahead to track satisfactions and dissatisfactions. In the first stage of risk, the uninsured face … out on by the insured). In the second stage when the risk is passed the uninsured may face the dissatisfactions of …
Persistent link: https://www.econbiz.de/10013520645
Many optimization questions arise in economics and finance, an important example of this is the society's choice of the optimum state of the economy (the social choice problem). Optimization in Economics and Finance extends and improves the usual optimization techniques, in a form that may be...
Persistent link: https://www.econbiz.de/10014013951
contribute to this understanding by answering the following questions: How do banks adjust capital and risk after an increase in …
Persistent link: https://www.econbiz.de/10013520748
Two very topical research questions are addressed in this book: Which are the determinants of new business formation and their survival, and will business start-ups, especially in the service sector, create employment and thereby generate growth? The analysis is based on a unique dataset...
Persistent link: https://www.econbiz.de/10013520828
Preface -- Credibility Theory -- Credibilistic Programming -- Mathematical Programming -- Expected Value Model -- Chance-Constrained Programming -- Entropy Maximization Model -- Cross-Entropy Minimization Model -- Regret Minimization Model
Persistent link: https://www.econbiz.de/10014552595
Als Reaktion auf die Schwächen des Value-at-Risk-Konzeptes wurden in der Literatur axiomatische Risikomessansätze als …
Persistent link: https://www.econbiz.de/10014015725