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Bootstrap Markov chain Monte Carlo and optimal solutions for the Law of Categorical Judgment (Corrected)
Kochanski, Greg P; Rosner, Burton S. - 2010
A novel procedure is described for accelerating the convergence of Markov chain Monte Carlo computations. The algorithm uses an adaptive bootstrap technique to generate candidate steps in the Markov Chain. It is efficient for symmetric, convex probability distributions, similar to multivariate...
Persistent link: https://www.econbiz.de/10009441534
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Risk Preferences Beyond Expected Utility Theory: Theoretical and Experimental Approaches
R?ger, Maximilian - 2011
-order risk preferences. In order to assess whether risk preferences differ for decisions over gains and losses the experiment was …, verglichen. Das Experiment macht deutlich, dass die methodologischen Einw?nde empirische Relevanz besitzen, wenn eine …
Persistent link: https://www.econbiz.de/10009482308
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Teoria dos jogos e seleção de portfólio: uma proposta de adaptação ao modelo minimax e aplicação ao mercado acionário brasileiro
Farias, Christiano Alves; Vieira, Wilson da Cruz; … - 2004
The objective of this paper was to compare and to analyze three portfolio selection models: Mean-Variance, Minimax and Minimax Weighted. These models were evaluated using historical data (September 1999 to August 2000, January 2001 to December 2001 and February 2002 to January 2003) obtained...
Persistent link: https://www.econbiz.de/10009445890
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Online consumer-to-consumer communication networks : an economic exploration of their formation and value
Harmsen-van Hout, Maria [Marjolein] Juliëtte Wilhelmina - 2009
Online Consumer-to-Consumer Communication Networks are characterized by informational and social benefits as well as time and effort costs for participants. Therefore, this dissertation takes an economic perspective on the network formation process as a determinant of value for consumers and...
Persistent link: https://www.econbiz.de/10009467397
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Simulation der langfristigen Entwicklung des europäischen Elektrizitätsmarktes
Paulun, Tobias - 2009
die Entscheidung relevanten Randbedingungen durch Szenarienbäume erfasst. Die Auswirkungen politischer Entscheidungen und …
Persistent link: https://www.econbiz.de/10009467426
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Risk, Behavior and Evolution
Netzer, Nick - 2007
Diese Doktorarbeit besteht aus vier eigenständigen Forschungsarbeiten, die in der Zeit von Oktober 2004 bis Oktober 2007 geschrieben wurden, während ich Teilnehmer am "Doctoral Programme in Quantitative Economics and Finance" an der Universität Konstanz war. Meine Forschungsinteressen...
Persistent link: https://www.econbiz.de/10009471697
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Strategic Misrepresentation of Information : Implications of Biased and Diverse Information in Capital Markets
Kleinert, Martin - 2006
Today's predominant disclosure philosophy calls for the fulldisclosure of all decision relevant information bycompanies … forward which shed a different light on the above line ofargument. Firstly, decision relevant information necessarilyinvolves …
Persistent link: https://www.econbiz.de/10009475317
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Network Formation and International Trade
Jorzik, Nathalie - 2009
Die Gründung des GATT Abkommens im Jahr 1947 sowie die Welthandelsorganisation führten zu weltweiten Zollsenkung. Seit deren Gründung haben sich mehr als 150 Länder innerhalb von acht Verhandlungsrunden auf Zollsenkungen von durchschnittlich 40% auf nunmehr 4% geeinigt.Hauptsäule der WTO...
Persistent link: https://www.econbiz.de/10009476160
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Advances in strategic network formation : preferences, centrality, and externalities
Buechel, Berno - 2009
The importance of social and economic networks has meanwhile been widely acknowledged throughout social sciences. Network positions are supposed to be important for both, consumers and suppliers. Examples are R&D collaborations, strategic alliances, knowledge management within organizations,...
Persistent link: https://www.econbiz.de/10009452644
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Enhancing expert system intelligentagents using game theory
Vineyard, Craig - 2009
intelligently requires decision making. Numerous fields such as economics, philosophy, and mathematics have made contributions to … the realm of decision making, although none are applicable in a truly novel domain. The mathematical discipline of game … different approaches while arriving at the same solution to a problem, expert system decision making performance too is …
Persistent link: https://www.econbiz.de/10009429652