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An Optimal Information Gathering Algorithm
Di Caprio, Debora; Santos‐Arteaga, Francisco - 2012
are illustrated numerically for a variety of utility functions commonly used in decision theory …
Persistent link: https://www.econbiz.de/10014166100
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Assessing multivariate predictors of financial market movements : a latent factor framework for ordinal data
Huber, Philippe; Scaillet, Olivier; Victoria-Feser, … - 2008
Much of the trading activity in Equity markets is directed to brokerage houses. In exchange they provide so-called quot;soft dollarsquot; which basically are amounts spent in quot;researchquot; for identifying profitable trading opportunities. Soft dollars represent about USD 1 out of every USD...
Persistent link: https://www.econbiz.de/10003966616
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Forecasting and Forecast-Combining of Quarterly Earnings-per-Share via Genetic Programming
Rodriguez, Arturo - 2013
Genetic Programming as both a forecasting model estimator and a forecast-combining methodology. When we compare the … traditional methodologies in either forecasting or forecast combining of quarterly earnings … performance of traditional mechanical forecasting (ARIMA) models and models developed using Genetic Programming we observe that …
Persistent link: https://www.econbiz.de/10013074243
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A new application for the goal programming : the target decision rule for uncertain problems
Gaspars-Wieloch, Helena - In: Journal of risk and financial management : JRFM 13 (2020) 11/280, pp. 1-14
The goal programming (GP) is a well-known approach applied to multi-criteria decision making (M-DM). It has been used in many domains and the literature offers diverse extensions of this procedure. On the other hand, so far, some evident analogies between M-DM under certainty and scenario-based...
Persistent link: https://www.econbiz.de/10012388744
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Optimal dynamic information provision
Renault, Jérôme; Solan, Eilon; Vieille, Nicolas - 2017
Persistent link: https://www.econbiz.de/10012221224
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Optimal dynamic information provision
Renault, Jérôme; Solan, Eilon; Vieille, Nicolas - In: Games and economic behavior 104 (2017), pp. 329-349
Persistent link: https://www.econbiz.de/10011793371
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User equilibrium with recourse
Unnikrishnan, Avinash; Waller, Steven Travis - In: Networks and spatial economics : a journal of … 9 (2009) 4, pp. 575-593
Persistent link: https://www.econbiz.de/10003933747
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Incorporating parameter risk into derivatives prices : bid-ask pricing and calibration
Bannör, Karl Friedrich - 2013
In this thesis, a new methodology using convex risk measures is developed to incorporate parameter risk into prices of financial derivatives, provided that a distribution on the parameter space is given. A technique to induce a parameter distribution in case of calibration to market prices is...
Persistent link: https://www.econbiz.de/10010191893
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A comparison of wavelet networks and genetic programming in the context of temperature derivatives
Alexandridis, Antonis K.; Kampouridis, Michael; Cramer, Sam - In: International journal of forecasting 33 (2017) 1, pp. 21-47
Persistent link: https://www.econbiz.de/10011754682
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Russia's comparative advantages in foreign trade : forecasting potential dynamics and identifying stimulation measures
Savin, Ivan - 2013
Persistent link: https://www.econbiz.de/10009684693