搜索结果: 1-15 共查到“应用经济学 Modeling”相关记录20条 . 查询时间(0.196 秒)
LAND USE, MICROCLIMATE, AND SURFACE RUNOFF LINKAGES: SPACE-TIME MODELING FROM ROKEL-SELI RIVER BASIN, SIERRA LEONE
Land use change microclimate surface hydrology open source geospatial Sierra Leone
2018/11/8
This study mainly utilized the Soil and Water Assessment Tool (SWAT) together with SWAT-CUP, both free and open source software (FOSS), to construct a distributed hydrologic flow model for the Rokel-S...
Survival Analysis in LGD Modeling
Correlation Credit risk Loss given default Recovery rate Regulatory capital
2016/1/27
The paper proposes an application of the survival time analysis methodology to estimations of the Loss Given Default (LGD) parameter. The main advantage of the survival analysis approach compared to c...
Electric Power Market Modeling with Multi-Agent Reinforcement Learning
Electric Power Market Modeling Multi-Agent Reinforcement Learning
2014/10/22
Agent-based modeling (ABM) is a relatively new tool for use in electric power market research. At heart are software agents representing real-world stakeholders in the industry: utilities, power produ...
Agent Based Modeling of Electronic Markets To Analyze the Sustainability of Mutual Cooperation
Agent Based Modeling Electronic Markets Analyze the Sustainability
2014/10/22
According to game theory, a dominant strategy of Prisoner’s Dilemma game is defecting (Epstein, 1997). Online trading between two strangers falls in the realm of a Prisoner’s Dilemma (Yamamoto et al, ...
Modeling and Pricing of Covariance and Correlation Swaps for Financial Markets with Semi-Markov Volatilities
Modeling and Pricing of Covariance Correlation Swaps Financial Markets Semi-Markov Volatilities Pricing of Securities
2012/6/5
In this paper, we model financial markets with semi-Markov volatilities and price covarinace and correlation swaps for this markets. Numerical evaluations of vari- nace, volatility, covarinace and cor...
Electricity price modeling and asset valuation: a multi-fuel structural approach
Electricity price modeling asset valuation multi-fuel structural approach Pricing of Securities
2012/6/4
We introduce a new and highly tractable structural model for spot and derivative prices in electricity markets. Using a stochastic model of the bid stack, we translate the demand for power and the pri...
Agent-based Modeling of Land Rental Market: Comparison between Simulated and Observed Prices in The Argentine Pampas
Agricultural land markets Agricultural production Land tenure Argentina
2014/8/8
More than half of land in the Argentine Pampas is cropped by tenants. The importance of production on rented land motivated development of a LAnd Rental MArket (LARMA) model with endogenous formation ...
Modeling and forecasting volatility in global food commodity prices
volatility forecast fat-tail distribution food commodities
2014/2/27
To capture the volatility in the global food commodity prices, we employed two competing models, the thin tailed the normal distribution, and the fat-tailed Student t-distribution models. Results base...
We approximate the distribution of total expenditure of a retail company over warranty claims incurred in a fixed period [0, T], say the following quarter. We consider two kinds of warranty policies, ...
Interest-Rate Modeling with Multiple Yield Curves
Yield Curve Bootstrap Yield Curve Interpolation Discounting Curve
2010/10/20
The crisis that affected financial markets in the last years leaded market practitioners to revise well known basic concepts like the ones of discount factors and forward rates. A single yield curve ...
This paper proposes a parametric approach for stochastic modeling of limit order markets. The models are obtained by augmenting classical perfectly liquid market models by few additional risk factors...
Game-Theoretic Modeling of Electricity Markets in Central Europe
Prediction model algorithmic game theory modeling
2010/12/6
The paper deals with the methodology of computer modeling and simulation of complex markets with electricity and related products. The methodology is presented using a particular configuration of Cen...
Credit Default Swaps Liquidity modeling: A survey
Credit Default Swaps Liquidity modeling survey
2010/10/18
We review different approaches for measuring the impact of liquidity on CDS prices. We start with reduced form models incorporating liquidity as an additional discount rate. We review Chen, Fabozzi an...
The correctness of Harrods model in the differential form is studied. The inadequacy of exponential growth of economy is shown; an alternative result is obtained. By example of Phillips model, an app...
Point Processes Modeling of Time Series Exhibiting Power-Law Statistics
Point Processes Modeling Time Series Exhibiting Power-Law Statistics
2010/10/18
We consider stochastic point processes generating time series exhibiting power laws of spectrum and distribution density (Phys. Rev. E 71, 051105 (2005)) and apply them for modeling the trading activi...