搜索结果: 1-7 共查到“商业经济学 Modeling”相关记录7条 . 查询时间(0.122 秒)
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, ...
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...
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...