搜索结果: 1-15 共查到“应用经济学 Optimal”相关记录31条 . 查询时间(0.148 秒)
Optimal allocation of production resources under uncertainty:Application of the muliticriteria approach
farm-level production planning goal programming mathematical programming risk aversion risk modelling
2017/2/21
Analysing economic efficiency of farm production always faces a problem of insufficient information. This is particularly true when the analysis is performed on the reference farm where estimates are ...
Determining the optimal selling time of cattle:A stochastic dynamic programming approach
decision analysis farm management simulation
2016/11/11
The world meat market demands competitiveness, and optimal livestock replacement decisions can help to achieve this goal. In the article, there is introduced a novel discrete stochastic dynamic progra...
The optimal capital structure in agricultural cooperatives under the revolving fund cycles
cash patronage refund rate constrained-maximizing model dividend rate
2016/1/29
Due to the financial features specific to agricultural cooperatives, the paper constructs a constrained-maximizing model under the assumption that the financial objective of an agricultural cooperativ...
Behavioral Consequences of Optimal Tax Structure – Empirical Analysis
Behavioral experiments Experimental economics Hidden tax
2016/1/26
The aim of the paper was to analyze some behavioral effects, especially the effect of “hidden” tax, the “preference of progressivity” effect and some kind of “preference of short period incidence” eff...
Bundling As An Optimal Selling Mechanism For A Multiple-Good Monopolist
auctions monopoly pricing price discrimination multi-dimensional mechanism design incentive compatibility adverse selection
2015/9/23
Multiple objects may be sold by posting a schedule consisting of one price for each possible bundle and permitting the buyer to select the price-bundle pair of his choice. We identify conditions that ...
Optimal Incentives in Core-Selecting Auctions
core stable matching marriage problem auctions core-selecting auctions menu auctions proxy auctions package bidding combinatorial bidding incentives truncation strategies
2015/7/21
Auctions that select core allocations with respect to reported values generate competitive levels of sales revenues at equilibrium and limit bidder incentives to use shills. Among core-selecting aucti...
Deterring Online Advertising Fraud Through Optimal Payment in Arrears
Misleading and Fraudulent Advertising Online Advertising Profit Corporate Accountability Partners and Partnerships Mathematical Methods
2015/4/22
Online advertisers face substantial difficulty in selecting and supervising small advertising partners. Fraud can be well-hidden, and limited reputation systems reduce accountability. But partners are...
An Optimal Control Model of the High Plains aquifer for Agricultural Use
Optimal Control Mode High Plains aquifer Agricultural Use
2014/6/3
An Optimal Control Model of the High Plains aquifer for Agricultural Use。
Variance Optimal Hedging for discrete time processes with independent increments. Application to Electricity Markets
Variance-optimal hedging Follmer-Schweizer decomposition Levy process Cumulative generating function Characteristic function
2012/6/5
We consider the discretized version of a (continuous-time) two-factor model introduced by Benth and coauthors for the electricity markets. For this model, the underlying is the exponent of a sum of in...
Asymptotically Optimal Algorithm for Short-Term Trading Based on the Method of Calibration
Asymptotically Optimal Algorithm Short-Term Trading the Method of Calibration Artificial Intelligence
2012/6/5
A trading strategy based on a natural learning process, which asymptotically outperforms any trading strategy from RKHS (Reproduced Kernel Hilbert Space), is presented. In this process, the trader rat...
Optimal starting times, stopping times and risk measures for algorithmic trading
Quantitative Finance High-Frequency Trading Algorithmic Trading Optimal Execution Market Impact Risk Measures
2012/6/4
We derive explicit recursive formulas for Target Close (TC) and Implementation Shortfall (IS) in the Almgren-Chriss framework. We explain how to compute the optimal starting and stopping times for IS ...
Optimal multiple stopping with random waiting times
Optimal multiple stopping swing options random waiting times
2012/6/4
In the standard models for optimal multiple stopping problems it is assumed that between two exercises there is always a time period of deterministic length $\delta$, the so called refraction period. ...
Optimal execution and price manipulations in time-varying limit order books
Market impact model optimal order execution limit order book market makers price manipulation
2012/4/28
This paper focuses on an extension of the Limit Order Book (LOB) model with general shape introduced by Alfonsi, Fruth and Schied. Here, the additional feature allows a time-varying LOB depth. We solv...
Robust Strategies for Optimal Order Execution in the Almgren-Chriss Framework
market impact optimal order execution Almgren-Chriss model robustness model uncertainty
2012/4/28
Assuming geometric Brownian motion as unaffected price process $S^0$, Gatheral & Schied (2011) derived a strategy for optimal order execution that reacts in a sensible manner on market changes but can...
Drift dependence of optimal order execution strategies under transient price impact
Drift dependence of optimal order execution strategies transient price impact Trading and Market Microstructure
2012/4/28
We give a complete solution to the problem of minimizing the expected liquidity costs in presence of a general drift when the underlying market impact model has linear transient price impact with expo...