14 search results - page 2 / 3 » Dynamic Pricing with a Prior on Market Response |
CSDA
2006
13 years 5 months ago
2006
A nonlinear dynamic model for the quotes issued by Nasdaq dealers is considered, focussing on the top two Electronic Communication Networks (ECNs), Island and Instinet, and the th...
CORR
2006
Springer
13 years 5 months ago
2006
Springer
We present a simple dynamic equilibrium model for an online exchange where both buyers and sellers arrive according to a exogenously defined stochastic process. The structure of t...
CORR
2011
Springer
12 years 9 months ago
2011
Springer
—The paper proposes a framework for modeling and analysis of the dynamics of supply, demand, and clearing prices in power system with real-time retail pricing and information asy...
ICRA
2000
IEEE
13 years 9 months ago
2000
IEEE
Manufacturing enterprise automation was focused on factory level where scheduling is a key issue in the past. As more and more companies are relying on their business parmers or s...
QI
2009
Springer
13 years 11 months ago
2009
Springer
Abstract. It is argued that the vector space measures used to measure closeness of market prices to predictors for market prices are invalid because of the observed metric of commo...