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» Cognitive-Agent-Based Modeling of a Financial Market
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WSC
2000
14 years 11 months ago
A real options design for quality control charts
We develop a financial model for a manufacturing process where quality can be affected by an assignable cause. We evaluate the options associated with applying a statistical proce...
Harriet Black Nembhard, Leyuan Shi, Mehmet Aktan
UAI
2003
14 years 11 months ago
A Linear Belief Function Approach to Portfolio Evaluation
We show how to use linear belief functions to represent market information and financial knowledge, including complete ignorance, statistical observations, subjective speculations...
Liping Liu, Catherine Shenoy, Prakash P. Shenoy
EOR
2007
108views more  EOR 2007»
14 years 9 months ago
Measuring retail company performance using credit scoring techniques
This paper proposes a theoretical framework for predicting financial distress based on Hunt’s (2000) Resource-Advantage Theory of Competition. The study focuses on the US retail...
Yu-Chiang Hu, Jake Ansell
CORR
2006
Springer
135views Education» more  CORR 2006»
14 years 9 months ago
An equilibrium model for matching impatient demand and patient supply over time
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...
Garud Iyengar, Anuj Kumar
CCGRID
2010
IEEE
14 years 10 months ago
An MPI-Stream Hybrid Programming Model for Computational Clusters
The MPI programming model hides network type and topology from developers, but also allows them to seamlessly distribute a computational job across multiple cores in both an intra ...
Emilio Pasquale Mancini, Gregory Marsh, Dhabaleswa...