Abstract—In this paper I use Monte Carlo simulated option data to investigate the empirical power of six Risk Neutral Density (RND) estimation techniques. Three alternative appro...
Solving stochastic optimization problems under partial observability, where one needs to adaptively make decisions with uncertain outcomes, is a fundamental but notoriously diffic...
Trading decisions in financial markets can be supported by the use of online algorithms. We evaluate the empirical performance of a threat-based online algorithm and compare it to...
We introduce AuctionExplorer, a suite of tools for exploring databases of online auctions. The suite combines tools for collecting, processing, and interactively exploring auction...
Galit Shmueli, Wolfgang Jank, Aleks Aris, Catherin...