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113
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ICML
2002
IEEE
16 years 1 months ago
Modeling Auction Price Uncertainty Using Boosting-based Conditional Density Estimation
David A. McAllester, János A. Csirik, Micha...
114
Voted
AE
2003
Springer
15 years 6 months ago
An Agent Model for First Price and Second Price Private Value Auctions
The aim of this research is to develop an adaptive agent based model of auction scenarios commonly used in auction theory to help understand how competitors in auctions reach equil...
Anthony J. Bagnall, Iain Toft
122
Voted
SAC
2002
ACM
15 years 23 days ago
Option pricing under model and parameter uncertainty using predictive densities
The theoretical price of a financial option is given by the expectation of its discounted expiry time payoff. The computation of this expectation depends on the density of the val...
F. Oliver Bunnin, Yike Guo, Yuhe Ren
99
Voted
HICSS
2007
IEEE
138views Biometrics» more  HICSS 2007»
15 years 7 months ago
A Probabilistic Graphical Approach to Computing Electricity Price Duration Curves under Price and Quantity Competition
Abstract— The electricity price duration curve (EPDC) represents the probability distribution function of the electricity price considered as a random variable. The price uncerta...
Pascal Michaillat, Shmuel S. Oren
135
Voted
EUROPAR
2008
Springer
15 years 2 months ago
Auction Protocols for Resource Allocations in Ad-Hoc Grids
Abstract. Different auction-based approaches have been used to allocate resources in Grids, but none of them provide the design choice for a specific economic model while consideri...
Behnaz Pourebrahimi, Koen Bertels