We study stochastic models to mitigate the risk of poor Quality-of-Service (QoS) in computational markets. Consumers who purchase services expect both price and performance guaran...
Abstract--The efficient market hypothesis (EMH) is a cornerstone of financial economics. The EMH asserts that security prices fully reflect all available information and that the s...
William Leigh, Cheryl J. Frohlich, Steven Hornik, ...
It has been shown that the sparse grid combination technique can be a practical tool to solve high dimensional PDEs arising in multidimensional option pricing problems in finance...
Abstract. The simple model on which the Internet has operated, with all packets treated equally, and charges only for access links to the network, has contributed to its explosive ...
While social interactions are critical to understanding consumer behavior, the relationship between social and commerce networks has not been explored on a large scale. We analyze...