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MANSCI
2006
121views more  MANSCI 2006»
14 years 9 months ago
Methodologies and Algorithms for Group-Rankings Decision
The problem of group ranking, a.k.a. rank aggregation, has been studied in contexts varying from sports, to multi-criteria decision making, to machine learning, to ranking web pag...
Dorit S. Hochbaum, Asaf Levin
73
Voted
MANSCI
2006
94views more  MANSCI 2006»
14 years 9 months ago
Design of Robust Business-to-Business Electronic Marketplaces with Guaranteed Privacy
Most successful online marketplaces today are owned and operated by firms that are themselves traders in the marketplace. This raises significant concerns about the fairness of th...
Joakim Kalvenes, Amit Basu
MANSCI
2006
82views more  MANSCI 2006»
14 years 9 months ago
Pricing American-Style Derivatives with European Call Options
We present a new approach to pricing American-style derivatives that is applicable to any Markovian setting (i.e., not limited to geometric Brownian motion) for which European cal...
Scott B. Laprise, Michael C. Fu, Steven I. Marcus,...
71
Voted
MANSCI
2006
63views more  MANSCI 2006»
14 years 9 months ago
Multiplicative Background Risk
Although there has been much attention in recent years on the effects of additive background risks, the same is not true for its multiplicative counterpart. We consider random wea...
Günter Franke, Harris Schlesinger, Richard C....
MANSCI
2010
104views more  MANSCI 2010»
14 years 7 months ago
Valuing Money and Things: Why a $20 Item Can Be Worth More and Less Than $20
The study of risky decision-making has long used monetary gambles to study choice, but many everyday decisions do not involve the prospect of winning or losing money. Monetary gam...
A. Peter McGraw, Eldar Shafir, Alexander Todorov