43 search results - page 3 / 9 » An algorithm for estimating time-varying commodity price mod... |
ACMICEC
2006
ACM
13 years 11 months ago
2006
ACM
In this paper, we look at a supply chain of commodity goods where customer demand is uncertain and partly based on reputation, and where raw material replenishment is uncertain in...
GECCO
2007
Springer
14 years 1 months ago
2007
Springer
E-commerce has transformed the way firms develop their pricing strategies, producing shift away from fixed pricing to dynamic pricing. In this paper, we use two different Estim...
HICSS
2007
IEEE
14 years 1 months ago
2007
IEEE
Abstract— The electricity price duration curve (EPDC) represents the probability distribution function of the electricity price considered as a random variable. The price uncerta...
EVOW
2008
Springer
13 years 9 months ago
2008
Springer
The Bacterial Foraging Optimization (BFO) algorithm is a biologically inspired computation technique which is based on mimicking the foraging behavior of E.coli bacteria. This pape...
WSC
2004
13 years 8 months ago
2004
We develop an efficient Monte Carlo algorithm for pricing barrier options with the variance gamma model (Madan, Carr, and Chang 1998). After generalizing the double-gamma bridge s...