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CSDA
2008
77views more  CSDA 2008»
13 years 7 months ago
Maximizing equity market sector predictability in a Bayesian time-varying parameter model
A large body of evidence has emerged in recent studies confirming that macroeconomic factors play an important role in determining investor risk premia and the ultimate path of eq...
Lorne D. Johnson, Georgios Sakoulis
IOR
2010
99views more  IOR 2010»
13 years 6 months ago
Dynamic Pricing with a Prior on Market Response
We study a problem of dynamic pricing faced by a vendor with limited inventory, uncertain about demand, aiming to maximize expected discounted revenue over an infinite time horiz...
Vivek F. Farias, Benjamin Van Roy
MTA
2008
124views more  MTA 2008»
13 years 7 months ago
The impact of incentive mechanisms in multi-channel mobile music distribution
Abstract Record labels and telecoms are using the pervasiveness of mobile technologies to create a mobile music market, where customers can have their preferred music at any time a...
Marco Furini, Manuela Montangero
GECON
2008
Springer
134views Business» more  GECON 2008»
13 years 8 months ago
Rational Bidding Using Reinforcement Learning
The application of autonomous agents by the provisioning and usage of computational resources is an attractive research field. Various methods and technologies in the area of arti...
Nikolay Borissov, Arun Anandasivam, Niklas Wirstr&...
ATAL
2006
Springer
13 years 11 months ago
A novel method for automatic strategy acquisition in N-player non-zero-sum games
We present a novel method for automatically acquiring strategies for the double auction by combining evolutionary optimization together with a principled game-theoretic analysis. ...
Steve Phelps, Marek Marcinkiewicz, Simon Parsons