Online auctions have become extremely popular in recent years. Ability to predict winning bid prices accurately can help bidders to maximize their profit. This paper proposes a nu...
Fads models were introduced by Shiller (1984) and Summers (1986) as plausible alternatives to the efficient markets/constant expected returns assumptions. Under these models, loga...
We study a stock trading method based on dynamic bayesian networks to model the dynamics of the trend of stock prices. We design a three level hierarchical hidden Markov model (HHM...
Jangmin O, Jae Won Lee, Sung-Bae Park, Byoung-Tak ...
: Many natural games can have a dramatic difference between the quality of their best and worst Nash equilibria, even in pure strategies. Yet, nearly all work to date on dynamics s...
The need to understand dynamic behavior in auctions is increasing with the popularization of online auctions. Applications include designing auction mechanisms, bidding strategies...