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» Modeling volatility in prediction markets
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WINE
2007
Springer
122views Economy» more  WINE 2007»
14 years 2 months ago
Continuity Properties of Equilibrium Prices and Allocations in Linear Fisher Markets
Abstract. Continuity of the mapping from initial endowments and utilities to equilibria is an essential property for a desirable model of an economy – without continuity, small e...
Nimrod Megiddo, Vijay V. Vazirani
JORS
2010
189views more  JORS 2010»
13 years 3 months ago
Monte Carlo scenario generation for retail loan portfolios
Monte Carlo simulation is a common method for studying the volatility of market traded instruments. It is less employed in retail lending, because of the inherent nonlinearities in...
J. L. Breeden, D. Ingram
CIKM
2010
Springer
13 years 7 months ago
Predicting product adoption in large-scale social networks
Online social networks offer opportunities to analyze user behavior and social connectivity and leverage resulting insights for effective online advertising. We study the adopti...
Rushi Bhatt, Vineet Chaoji, Rajesh Parekh
ASWEC
2010
IEEE
13 years 9 months ago
Support for Business Process Flexibility in Service Compositions: An Evaluative Survey
— Service compositions provide a promising way to realize and coordinate automated support for business activities and processes. These business processes and their automated sup...
Malinda Kapuruge, Jun Han, Alan W. Colman
SAC
2002
ACM
13 years 8 months ago
Option pricing under model and parameter uncertainty using predictive densities
The theoretical price of a financial option is given by the expectation of its discounted expiry time payoff. The computation of this expectation depends on the density of the val...
F. Oliver Bunnin, Yike Guo, Yuhe Ren