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    » Modeling volatility in prediction markets
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    FS
    2006
    117views more  FS 2006»
    Consistent Variance Curve Models
    13 years 8 months ago
    Consistent Variance Curve Models
    Download  www.math.tu-berlin.de
    We introduce a general approach to model a joint market of stock price and a term structure of variance swaps in an HJM-type framework. In such a model, strongly volatility-depend...
    Hans Buehler
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    WSC
    2008
    214views Modeling And Simulation» more  WSC 2008»
    Connecting the top-down to the bottom-up: Pricing CDO under a Conditional Survival (CS) model
    13 years 11 months ago
    Connecting the top-down to the bottom-up: Pricing CDO under a Conditional Survival (CS) model
    Download  www.informs-sim.org
    In this paper, we use exact simulation to price CDO under a new dynamic model, the Conditional Survival (CS) model, which provided excellent calibration to both iTraxx tranches an...
    Xian Hua Peng, Steven G. Kou
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    TKDE
    2008
    128views more  TKDE 2008»
    Using Context to Improve Predictive Modeling of Customers in Personalization Applications
    13 years 8 months ago
    Using Context to Improve Predictive Modeling of Customers in Personalization Applications
    Download  pages.stern.nyu.edu
    The idea that context is important when predicting customer behavior has been maintained by scholars in marketing and data mining. However, no systematic study measuring how much t...
    Cosimo Palmisano, Alexander Tuzhilin, Michele Gorg...
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    KDD
    2000
    ACM
    129views Data Mining» more  KDD 2000»
    Evolutionary algorithms in data mining: multi-objective performance modeling for direct marketing
    14 years 9 days ago
    Evolutionary algorithms in data mining: multi-objective performance modeling for direct marketing
    Download  tigger.uic.edu
    Predictive models in direct marketing seek to identify individuals most likely to respond to promotional solicitations or other intervention programs. While standard modeling appr...
    Siddhartha Bhattacharyya
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    ACMICEC
    2007
    ACM
    97views ECommerce» more  ACMICEC 2007»
    A predictive empirical model for pricing and resource allocation decisions
    14 years 23 days ago
    A predictive empirical model for pricing and resource allocation decisions
    Download  www.dtc.umn.edu
    We present a semi-parametric model that describes pricing behaviors in a market environment, and we show how that model can be used to guide resource allocation and pricing decisi...
    Wolfgang Ketter, John Collins, Maria L. Gini, Paul...
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