搜索结果: 1-15 共查到“理学 Price”相关记录30条 . 查询时间(0.092 秒)
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Estimation of Common Factors for Microstructure Noise and Effcient Price in a High-frequency Dual Factor Model
高频双因子模型 微结构 噪声公因数 效率价格 估计
2023/4/17
We develop the Double Principal Component Analysis (DPCA) based on a dual factor structure for high-frequency intraday returns contaminated by microstructure noise. The dual factor structure allows a ...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Improved Approximation Ratios of Fixed-Price Mechanisms in Bilateral Trades
双边贸易 固定价格机制 近似比率
2023/4/18
We study the performance of fixed-price mechanisms in the bilateral trade problem. We improve the approximation ratios of welfare-optimal mechanisms in several settings. In particular, when we have on...
SPE/EAGE Reservoir Life Cycle Management Workshop: Innovation and Sustainability in Dynamic Oil Price Environment
Oil Pric oil industry
2016/7/27
Reservoir Life Cycle Management requires the right combination of reservoir characterisation, field development planning, project execution and continuous performance review of all key performance ind...
On the Choice of Functional Form for Hedonic Price Functions
Hedonic Price Functions Choice
2015/9/18
this study examines how errors in measuring
marginal attribute prices vary with the form of the hedonic
price function. In simulations, consumers with known utility
functions bid for houses with ei...
A SIMPLE MODEL FOR ASSET PRICE BUBBLE FORMATION AND COLLAPSE
ASSET PRICE BUBBLE FORMATION COLLAPSE
2015/7/14
We consider a simple stochastic differential equation for modeling bubbles in social context. A prime example is bubbles in asset pricing, but similar mechanisms may control a range of social phenomen...
Many Experiments for the Price of One:A Breakthrough in the Study of Gene Regulation
Price of One Gene Regulation
2015/6/18
Inside every cell that makes up a diminutive fruit fly is a vast, dynamic network of information—the genome whose ~15,000 genes allow that cell to function. In a study recently published as a Br...
Price and Quantum Estimates of Peruvian Exports, 1830-1962
Price Quantum Estimates of Peruvian Exports
2014/3/24
Price and Quantum Estimates of Peruvian Exports, 1830-1962。
The cost of transforming the world抯 energy systems to address rising carbon dioxide levels is little more than one-tenth of one per cent of growth in global gross domestic product per annum, according...
Estimation of Relative Economic Weights of Hanwoo Carcass Traits Based on Carcass Market Price
Hanwoo Selection Index Economic Weight Carcass Trait
2016/5/11
The objective of this study was to estimate economic weights of Hanwoo carcass traits that can be used to build economic selection indexes for selection of seedstocks. Data from carcass measures for d...
Natural selection. IV. The Price equation
Natural selection Price equation Populations and Evolution
2012/4/28
The Price equation partitions total evolutionary change into two components. The first component provides an abstract expression of natural selection. The second component subsumes all other evolution...
Optimal Execution Problem for Geometric Ornstein-Uhlenbeck Price Process
Optimal execution Market impact Liquidity problems Ornstein–Uhlenbeck process Gradual liquidation
2011/9/30
Abstract: We study the optimal execution problem in the presence of market impact and give a generalization of the main result of Kato(2009). Then we consider an example where the security price follo...
BSDEs in Utility Maximization with BMO Market Price of Risk
Quadratic BSDEs BMO Market Price of Risk Power Utility Maximization Dynamic Exponential Moments
2011/8/22
Abstract: This article studies quadratic semimartingale BSDEs arising in power utility maximization when the market price of risk is of BMO type. In a Brownian setting we provide a necessary and suffi...
Norm bounds for a transformed price vector in Sraffian systems
Norm bounds price vector Sraffian standard commodity
2010/9/20
This paper gives lower and upper bounds, which are expressed in terms of the ‘maximum column sum matrix norm’, for the largest and the smallest element of a transformed price vector in Sraffian system...
An inventory model for Weibull deteriorating items with price dependent demand and time-varying holding cost
EOQ model deteriorating items Weibull distribution
2010/9/26
This paper deals with development of an inventory model when the deterioration rate follows Weibull two parameter distributions. Here it is assumed that demand rate is a function of selling price and ...
Price decomposition in large-scale stochastic optimal control
Stochastic optimal control Decomposition methods
2011/1/20
We are interested in optimally driving a dynamical system that can be influenced by exogenous noises. This is generally called a Stochastic Optimal Control (SOC) problem and the Dynamic Programming (D...