96 Result(s)
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English
Economics
Behavioral/Experimental Economics
Operations Research/Decision Theory
**mo Wang
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A stock selection strategy using fuzzy neural networks
This paper describes, from a general system-design perspective, an artificial neural network (ANN) approach to a stock selection strategy. The paper suggests a concept of neural gates which are similar to the pro...
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The Becker-DeGroot-Marschak mechanism and generalized utility theories: Theoretical predictions and empirical observations
Karni and Safra [8] prove that the Becker-DeGroot-Marschak mechanism reveals a decision maker's true certainty equivalent of a lottery if and only if he satisfies the independence axiom. Segal [17] claims that...
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A Stochastic Nonlinear Regression Estimator Using Wavelets
A new wavelet-based estimator is introduced which combines the state-space model with the wavelet transform in an effort to explore the stock market inefficiency. The new estimator possesses some superior qual...
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An Introduction to Simulated Annealing Algorithms for the Computation of Economic Equilibrium
Economic equilibrium computation has raised the issue of global optimization algorithms since economic equilibrium problems can be cast as a global optimization problem. However, nearly all conventional algori...
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A Wavelet-Based Nonparametric Estimator ofthe Variance Function
A new wavelet-based nonparametric estimator is introduced in an effort toapproximate variance functions. The new estimator possesses some superiorqualities that are illustrated through its actual performance i...
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Separating equilibria in a continuous-time bargaining model with two-sided uncertainty
In this paper, we analyze the class of all smooth separating sequential equilibria in a continuous-time bargaining model with two-sided uncertainty. Trade between players occurs whenever there is surplus to b...
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Simple random order methods to share costs
A simple random order method (SROM) is an extension of Weber’s random order values (ROVs), which allows the convex weights on orderings of agents to depend on the set of agents with strictly positive demands. ...
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Coalition formation in the presence of continuing conflict
This paper studies endogenous coalition formation in a rivalry environment where continuing conflict exists. A group of heterogeneous players compete for a prize with the probability of winning for a player de...
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The Role of Additional Information in Option Pricing: Estimation Issues for the State Space Model
We consider two competing financial state space models and investigate whether additional information in the form of option price data is helpful to the estimation of either the unobservable state variable (vo...
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Repeated Price Search
Consumers check few sites in online purchases. Previous research and experiments we perform demonstrate that consumers can not calculate the optimal strategy for price search. They use heuristics whose perform...
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The Hitting Time Density for a Reflected Brownian Motion
Reflected Brownian motion has been played an important role in economics, finance, queueing and many other fields. In this paper, we present the explicit spectral representation for the hitting time density of...
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D-separation, forecasting, and economic science: a conjecture
The paper considers the conjecture that forecasts from preferred economic models or theories d-separate forecasts from less preferred models or theories from the Actual realization of the variable for which a ...
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Efficiency of Crude Oil Futures Markets: New Evidence from Multifractal Detrending Moving Average Analysis
In this paper, we examine the weak-form efficient market hypothesis of crude oil futures markets by testing for the random walk behavior of prices. Using a method borrowed from statistical physics, we find tha...
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An Optimal Balanced Economic Growth and Abatement Pathway for China Under the Carbon Emissions Budget
Arguments over equity during abatement goal setting is the principal obstacle to climate mitigation cooperation, while allocating global emissions to each country as deduced from the climate objective accordin...
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Carbon Price Analysis Using Empirical Mode Decomposition
Mastering the underlying characteristics of carbon price changes can help governments formulate correct policies to keep efficient operation of carbon markets, and investors take effective measures to evade th...
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A Predictive Analysis of Clean Energy Consumption, Economic Growth and Environmental Regulation in China Using an Optimized Grey Dynamic Model
To accurately predict the consumption of clean energy in China, a grey dynamic model is constructed by taking economic growth and environmental regulation as exogenous variables. The Nash equilibrium idea-base...
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Strategic Adjustment of China’s Power Generation Capacity Structure Under the Constraint of Carbon Emission
China’s power generation capacity structure should be adjusted due to the needs to reduce \(\hbox {CO}_{2}\) ...
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Spatial Interaction Model of Credit Risk Contagion in the CRT Market
In this paper, we introduce an entropy spatial model of credit risk contagion in the credit risk transfer (CRT) market that considers the effects of spatial, industry-specific, regional financial and individua...
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The slider task: an example of restricted inference on incentive effects
Real-effort experiments are frequently used when examining a response to incentives. For a real-effort task to be well suited for such an exercise its measurable output must be sufficiently elastic over the in...
