Search Results - subject:"ALGORITHM"

Solving penalised American options for jump diffusions using the POST algorithm

Hessing, Jean-Claude; Lange, Rutger-Jan; Ralph, Daniel - 2022

to establish that the POST algorithm either (i) finds the solution or (ii) demonstrates that no solution exists. The … POST algorithm to value American options and compute early-exercise boundaries for Kou's jump-diffusion model [20] and …

Persistent link: https://www.econbiz.de/10012817150

Application of machine learning algorithm in managing deviant consumer behaviors and enhancing public service

Dubey, Shantanu; Salwan, Prashant; Agarwal, Nitin Kumar - In: Journal of global information management 30 (2022) 5, pp. 1-24

Persistent link: https://www.econbiz.de/10012799473

An improved BPNN algorithm based on deep learning technology to analyze the market risks of A+H shares

Wu, Yi; Zhu, Delong; Liu, Zijian; Li, Xin Li - In: Journal of global information management 30 (2022) 7, pp. 1-23

Persistent link: https://www.econbiz.de/10012800063

An iterative combinatorial auction mechanism for multi-agent parallel machine scheduling

Liu, Yaqiong; Sun, Shudong; Wang, Xi Vincent; Wang, Lihui - In: International journal of production research 60 (2022) 1, pp. 361-380

Persistent link: https://www.econbiz.de/10012873151

Auditing the quality of datasets used in algorithmic decision-making systems

Miguel Beriain, Iñigo de (contributor); … - European Parliament / Directorate-General for … - 2022

Biases are commonly considered one of the most detrimental effects of artificial intelligence (AI) use. The EU is therefore committed to reducing their incidence as much as possible. However, the existence of biases pre-dates the creation of AI tools. All human societies are biased - AI only...

Persistent link: https://www.econbiz.de/10015280823

Pricing with Algorithms

Lamba, Rohit; Zhuk, Sergey - 2022

This paper studies Markov perfect equilibria in a repeated duopoly model where sellers choose algorithms. An algorithm … and so do opportunities to revise the algorithm. In the simple game with two possible prices, monopoly outcome is the …

Persistent link: https://www.econbiz.de/10013289951

Collusion by Mistake : Does Algorithmic Sophistication Drive Supra-Competitive Profits?

Abada, Ibrahim; Lambin, Xavier; Tchakarov, Nikolay - 2022

A burgeoning literature shows that self-learning algorithms may, under some conditions, reach seemingly-collusive outcomes: after repeated interaction, competing algorithms earn supra-competitive profits, at the expense of efficiency and consumer welfare. However, these simulations results,...

Persistent link: https://www.econbiz.de/10013290114

Evaluation of Deep Learning Algorithms for Quadratic Hedging

Dai, Zhiwen; Li, Lingfei; Zhang, Gongqiu - 2022

We solve the quadratic hedging problem by deep learning in discrete time. We consider three deep learning algorithms corresponding to three architectures of neural network approximation: approximating controls of different periods by different feedforward neural networks (FNNs) as proposed by...

Persistent link: https://www.econbiz.de/10013290285

Optimization Algorithm Based on the Euler Method For Solving Fuzzy Nonlinear Equations

Ibraheem, Kais I.; Khudhur, Hisham M. - 2022

Optimization Algorithm based on the Euler Method approach for solving fuzzy nonlinear equations is proposed. In mathematics and … method is frequently used to create more complicated algorithms. The Optimization Algorithm Based on the Euler Method (OBE … ESQ mechanism. The optimization algorithm based on the Euler method (OBE) is very efficient in solving fuzzy nonlinear …

Persistent link: https://www.econbiz.de/10013291396

Construction of Algorithms For Solving the Inverse Problem When Using Indicators in Several Calculation Functions

Gribanova, Ekaterina - 2022

This paper reports a solution to the inverse problem when using indicators in several calculation functions. Such problems arise during the formation of a multi-level scorecard; solving them makes it possible to determine the value of arguments in order to achieve the specified value of the...

Persistent link: https://www.econbiz.de/10013291397