Cycle-theory-based market analysis is the main focus of this thesis, in which I try to find systematic methods to recognize and utilize market patterns, especially cyclic ones, to obtain a correct understanding of market movements. The KNN algorithm, a pattern recognition method extensively used...

We present a novel, off-line approach for evaluating incident detection algorithms. Previous evaluations have focused on determining the detection rate versus false alarm rate curve -- a process which we argue is inherently fraught with difficulties. Instead, we propose a cost-benefit analysis...

We consider a risk averse entrepreneur who approaches a diversified venture capitalist (VC) for financing of a project with positive potential return. We develop several models that capture key features of the venture financing, including staged investment, VC oversight costs and agency...

Motivated by the need for better utilization of existing high-occupancy vehicle (HOV) lanes and the potential of high-occupancy/toll (HOT) lanes to increase utilization, this paper examines the circumstances in which HOT lanes could provide a more desirable alternative to HOV lanes. First, it...

This paper uses an overlapping-generations dynamic general equilibrium model of residential sorting and intergenerational human capital accumulation to investigate effects of neighborhood externalities. In the model, households choose where to live and how much to invest toward the production of...

В работе рассматривается развитие систем управления аграрным предприятием, основные задачи и направления развития. Предложены методологические принципы...