Search Results - subject:"Randomization"

Valuing tradeability in exponential Lévy models

Mathys, Ludovic - In: Quantitative finance and economics 4 (2020) 3, pp. 459-488

Persistent link: https://www.econbiz.de/10012271474

The power of experiments : how big is your n?

Asanov, Igor A.; Bühren, Christoph; Zacharodimou, Panagiota - 2020

The replicability and credibility crisis in psychology and economics sparked the debate on underpowered experiments, publication biases, and p-hacking. Analyzing the number of independent observations of experiments published in Experimental Economics, Games and Economic Behavior, and the...

Persistent link: https://www.econbiz.de/10012542673

Tenfold bootstrap as resampling method in classification problems

Vrigazova, Borislava - In: Proceedings of the ENTRENOVA - ENTerprise REsearch … 6 (2020) 1, pp. 74-83

In this research, we propose the bootstrap procedure as a method for train/test splitting in machine learning algorithms for classification. We show that this resampling method can be a reliable alternative to cross validation and repeated random test/train splitting algorithms. The bootstrap...

Persistent link: https://www.econbiz.de/10012542916

Did speculation in land pay off for British investors? : buying and selecting land in South Australia, 1835-1850

Harris, Edwyna; La Croix, Sumner J. - 2020

Persistent link: https://www.econbiz.de/10012431218

Peer effects in networks : a survey

Bramoullé, Yann; Djebbari, Habiba; Fortin, Bernard - In: Annual review of economics 12 (2020), pp. 603-629

Persistent link: https://www.econbiz.de/10012404596

Geometric step options with jumps : parity relations, PIDEs, and semi-analytical pricing

Farkas, Walter; Mathys, Ludovic - 2020

The present article studies geometric step options in exponential Lévy markets. Our contribution is manifold and extends several aspects of the geometric step option pricing literature. First, we provide symmetry and parity relations and derive various characterizations for both European-type...

Persistent link: https://www.econbiz.de/10012181323

Agency business cycles

Golosov, Michail Ju.; Menzio, Guido - In: Theoretical economics : TE ; an open access journal in … 15 (2020) 1, pp. 123-158

. Different firms choose to correlate the outcome of their randomization to reduce the probability with which they fire non …-performing workers. Correlated randomization leads to aggregate fluctuations. Aggregate fluctuations are endogenous---they emerge because … manifestation of a randomization process. The hallmark of a theory of endogenous and stochastic fluctuations is that the stochastic …

Persistent link: https://www.econbiz.de/10012159036

Peer effects in networks : a survey

Bramoullé, Yann; Djebbari, Habiba; Fortin, Bernard - 2020

Persistent link: https://www.econbiz.de/10012144875

Peer effects in networks : a survey

Bramoullé, Yann; Djebbari, Habiba; Fortin, Bernard - 2020

Persistent link: https://www.econbiz.de/10012152758

Inference in economic experiments

Hirschauer, Norbert; Grüner, Sven; Mußhoff, Oliver; … - 2020

Replication crisis and debates about p-values have raised doubts about what we can statistically infer from research findings, both in experimental and observational studies. With a view to the ongoing debate on inferential errors, this paper systematizes and discusses experimental designs with...

Persistent link: https://www.econbiz.de/10012169809