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Persistent link: https://www.econbiz.de/10005499993
Questo lavoro, attraverso lo studio di modelli per la gestione delle risorse rinnovabili, studia giochi differenziali con orizzonti asincroni e in particolare in presenza di giocatori non perfettamente simmetrici.
Persistent link: https://www.econbiz.de/10005434745
In this paper I present a time series analysis based on a metrical approach. I use a definition of distance which depends on the sample correlation coefficient among bonds. The dataset consists on daily returns of US treasury bonds. By mean of a Linkage-Algorithm bonds are classified according...
Persistent link: https://www.econbiz.de/10005434747
We present cross and time series analysis of price fluctuations in the U.S. Treasury fixed income market. By means of techniques borrowed from statistical physics we show that the correlation among bonds depends strongly on the maturity and bonds' price increments do not fulfill the random walk...
Persistent link: https://www.econbiz.de/10005434750
The Minority Game comes from the so-called "El Farol bar" problem by W.B. Arthur. The underlying idea is competition for limited resources and it can be applied to different fields such as: stock markets, alternative roads between two locations and in general problems in which the players in the...
Persistent link: https://www.econbiz.de/10005434756
Persistent link: https://www.econbiz.de/10005372013
We study a differential game, for the extraction of a renewable resource, in which players are overlapping generations of extractors. The framework of overlapping generation allows us to consider both intragenerational (players in the same generation) and intergenerational (players in different...
Persistent link: https://www.econbiz.de/10005465189
The present paper aims to introduce the principal definitions and proof of fundamental properties of the so called "Way Below" relation. We introduce an alternative proof, with respect to \cite{Scott}, of the strong interpolation theorem. The strong interpolation theorem is the theoretical...
Persistent link: https://www.econbiz.de/10005465198
We present cross and time series analysis of price fluctuations in the U.S. Treasury fixed income market. Bonds have been classified according to a suitable metric based on the correlation among them. The classification shows how the correlation among fixed income securities depends strongly on...
Persistent link: https://www.econbiz.de/10005465200
This timely book brings together cutting-edge research on the important subject of science and innovation policies. The contributors – distinguished social science scholars – tackle the key challenges of designing and implementing public policies in the context of the new knowledge...
Persistent link: https://www.econbiz.de/10011181372