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Russia's comparative advantages in foreign trade : forecasting potential dynamics and identifying stimulation measures
Savin, Ivan - 2013
Persistent link: https://www.econbiz.de/10009684693
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Benchmarking global optimizers
Arnoud, Antoine; Guvenen, Fatih; Kleineberg, Tatjana - 2019
Persistent link: https://www.econbiz.de/10012128867
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Modelling and trading the English and German stock markets with novelty optimization techniques
Karathanasopoulos, Andreas; Mitra, Sovan; Skindilias, … - In: Journal of forecasting 36 (2017) 8, pp. 974-988
Persistent link: https://www.econbiz.de/10011860938
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A Stochastic LQR Model for Child Order Placement in Algorithmic Trading
Shen, Jackie - 2020
Modern Algorithmic Trading ("Algo") allows institutional investors and traders to liquidate or establish big security positions in a fully automated or low-touch manner. Most existing academic or industrial Algos focus on how to "slice" a big parent order into smaller child orders over a given...
Persistent link: https://www.econbiz.de/10012837206
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An EOQ model for multiple products with varying degrees of substitutability
Eksler, Leonid; Aviram, Roei; Elalouf, Amir; Kamble, Aakash - 2019
In this paper, the authors present an EOQ model with substitutions between products and a dynamic inventory replenishment policy. Their key assumption is that many products in the market are substitutable at different levels, and that, in most cases, a customer who discovers that a desired...
Persistent link: https://www.econbiz.de/10012007407
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Benchmarking Global Optimizers
Arnoud, Antoine - 2019
functions as well as a method of simulated moments estimation of a panel data model of earnings dynamics. Five of the algorithms …
Persistent link: https://www.econbiz.de/10012861735
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Benchmarking Global Optimizers
Arnoud, Antoine - 2019
functions as well as a method of simulated moments estimation of a panel data model of earnings dynamics. Five of the algorithms …
Persistent link: https://www.econbiz.de/10012480284
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Maximum Likelihood Estimation of Dynamic Linear Panel Data Models with Fixed Effects
Kruiniger, Hugo - 2003
In this paper we consider inference procedures for two types of dynamic linear panel data models with fixed effects …. First, we show that the closure of the stationary ARMA panel model with fixed effects can be consistently estimated by the … conditional AR(1) panel model with fixed effects under various asymptotic plans. Then we show that when N tends to infinity but T …
Persistent link: https://www.econbiz.de/10014114275
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Moment problems via semidefinite programming : applications in probability and finance
Popescu, Ioana; Bertsimas, Dimitris - 2000
Persistent link: https://www.econbiz.de/10001497375
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Dynamische Portfolio-Selektion unter Berücksichtigung von Kurssprüngen
Nietert, Bernhard - 1998
Persistent link: https://www.econbiz.de/10000998162