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37 articles for “pricing xu”
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Review ArticleOpen accessEvery word in the titleEconomic Theory and Machine Learning Integration in Asset Pricing and Portfolio Optimization: A Bibliometric Analysis and Conceptual FrameworkPatrick Kevin Aritonang, Sudarso Kaderi Wiryono, Taufik FaturohmanThe integration of Machine Learning (ML) with economic theory has transformed financial market analysis, particularly in asset pricing and portfolio optimization. This study synthesizes existing research, identifies gaps and elucidates ML's impact on enhancing economic models and strategies through a Systematic Literature Review (SLR) of 401 relevant documents using bibliometric methodology and VOS viewer. Results show an increasing trend in … …Journal of Computer Science, Vol. 20, Issue 10 · 7 Aug 2024 · 5,725 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleA Hybrid Artificial Neural Network Model for Option PricingHanningtone Meshack Simiyu, Anthony Gichuhi Waititu, Jane Aduda AkinyiIn the absence of a well-defined input selection technique associated with the pure ANN models, Option pricing using pure ANN models while relaxing the assumption of constant volatility remains a challenge. The conservative drill espoused has been to make allowances for a large number of input lags with the confidence that the ability of ANN to integrate suppleness and redundancy … …Journal of Mathematics and Statistics, Vol. 15, Issue 1 · 8 Aug 2019 · 7,415 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleComparative Analysis of the Artificial Neural Networks Options Pricing Model Under Constant and Time-Variant VolatilitiesHanningtone Meshack Simiyu, Anthony Gichuhi Waititu, Jane Aduda AkinyiOption pricing using artificial neural networks (ANN) model while relaxing the assumption of constant volatility still remains a challenge. The conventional practice for pure ANN models has been to either model volatility using the very ANN model and have the model output fed as an input to the ANN option pricing model, or to make allowances for a large number … …Journal of Mathematics and Statistics, Vol. 15, Issue 1 · 20 Jul 2019 · 7,015 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleDYNAMIC PRICING WITH UPDATED DEMAND FOR THE SPORTS AND ENTERTAINMENT TICKET INDUSTRYNaragain Phumchusri, Julie L. SwannRevenue Management (RM) helped increase profitability for many travel industries. Selling perishable products with a fixed event date, the Sports and Entertainment (S&E) ticket industry can potentially benefit from RM ideas but has received less attention in the literature. In this study we develop dynamic pricing models for stochastic S&E demand in a discrete finite time setting, where demand depends … …Journal of Computer Science, Vol. 10, Issue 11 · 19 Dec 2014 · 9,371 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleArtificial Shortages and Strategic PricingMouataz Zreika, Partha GangopadhyayProblem statement: We consider a monopolist who manipulates the market by artificially creating shortages that result in an increase in current price that, in turn, boosts demand for the product in subsequent periods. The approach is to develop an intertemporal model of pricing strategy for a monopolist. Approach: The postulated pricing strategy creates an incentive for producers to reduce current … …Journal of Mathematics and Statistics, Vol. 8, Issue 1 · 16 Feb 2012 · 7,251 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleApplications of Conditional Value at Risk to Full Truckload Pricing Under Demand and Service Time UncertaintiesThitima Wonginta, Sompong SirisoponsilpProblem statement: Pricing is one of the fundamental management decisions required by a truckload carrier. Traditional pricing based on an average all relevant costs including fixed and variable costs is not capable of providing adequate margins that prevent losses during operation uncertainties inherent in truckload operation including demand variability and variation in service times. Approach: This study utilizes Conditional Value … …American Journal of Engineering and Applied Sciences, Vol. 4, Issue 1 · 28 Jan 2011 · 8,336 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleValuation of Water and its Sensitive Analysis in Agricultural Sector A Hedonic Pricing ApproachMahmoud Daneshvar Kakhki, Nasser Shahnoushi, Narges KhajehroshanaeeProblem Statement: In the recent decades water scarcity and its impacts on agricultural sectors and food security are growing concerns worldwide. Water scarcity is one the major problem facing agricultural production in Iran. In this context valuation of irrigation water can be suggest as an appropriate solution. Approach: This research based on utilizing hedonic pricing method for estimating effective variables … …American Journal of Agricultural and Biological Sciences, Vol. 5, Issue 1 · 31 Mar 2010 · 8,108 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleApplication of the Ant Colony Search Algorithm to Reactive Power Pricing in an Open Electricity MarketA. Ketabi, A. Ali BabaeeDeveloping an accurate and feasible method for reactive power pricing is important in the electricity market. In conventional optimal power flow models the production cost of reactive power was ignored. In this study, the production cost of reactive power was comprised into the objective function of the OPF problem. Then, using ant colony search algorithm, the optimal problem was solved. … …American Journal of Applied Sciences, Vol. 6, Issue 5 · 31 May 2009 · 7,265 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleJitter Characterization in Admission Control and Pricing Issues in Integrated Multiservice NetworksFabien Houéto, Samuel PierreThis paper analyses the pricing framework of multiservice networks and proposes an improved pricing scheme based on the effective bandwidth concept for taking into account quality of service parameters. Based on the deficiencies noted in the classical effective bandwidth scheme (intolerance to user uncertainty and no guarantee on jitter), we propose an improved charging function which gives more flexibility to … …Journal of Computer Science, Vol. 3, Issue 12 · 31 Dec 2007 · 7,030 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleA Mean-Variance Portfolio Optimal Under Utility PricingHürlimann WernerAn expected utility model of asset choice, which takes into account asset pricing, is considered. The obtained portfolio selection problem under utility pricing is solved under several assumptions including quadratic utility, exponential utility and multivariate symmetric elliptical returns. The obtained unique solution, called optimal utility portfolio, is shown mean-variance efficient in the classical sense. Various questions, including conditions for complete … …Journal of Mathematics and Statistics, Vol. 2, Issue 4 · 31 Dec 2006 · 6,176 accessesView PDFCite