Results 41 to 50 of about 6,516,300 (304)
Parallel Simulations for Analysing Portfolios of Catastrophic Event Risk [PDF]
, 2012 At the heart of the analytical pipeline of a modern quantitative insurance/reinsurance company is a stochastic simulation technique for portfolio risk analysis and pricing process referred to as Aggregate Analysis.
Bahl, Aman +3 more
core +2 more sources
Competition in Pricing Algorithms
, 2021 Increasingly, retailers have access to better pricing technology, especially in online markets. Using hourly data from five major online retailers, we show that retailers set prices at regular intervals that differ across firms. In addition, faster firms appear to use automated pricing rules that are functions of rivals' prices.
Zach Brown, Alexander MacKay
openaire +1 more source
Predicting Electricity Imbalance Prices and Volumes: Capabilities and Opportunities
Energies, 2022 Electricity imbalance pricing provides the ultimate incentive for generators and suppliers to contract with one another ahead of time and deliver against their obligations.
Jethro Browell, Ciaran Gilbert
doaj +1 more source
Making the Most of Your Samples [PDF]
, 2015 We study the problem of setting a price for a potential buyer with a valuation drawn from an unknown distribution $D$. The seller has "data"' about $D$ in the form of $m \ge 1$ i.i.d.
Huang, Zhiyi +2 more
core +1 more source
ERA: A Framework for Economic Resource Allocation for the Cloud
, 2017 Cloud computing has reached significant maturity from a systems perspective, but currently deployed solutions rely on rather basic economics mechanisms that yield suboptimal allocation of the costly hardware resources.
Babaioff, Moshe +9 more
core +1 more source
Strategic Choice of Price-Setting Algorithms
, 2023 Recent experimental simulations have shown that autonomous pricing algorithms are able to learn collusive behavior and thus charge supra-competitive prices without being explicitly programmed to do so. These simulations assume, however, that both firms employ the identical price-setting algorithm based on Q-learning.
Buchali, Katrin +3 more
openaire +4 more sources
Mechanisms of consumer adaptation to algorithmic pricing
УправленецAlgorithmic pricing poses challenges of price non-transparency and dynamics. The paper identifies and classifies the mechanisms of consumer adaptation to algorithmic pricing through integration of motives, practices, and contextual factors, as well as ...
Dina N. Kurkova, Aleksey N. Kurbatskii
doaj +1 more source
Trajectorial asset models with operational assumptions
Quantitative Finance and Economics, 2019 The paper addresses the problem of providing a framework and an algorithm to evaluate super and sub replicating prices, for European options, having interesting risk-reward characteristics.
Sebastian Ferrando +3 more
doaj +1 more source
Dynamic Shortest Paths Methods for the Time-Dependent TSP
Algorithms, 2021 The time-dependent traveling salesman problem (TDTSP) asks for a shortest Hamiltonian tour in a directed graph where (asymmetric) arc-costs depend on the time the arc is entered.
Christoph Hansknecht +2 more
doaj +1 more source
Arthritis Care &Research, EarlyView.Objective This study aimed to evaluate the impact of a series of policies that mandated switching patients with inflammatory arthritis (IA) from an originator biologic to a biosimilar in British Columbia, Canada, on health care resource use and cost.
HaoHung Dang +4 more
wiley +1 more source