Dynamic pricing modeling and inventory management in omnichannel retail using Quantum Decision Theory and reinforcement learning. [PDF]
Roosta S, Sadjadi SJ, Makui A.
europepmc +1 more source
Arbitrage pricing theory in international markets [PDF]
Liana Oliveira Bernat
openalex +1 more source
Pricing Timberland Assets in the United States by the Arbitrage Pricing Theory
Wenjing Yao, B. Mei, M. Clutter
semanticscholar +1 more source
Strategic (Inconsistent) Disclosures and Sophisticated Investors: Evidence from Hedge Funds
ABSTRACT Recent SEC regulations require that qualified hedge fund advisers provide their investors with narrative disclosures of their business and operations. We find that 40% of these disclosures omit or de‐emphasize information regarding advisers' operational and investment risks when compared to other sources of public information. Funds with such “
YICHANG LIU +2 more
wiley +1 more source
Simulating the non-Hermitian dynamics of financial option pricing with quantum computers. [PDF]
Kumar S, Wilmott CM.
europepmc +1 more source
Does it reasonable to include grid-side energy storage costs in transmission and distribution tariffs? Benefit evaluation based on economic externality. [PDF]
Huang S, Ye Z, Huang Y.
europepmc +1 more source
An Empirical Investigation of the Arbitrage Pricing Theory in a Frontier Stock Market: Evidence from Bangladesh [PDF]
Muhammad Umar Faruque
openalex
An application of Arbitrage Pricing Theory on KSE-100 Index; A study from Pakistan (2000-2005)
Anam Gul, N. Khan
semanticscholar +1 more source
The Case of Fleeting Orders and Flickering Quotes
ABSTRACT The literature controversially discusses the ambiguous motives and driving forces behind quickly cancelled limit orders (fleeting orders), which are characteristic of high‐frequency markets. In particular, manipulative and dysfunctional characteristics are feared. We analyze top‐of‐book fleeting orders—so‐called flickering quotes—and show with
Markus Ulze +2 more
wiley +1 more source

