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Predicting Housing Prices in Sweden: A Comparative Study of Linear Regression and Machine Learning Models [PDF]
ITM Web of ConferencesThis study investigates the factors influencing the asking prices in the Swedish housing market, focusing on property-specific variables such as the number of rooms, land area, living area, and price per square meter. Using a linear regression model, the
Feng Luoping
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Consequences of the conflict in Ukraine on the world economy [PDF]
Megatrend Revija, 2022 Since the beginning of the Russian military operation in Ukraine, the expert public has been asking an important question: what are the possible economic consequences of this important world event and what could be the response of countries that call ...
Pajović Ivan +2 more
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Consistency of option prices under bid–ask spreads [PDF]
Mathematical Finance, 2019 AbstractGiven a finite set of European call option prices on a single underlying, we want to know when there is a market model that is consistent with these prices. In contrast to previous studies, we allow models where the underlying trades at a bid–ask spread. The main question then is how large (in terms of a deterministic bound) this spread must be
Gerhold, Stefan, Gülüm, Ismail Cetin
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Game theory analysis for carbon auction market through electricity market coupling [PDF]
, 2014 In this paper, we analyze Nash equilibria between electricity producers selling their production on an electricity market and buying CO2 emission allowances on an auction carbon market.
Bossy, Mireille +2 more
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My Home's Market Value: An Active Market Pricing Model [PDF]
, 2015 The current US residential real estate market is recovering although price growth remains stagnant. The non-linear pricing model examined represents a first investigation in the area of a single variable, polynomial correlation model.
Dorr, Timothy G.
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Governance of risk management programs
Journal of Agriculture, Food Systems, and Community Development, 2022 Involving stakeholders in program decision-making can support existing programs and reduce tensions against the state. However, to be involved, stakeholders may request specific mechanisms to influence program design or outcomes.
Frédérick Clerson
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Price and Wage Setting in Portugal: Learning by Asking [PDF]
SSRN Electronic Journal, 2011 This paper presents the main findings of a survey conducted on a sample of Portuguese firms. The main aim was to identify some relevant characteristics about the dynamics of prices and wages in Portugal. The most important conclusions are: i) changes to wages are more synchronized than changes to prices; ii) most wages are defined using inflation as a ...
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The Design of Arbitrage-Free Data Pricing Schemes [PDF]
, 2016 Motivated by a growing market that involves buying and selling data over the web, we study pricing schemes that assign value to queries issued over a database. Previous work studied pricing mechanisms that compute the price of a query by extending a data
Deep, Shaleen, Koutris, Paraschos
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MODELLING THE BID AND ASK PRICES OF ILLIQUID CDSs [PDF]
International Journal of Theoretical and Applied Finance, 2012 CDS (credit default swap) contracts that were initiated some time ago frequently have spreads and/or maturities that are not available on the current market of CDSs, and are thus illiquid. This article introduces an incomplete-market approach to valuing illiquid CDSs that, in contrast to the risk-neutral approach of current market practice, allows a ...
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A STOCHASTIC CONTROL APPROACH TO BID-ASK PRICE MODELLING
International Journal of Theoretical and Applied Finance, 2022 This paper develops a model for the bid and ask prices of a European-type asset by formulating a stochastic control problem. The state process is governed by a modified geometric Brownian motion whose drift and diffusion coefficients depend on a Markov chain. A Girsanov theorem for Markov chains is implemented for the change of coefficients, including
ENGEL JOHN C. DELA VEGA +1 more
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