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Dynamic portfolio choice: a simulation-and-regression approach
2017,
Simonato Jean-Guy
Simulation‐and‐regression algorithms have become a standard tool for solving dynamic...
Stochastic debt sustainability analysis for sovereigns and the scope for optimization modeling
2017,
Consiglio Andrea
We argue that sovereign debt sustainability analysis must be augmented by stochastic correlated risk...
Nonparametric least squares methods for stochastic frontier models
2017,
Simar Lopold
When analyzing productivity and efficiency of firms, stochastic frontier models are very attractive...
Nonparametric estimation of the determinants of inefficiency
2017,
Kumbhakar Subal
We consider the benchmark stochastic frontier model where inefficiency is directly influenced by...
Sources of airline productivity from carbon emissions: an analysis of operational performance under good and bad outputs
2017,
Managi Shunsuke
This study incorporates carbon dioxide emissions in productivity measurement in the airline industry and...
Accounting for risk in productivity analysis: an application to Norwegian dairy farming
2017,
Lien Gudbrand
Empirical studies have often shown wide differences in productivity among firms. Although several studies...
Regulatory incentives to water losses reduction: the case of England and Wales
2017,
Perelman Sergio
In recent years, England and Wales have suffered droughts. This unusual situation defies the common belief...
Impact of ICT on the productivity of the firm: evidence from Turkish manufacturing
2017,
Kiliaslan Yilmaz
This paper aims to explore the impact of Information and Communication Technologies (ICT) on labor...
The contribution of research and innovation to productivity
2017,
Fox Kevin
This paper examines the impact of investment in research and innovation on Australian market sector...
Comparing uncertainty aversion towards different sources
2017,
Baillon Aurlien
We propose simple behavioral definitions of comparative uncertainty aversion for a single agent towards...
Stake effects on ambiguity attitudes for gains and losses
2017,
Bouchouicha Ranoua
We test the effect of stake size on ambiguity attitudes. Compared to a baseline condition, we find...
Axiomatization and implementation of a class of solidarity values for TU-games
2017,
Solal Philippe
A new class of values combining marginalistic and egalitarian principles is introduced for cooperative...
A note on budget constraints and outside options in common agency
2017,
Ko Chiu Yu
Bernheim and Whinston (Q J Econ 101:1–31, 1986) show that, in a common agency problem without budget...
Meaningful learning in weighted voting games: an experiment
2017,
Hanaki Nobuyuki
By employing binary committee choice problems, this paper investigates how varying or eliminating feedback...
Coordination when there are restricted and unrestricted options
2017,
Sugden Robert
One might expect that, in pure coordination games, coordination would become less frequent as the number...
Does inducing choice procedures make individuals better off? An experimental study
2017,
Mittone Luigi
Over the years the psychological and economic literature on multi‐attribute individual...
Approaches for finding cohesive subgroups in large-scale social networks via maximum k-plex detection
2017,
Balasundaram Balabhaskar
A k‐plex is a clique relaxation introduced in social network analysis to model cohesive social...
A recursive formula for the two-edge connected and biconnected reliability of a complete graph
2017,
Tittmann Peter
The reliability polynomial R ( G , p ) of a finite undirected graph G = ( V , E ) gives the probability...
Two extended formulations for cardinality maximum flow network interdiction problem
2017,
Kakhki Hossein Taghizadeh
We consider the maximum flow network interdiction problem in its cardinality case. There is an integer...
Zone-based tariff design in public transportation networks
2017,
Boysen Nils
Tariff design is among the most elementary decision problems to be solved in every public transportation...
Hardness and approximation for network flow interdiction
2017,
Zenklusen Rico
In the Network Flow Interdiction problem, an adversary attacks a network in order to minimize the maximum...
A design for a common-sense knowledge-enhanced decision-support system: Integration of high-frequency market data and real-time news
2017,
Chen Kun
According to efficient markets theory, information is an important factor that affects market performance...
A convolutional neural network to classify American Sign Language fingerspelling from depth and colour images
2017,
Vadera Sunil
Sign language is used by approximately 70 million...
Electroencephalography-based feature extraction using complex network for automated epileptic seizure detection
2017,
Artameeyanant Patcharin
Electroencephalography signals are typically used for analyzing epileptic seizures. These signals are...
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