Train Timetable Design Under Elastic Passenger Demand
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In our memory-obsessed time, cities have become places for the elaboration of images of the past that serve as a background for understanding, legitimizing, or contesting urban transformations. How are these cultural representations produced? How are they ...
We characterize the unique equilibrium in an economy populated by strategic CARA investors who trade multiple risky assets with arbitrarily distributed payoffs. We use our explicit solution to study the joint behavior of illiquidity of option contracts. Op ...
Vital sign detection is used across ubiquitous scenarios in medical and health settings, and contact and wearable sensors have been widely deployed. However, they are unsuitable for patients with burn wounds or infants with insufficient areas for attachmen ...
In this thesis we address various factors that contribute both theoretically and practically to mitigating supply demand mismatches. The thesis is composed of three chapters, where each chapter is an independent scientific paper. In the first paper, we dev ...
We study the extent to which credit index (CDX) options are priced consistent with S&P 500 (SPX) equity index options. We derive analytical expressions for CDX and SPX options within a structural credit-risk model with stochastic volatility and jumps using ...
The optimal pricing of goods, especially when they are new and the innovating firm is a monopolist, must proceed without precise knowledge of the demand curve. This paper provides a pricing method with a relative robustness guarantee by maximizing a perfor ...
When activist shareholders file Schedule 13D filings, the average excess return on target stocks is 6% and stock price volatility drops by about 10%. Prior to filing days, volatility (price) information is reflected in option (stock) prices. Using a compre ...
In this work we compare two different options to perform on-line subjective quality assessment experiments in the context of the Call for Evidence on JPEG Pleno Point Cloud Coding. A deep-learning based point cloud codec submitted to the Call was tested ag ...
This work studies the role of proactive and targeted ride-splitting incentives on the service level and total revenue of a ride-sourcing platform, which is built as a discrete event simulator that incorporates simulated taxi data within a congestible road ...
Oligopolistic competition occurs in various transportation markets. In this paper, we introduce a framework to find approximate equilibrium solutions of oligopolistic markets in which demand is modeled at the disaggregate level using discrete choice models ...