Concept

Stock market

Publications associées (121)

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Inventory dynamics in process industries: An empirical investigation

Ralf Seifert, Olov Isaksson, Philipp Urs Moser

Process industry firms have thrived in recent decades, but changes in the markets are currently putting both growth and profitability at risk. In this context, inventory management is increasingly viewed as an essential lever for creating a sustainable com ...

Elsevier2017

Polynomial models in finance

Damien Edouard Ackerer

This thesis presents new flexible dynamic stochastic models for the evolution of market prices and new methods for the valuation of derivatives. These models and methods build on the recently characterized class of polynomial jump-diffusion processes for w ...

EPFL2017

3. Patent Citation Data in Social Science Research: Overview and Best Practices

Gaétan Jean A de Rassenfosse

The last 2 decades have witnessed a dramatic increase in the use of patent citation data in social science research. Facilitated by digitization of the patent data and increasing computing power, a community of practice has grown up that has developed meth ...

Wiley2017

A unified framework for rich routing problems with stochastic demands

Michel Bierlaire, Sacha Varone, Mohammad Yousef Maknoon, Iliya Dimitrov Markov

We introduce a unified framework for rich vehicle and inventory routing problems with complex physical and temporal constraints. Demands are stochastic, can be non-stationary, and are forecast using any model that provides the expected demands and their er ...

2017

Essays in Financial Economics

Christoph Helmut Peter Herpfer

This thesis contains four chapters, each of which utilizes new or unusual data sources to analyze a different area of financial economics. In the first chapter, I construct a novel dataset linking individual bankers to large borrowers in the U.S. syndicate ...

EPFL2017

Smart Products for Sharing

Thomas Alois Weber

Sharing markets create mutual insurance for consumers who are unsure about their future needs for goods, thus rendering products more valuable both before and after the purchase. By embedding intelligence in their products, enabling them to sense, monitor, ...

2017

Location choice with longitudinal WiFi data

Michel Bierlaire, Matthieu Marie Cochon de Lapparent, Antonin Danalet, Loïc Tinguely

Location-aware data collection technologies provide new insights about location choices. Only a few dynamic models of location choice exist in scientific literature. To our knowledge, none of them correct for serial correlation. In this paper, we model cho ...

University of Leeds2016

Elliptical tempered stable distribution

Hasan Fallahgoul

Elliptical distributions are useful for modelling multivariate data, multivariate normal and Student t distributions being two special classes. In this paper, we provide a definition for the elliptical tempered stable (ETS) distribution based on its charac ...

Routledge Journals, Taylor & Francis Ltd2016

The Impact of Sharing Markets on Product Durability

Thomas Alois Weber, Maryam Razeghian Jahromi

This paper studies the effects of sharing markets on the prices for new products and on product design in terms of durability. In a dynamic economy with overlapping generations, consumers take strategic purchasing decisions, anticipated by a durable-goods ...

2016

Multi-Period Portfolio Optimization: Translation of Autocorrelation Risk to Excess Variance

Napat Rujeerapaiboon, Byung-Geun Choi

Growth-optimal portfolios are guaranteed to accumulate higher wealth than any other investment strategy in the long run. However, they tend to be risky in the short term. For serially uncorrelated markets, similar portfolios with more robust guarantees hav ...

2016