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Modelling price pressure in financial markets

Publications associées (39)

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A Metamodel of the Oil Game under Climate Treaties

Marc Vielle, Alain Haurie

A climate treaty like the one which should replace the Kyoto Protocol after 2012, may have important impacts on the oil, gas and coal markets. The full impact of such a treaty will not be felt before 2030. In this paper one uses a computable general equili ...

2011

Optimal service pricing for a cloud cache

Anastasia Ailamaki, Grégory François, Debabrata Dash, Sofia Kyriakopoulou

Cloud applications that offer data management services are emerging. Such clouds support caching of data in order to provide quality query services. The users can query the cloud data, paying the price for the infrastructure they use. Cloud management nece ...

Institute of Electrical and Electronics Engineers2011

Optimal service pricing for a cloud cache

Anastasia Ailamaki, Grégory François, Debabrata Dash, Sofia Kyriakopoulou

2011

Ambiguity in Asset Markets: Theory and Experiment

This paper studies the impact of ambiguity and ambiguity aversion on equilibrium asset prices and portfolio holdings in competitive financial markets. It argues that attitudes toward ambiguity are heterogeneous across the population, just as attitudes towa ...

2010

Using identity premium for cooperation enforcement and whitewashing prevention in rational environments

Karl Aberer, Hung Le Vu

One fundamental issue in existing reputation mechanisms, particularly those in open and decentralized multi-agent systems, is whitewashing attacks by rational providers. If identities are cheap, it is beneficial for a provider to simply defect when selling ...

2010

Multi-agent modelling of electricity markets

Abdelaziz Lahlou

This thesis describes the development of three conceptual models built to serve as decision support tools in liberalised electricity markets. The introduction of competition, higher uncertainty and decentralised planning requires new planning and analysis ...

EPFL2007

Success and failure factors of collaborative networks of SME

Michel Pouly, Frédéric Monnier

The enterprises active in the industrial subcontracting branch are in a very competitive market and support large pressures on their prices and delivery schedules. The arrival on the market of suppliers from low-cost countries like Eastern Europe or the Fa ...

2005

Success and failure factors of collaborative networks of SME

Michel Pouly, Frédéric Monnier

Springer, 233 Spring Street, New York, Ny 10013, United States2005

Excess demand and equilibration in multi-security financial markets: The empirical evidence

Price dynamics are studied in a dataset of more than 11,000 transactions from large-scale financial markets experiments with multiple risky securities. The aim is to determine whether a few simple principles govern equilibration. We first ask whether price ...

2003