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Modeling the behavior of investors

Publications associées (45)

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Estimation of discrete choice models: extending BIOGEME

Michel Bierlaire, Mamy Nirina Fetiarison

Discrete choice models are constantly in evolution in the literature. Since they enable to capture wide range of situations, they have been widely used by researchers and also practitioners in several fields of applications including econometrics and trans ...

2009

Estimation of discrete choice models: extending BIOGEME

Michel Bierlaire, Mamy Nirina Fetiarison

2009

Estimation of discrete choice models under various sampling strategies

Michel Bierlaire

We first review the impact of various sampling strategies on the estimation of discrete choice models. In particular, consistent estimates of all parameters of a multinomial logit (MNL) model, except the constants, can be obtained from an exogenous sample ...

2009

Systematically heterogeneous covariance in network GEV Models

Jeffrey Newman

Mixed logit models can represent heterogeneity across individuals, in both observed and unobserved preferences, but require computationally expensive calculations to compute probabilities. A few methods for including error covariance heterogeneity in a clo ...

2009

Systematically heterogeneous covariance in network GEV models

Jeffrey Newman

2009

The estimation of Generalized Extreme Value models from choice-based samples

Michel Bierlaire

In the presence of choice-based sampling strategies for data collection, the property of Multinomial Logit (MNL) models, that consistent estimâtes of all parameters but the constants can be obtained from an Exogenous Sample Maximum Likelihood (ESML) estima ...

2008

Capturing correlation with subnetworks in route choice models

Michel Bierlaire, Emma Frejinger

When using random utility models for a route choice problem, a critical issue is the significant correlation among alternatives. There are basically two types of models proposed in the literature to address it: (i) a deterministic correction of the path ut ...

2007

Numerical methods and models relevant to transportation applications

Michaël Clément Louis Ghislain Thémans

In this thesis, we focus on standard classes of problems in numerical optimization: unconstrained nonlinear optimization as well as systems of nonlinear equations. More precisely, we consider two types of unconstrained nonlinear optimization problems. On t ...

EPFL2007

Sampling of alternatives using multidimensional analysis

Michel Bierlaire

Discrete choice models in general and random utility models in particular may be intractable when the number of alternatives is large. In the transportation context, it typically happens for route choice and destination choice models. In the specific case ...

2007

Capturing Correlation in Route Choice Models using Subnetworks

Michel Bierlaire, Emma Frejinger

When using random utility models for a route choice problem, choice set generation and correlation among alternatives are two issues that make the modelling complex. In this paper, we propose a modelling approach where the path overlap is captured with a s ...

STRC 20062006