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An integrated airline scheduling, fleeting and pricing model for a monopolized market

Publications associées (80)

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The effect of access charges on social welfare in the railway industry

Matthias Finger, Marc Laperrouza

This paper presents a game-theoretic model of a liberalized railway industry in which train operation and ownership of infrastructure is fully vertically separated. The objective of this paper is to analyze how the regulatory agency will socially optimal s ...

2010

Option Pricing with Model-Guided Nonparametric Methods

Loriano Mancini

Parametric option pricing models are largely used in Finance. These models capture several features of asset price dynamics. However, their pricing performance can be significantly enhanced when they are combined with nonparametric learning approaches that ...

American Statistical Association2009

Modelling price pressure in financial markets

We present experimental evidence that, unlike traditional assumptions in economic theory, security prices do not respond to pressure from their own excess demand. Instead, prices respond to excess demand of all securities, despite the absence of a direct l ...

2009

Optimal Pricing Strategy for Wireless Social Community Networks

Jean-Pierre Hubaux, Mark Felegyhazi, Seyyed Amin Mazloumian

The increasing number of mobile applications fuels the demand for affordable and ubiquitous wireless access. The traditional wireless network technologies such as EV-DO or WiMAX provide this service but require a huge upfront investment in infrastructure a ...

2008

Voting on the Environment: Price or Ideology? Evidence from Swiss Referendums

Nicholas Bornstein

Studies on preferences for environmental quality usually posit that price and income explain most of the observed choices. However, we argue that conceptions of social norms and the common good are equally important when analyzing environmental voting outc ...

2008

Optimal Pricing Strategy for Wireless Social Community Networks

Jean-Pierre Hubaux, Mark Felegyhazi, Seyyed Amin Mazloumian

Wireless social community operators rely on subscribers who constitute a community of users. The pricing strategy of the provided wireless access is an open problem for this new generation of wireless access providers. In this paper, using both analytical ...

ACM2008

Market Consistent Pricing of Insurance Products

Semyon Malamud

We present the ﬁrst step in a program to develop a comprehen- sive, uniﬁed equilibrium theory of asset and liability pricing. We give a mathematical framework for pricing insurance products in a multiperiod ﬁnancial market. This framework reﬂects classical ...

2008

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

Market price of risk specifications for affine models: Theory and evidence

Damir Filipovic

We extend the standard specification of the market price of risk for affine yield models, and apply it to U.S. Treasury data. Our specification often provides better fit, sometimes with very high statistical significance. The improved fit comes from the ti ...

Elsevier2007

A column generation algorithm for disrupted airline schedules

Michel Bierlaire, Matteo Salani, Niklaus Eggenberg

We consider the recovery of an airline schedule after an unforeseen event, called {\em disruption}, that makes the planned schedule unfeasible. In particular we consider the aircraft recovery problem for a heterogeneous fleet of aircrafts, made of regular ...

2007