منابع مشابه
Purchasing Speculative Inventory for Price Sensitive Demand
The problem studied is one of buying and selling products cost efficiently over a number of periods in a finite horizon setting. Unit purchase costs vary across periods acording to some known distribution.and demand is deterministic but dependent on the price charged for the product. Thus, the problem becomes one of exploiting opportunities to “forward buy” and sell profitably in the face of co...
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In computational markets utilizing algorithms that establish a general equilibrium, competitive behavior is usually assumed: each agent makes its demand (supply) decisions so as to maximize its utility (profit) assuming that it has no impact on market prices. However, there is a potential gain from strategic behavior via speculating about others because an agent does affect the market prices, w...
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Using a novel proxy of investors’ speculative demand constructed from online search interest in “concept stocks”, we examine how speculative demand affects the returns and trading volume of Chinese stock indices. We find that returns and trading volume increase with the contemporaneous speculative demand. In addition, the high speculative demand causes lower near future returns, while recent hi...
متن کاملSpeculative Oil Demand and Crude Oil Price Dynamics: A TVP-VAR Approach
Significant decline in the slope of short-term oil supply and demand curves, along with the meaningful change in the degree of risk aversion in arbitrageurs encouraged us to test the time-varying effects of speculative demand on crude oil price dynamics over the period 1985-2016. Using a time-varying parameter vector autoregressive (TVP-VAR) model – with structural shocks identified by Killian ...
متن کاملCs229 Project: Tls, Using Learning to Speculate
We apply machine learning to thread level speculation, a future hardware framework for parallelizing sequential programs. By using machine learning to determine the parallel regions, the overall performance is nearly as good as the best heuristics for each application.
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ژورنال
عنوان ژورنال: International Review of Financial Analysis
سال: 2014
ISSN: 1057-5219
DOI: 10.1016/j.irfa.2014.03.001