Zobrazeno 1 - 4
of 4
pro vyhledávání: '"Hans-Joachim Vollbrecht"'
Autor:
Edith Maier, Tom Ulmer, Hans-Joachim Vollbrecht, Zhongxing Zhang, Sandro Emmenegger, Ulrich Reimer, Ramin Khatami
Publikováno v:
Communications in Computer and Information Science ISBN: 9783319936437
ICT4AgeingWell (Selected Papers)
ICT4AgeingWell (Selected Papers)
The paper presents results from the SmartSleep project which aims at developing a smartphone app that gives users individual advice on how to change their behaviour to improve their sleep. The advice is generated by identifying correlations between b
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5a7a5d8d65e0da3264c31aae4ad8f761
https://doi.org/10.1007/978-3-319-93644-4_8
https://doi.org/10.1007/978-3-319-93644-4_8
Publikováno v:
Journal of Economic Dynamics and Control. 53:144-160
We propose a double auction mechanism for the exchange of leveraged assets and bonds in an agent based model. In this framework we validate recent results in general equilibrium theory about endogenous leverage and its consequences for asset pricing.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5044baf92acc47fcca8ce010a06140ad
https://doi.org/10.1016/j.jedc.2015.02.004
https://doi.org/10.1016/j.jedc.2015.02.004
We study the trading of real assets financed by collateralized loans in an agent based model of a continuous double auction. This approach provides a complementary perspective on recent advances in the general equilibrium theory of endogenous leverag
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::19f35c942ac77b309df7d5cf3c604280
https://www.oenb.at/dam/jcr:2fb1fdaf-2555-4503-a5d6-ac5c267710d3/wp184_screen_tcm16-256982.pdf
https://www.oenb.at/dam/jcr:2fb1fdaf-2555-4503-a5d6-ac5c267710d3/wp184_screen_tcm16-256982.pdf
Publikováno v:
Optimization in the Energy Industry ISBN: 9783540889649
We consider the valuation of contracts of electrical energy supply with optionalities. After discussing appropriate stochastic programming models and presenting especially suited solution algorithms, a set of price scenarios is simulated based on a p
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f16e08d84c1b77658af5003711bb4ad0
https://doi.org/10.1007/978-3-540-88965-6_21
https://doi.org/10.1007/978-3-540-88965-6_21