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Full Text Papers: 473,005
Authors: 264,668
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Last 30 days: 885,488

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SSRN eLibrary Search Results
JEL Code: C63
347,435 Total downloads
Showing Papers 381 - 430 of 1,753
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Incl. Electronic Paper Determinants of Spatio-Temporal Patterns of Energy Technology Adoption: An Agent-Based Modeling Approach
Scott A. Robinson and Varun Rai
University of Texas at Austin - Lyndon B. Johnson School of Public Affairs and University of Texas at Austin - LBJ School of Public Affairs
Date Posted: October 20, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Agent-Based Modeling of Energy Technology Adoption: Empirical Integration of Social, Behavioral, Economic, and Environmental Factors
Varun Rai and Scott A. Robinson
University of Texas at Austin - LBJ School of Public Affairs and University of Texas at Austin - Lyndon B. Johnson School of Public Affairs
Date Posted: October 20, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper An Efficient Transform Method for Asian Option Pricing
Justin Lars Kirkby
Georgia Institute of Technology - The H. Milton Stewart School of Industrial & Systems Engineering (ISyE)
Date Posted: October 17, 2014
Working Paper Series
19 downloads

Incl. Electronic Paper Probability Density of the CIR Model
Andras Vanyolos , Maxx Cho and Scott Alan Glasgow
Independent , University of Maryland and Brigham Young University
Date Posted: October 13, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Q-Learning-Based Financial Trading Systems with Applications
University Ca' Foscari of Venice, Dept. of Economics Working Paper Series No. 15/WP/2014
Marco Corazza and Francesco Bertoluzzo
Ca Foscari University of Venice - Department of Economics and Ca Foscari University of Venice
Date Posted: October 11, 2014
Working Paper Series
36 downloads

Incl. Electronic Paper Regional Water Balance Based on Remotely Sensed Evapotranspiration and Irrigation: An Assessment of the Haihe Plain, China
Remote Sensing, 6(3):2514-2533, 2014, DOI: 10.3390/rs6032514
Yanmin Yang , Yonghui Yang , De Li Liu , Thomas L. Nordblom , Bingfang Wu and Nana Yan
Key Laboratory of Agricultural Water Resources , Key Laboratory of Agricultural Water Resources , NSW DPI, Wagga Wagga , NSW Trade & Investment , Institute of Remote Sensing and Digital Earth and Key Lab. of Digital Earth Sciences
Date Posted: October 10, 2014
Accepted Paper Series
2 downloads

Incl. Electronic Paper Intraday Anomalies and Market Efficiency: A Trading Robot Analysis
CESifo Working Paper Series No. 4752
Guglielmo Maria Caporale , Luis A. Gil-Alana , Alex Plastun and Inna Makarenko
Brunel University - Centre for Empirical Finance , University of Navarra - Department of Economics , National Bank of Ukraine - Ukrainian Academy of Banking and National Bank of Ukraine - Ukrainian Academy of Banking
Date Posted: October 10, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper A Portable and Fast Stochastic Volatility Model Calibration Using Multi and Many-Core Processors
Matthew Francis Dixon , Jorg Lotze and Mohammed Zubair
University of San Francisco - School of Management , Xcelerit and Old Dominion University
Date Posted: October 06, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper XML Based Layout Managers
Radošević, D., Bračun, D., Mrvac, N.:"XML Based Layout Managers", 15. međunarodna konferencija tiskarstva, dizajna i grafičkih komunikacija Blaz Baromić, Senj, 21-24. 9. 2011.,
Danijel Radošević , Denis Bračun and Nikola Mrvac
University of Zagreb - Faculty of Organization and Informatics , University of Zagreb - Faculty of Organization and Informatics and Faculty of Graphic Arts
Date Posted: October 06, 2014
Accepted Paper Series
3 downloads

Incl. Electronic Paper Filling in the Blanks: Network Structure and Interbank Contagion
FRB of Cleveland Working Paper No. 14-16
Kartik Anand , Ben R. Craig and Goetz von Peter
Government of Canada - Bank of Canada , Federal Reserve Bank of Cleveland and Bank for International Settlements - Research and Policy Analysis
Date Posted: October 05, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper The Time-Dependent FX-SABR Model: Efficient Calibration Based on Effective Parameters
Anthonie Willem van der Stoep , Lech A. Grzelak and Cornelis W. Oosterlee
Center for Mathematics and Computer Science (CWI) , Delft University of Technology and Center for Mathematics and Computer Science (CWI)
Date Posted: October 04, 2014
Last Revised: October 14, 2014
Working Paper Series
22 downloads

Incl. Electronic Paper Systemic Risk Spillovers in the European Banking and Sovereign Network
CFS Working Paper, No. 467
Frank Betz , Nikolaus Hautsch , Tuomas A. Peltonen and Melanie Schienle
European Union - European Investment Bank , University of Vienna - Department of Statistics and Operations Research , European Central Bank (ECB) and Leibniz University Hannover
Date Posted: October 04, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper The Weekend Effect: A Trading Robot and Fractional Integration Analysis
DIW Berlin Discussion Paper No. 1386
Guglielmo Maria Caporale , Luis A. Gil-Alana , Alex Plastun and Inna Makarenko
Brunel University - Centre for Empirical Finance , University of Navarra - Department of Economics , National Bank of Ukraine - Ukrainian Academy of Banking and National Bank of Ukraine - Ukrainian Academy of Banking
Date Posted: October 03, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Applied Stochastic Control in High Frequency and Algorithmic Trading
Jason Ricci
University of Toronto, Department of Statistics
Date Posted: October 03, 2014
Working Paper Series
53 downloads

Incl. Electronic Paper Systemic Risk Spillovers in the European Banking and Sovereign Network
Franz Betz , Nikolaus Hautsch , Tuomas A. Peltonen and Melanie Schienle
European Union - European Investment Bank , University of Vienna - Department of Statistics and Operations Research , European Central Bank (ECB) and Leibniz University Hannover
Date Posted: October 01, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Learning by Doing Business: Study Case on the Students’ Perception Regarding TOPSIM Applications
Romanian Journal of Business Simulations, ISSN:2344 –116X 12/2013, (1), pp.95-105.,
Monica Roxana Tudurache , Daniel Homocianu and Livia Baciu
Alexandru Ioan Cuza University , Alexandru Ioan Cuza University - Faculty of Economics and Business Administration and Alexandru Ioan Cuza University
Date Posted: September 30, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper From the Samuelson Volatility Effect to a Samuelson Correlation Effect: Evidence from Crude Oil Calendar Spread Options
Lorenz Schneider and Bertrand Tavin
EMLYON Business School and EMLYON Business School
Date Posted: September 27, 2014
Working Paper Series
28 downloads

Incl. Electronic Paper Reweight: A Stata Module to Reweight Survey Data to External Totals
Government of the Italian Republic (Italy), Ministry of Economy and Finance, Department of the Treasury Working Paper No. 5
Daniele Pacifico
Italian Department of the Treasury
Date Posted: September 27, 2014
Accepted Paper Series
2 downloads

Incl. Electronic Paper Structural Models for Coupled Electricity Markets
Michael Martin Kustermann and Ruediger Kiesel
Universität Duisburg-Essen and University of Duisburg-Essen - Faculty of Economic Science
Date Posted: September 26, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper Feynman Kac for Functional Jump Diffusions with an Application to Credit Value Adjustment
Eduard Kromer , Ludger Overbeck and Jasmin A.L. Röder
University of California, Berkeley , University of Giessen and University of Giessen
Date Posted: September 26, 2014
Last Revised: October 06, 2014
Working Paper Series
11 downloads

Incl. Fee Electronic Paper Information Aggregation in a DSGE Model
CEPR Discussion Paper No. DP10020
Tarek A. Hassan and Thomas M. Mertens
University of Chicago - Booth School of Business and New York University (NYU) - Department of Finance
Date Posted: September 25, 2014
Working Paper Series

Incl. Electronic Paper Income Inequality and Macroeconomic Instability: A Stock-Flow Consistent Approach with Heterogeneous Agents
CAMA Working Paper No. 60/2014
Laura Carvalho and Corrado Di Guilmi
Sao Paulo School of Economics - FGV and University of Technology Sydney (UTS) - School of Finance and Economics
Date Posted: September 23, 2014
Last Revised: September 24, 2014
Working Paper Series
21 downloads

Incl. Electronic Paper The Benefits and Liabilities of Interacting for Innovation: a Quantitative Model
Levine, S. S., Gorman, T., & Prietula, M. J. (2014). The Benefits and Liabilities of Interacting for Innovation: a Quantitative Model. In K. Pugh (Ed.), Smarter Innovation: using interactive processes to drive better business results (pp. 111-119). London: Ark Group.
Sheen S. Levine , Trish Gorman and Michael Prietula
Columbia University , Independent and Emory University - Goizueta Business School
Date Posted: September 22, 2014
Accepted Paper Series
8 downloads

Incl. Electronic Paper Risk Profiles for Re-Profiling the Sovereign Debt of Crisis Countries
The Wharton School Financial Institutions Centre Research Paper No. 14-14
Andrea Consiglio and Stavros A. Zenios
University of Palermo and University of Cyprus
Date Posted: September 17, 2014
Last Revised: September 19, 2014
Working Paper Series
30 downloads

Incl. Electronic Paper Global Warming and a Potential Tipping Point in the Atlantic Thermohaline Circulation: The Role of Risk Aversion
CESifo Working Paper Series No. 4930
Mariia Belaia , Michael Funke and Nicole Glanemann
University of Hamburg - Faculty of Economics and Business Administration , Hamburg University, Department of Economics and University of Hamburg - Faculty of Economics and Business Administration
Date Posted: September 16, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Monte Carlo Calculation of Exposure Profiles and Greeks for Bermudan and Barrier Options under the Heston Hull-White Model
Qian Feng and Cornelis W. Oosterlee
Center for Mathematics and Computer Science (CWI) and Center for Mathematics and Computer Science (CWI)
Date Posted: September 16, 2014
Last Revised: October 07, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Efficient Option Pricing by Frame Duality with the Fast Fourier Transform
Justin Lars Kirkby
Georgia Institute of Technology - The H. Milton Stewart School of Industrial & Systems Engineering (ISyE)
Date Posted: September 16, 2014
Last Revised: October 15, 2014
Working Paper Series
130 downloads

Incl. Electronic Paper Straightforward Approximate Stochastic Equilibria for Nonlinear Rational Expectations Models
CAMA Working Paper No. 59/2014
Michael K. Johnston , Robert G. King and Denny Lie
Government of the Republic of South Africa - South African Reserve Bank , Boston University - Department of Economics and University of Sydney - School of Economics
Date Posted: September 16, 2014
Last Revised: September 24, 2014
Working Paper Series
6 downloads

Garbage Can Model Excel Reconstruction
CoMSES Computational Model Library, August 2014
Ivan Smarzhevskiy
Peoples’ Friendship University of Russia
Date Posted: September 15, 2014
Last Revised: September 22, 2014
Accepted Paper Series

Incl. Electronic Paper Filling in the Blanks: Network Structure and Interbank Contagion
BIS Working Paper No. 455
Kartik Anand , Ben R. Craig and Goetz von Peter
Government of Canada - Bank of Canada , Federal Reserve Bank of Cleveland and Bank for International Settlements - Research and Policy Analysis
Date Posted: September 12, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper Evaluating Linear Approximations in a Two-Country Model with Occasionally Binding Borrowing Constraints
Alexis Anagnostopoulos and Xin Tang
Stony Brook and Stony Brook University
Date Posted: September 08, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Garbage Can Model: Reconstruction and Logical Analysis
Ivan Smarzhevskiy
Peoples’ Friendship University of Russia
Date Posted: September 08, 2014
Last Revised: October 19, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Model01: Quantifying the Risk of Incremental Model Changes
Damian Abasto and Mark P. Kust
Independent and Independent
Date Posted: September 07, 2014
Last Revised: October 06, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Probabilistic Transitivity in Sports
Institute of Mathematical Economics Working Paper No. 520
Johannes Tiwisina and Philipp Külpmann
Bielefeld University - Center for Mathematical Economics and Bielefeld University - Center for Mathematical Economics
Date Posted: September 03, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Optimal Trade Execution with a Dark Pool and Adverse Selection
Patrick Cheridito and Tardu Sepin
Princeton University and Princeton University - Department of Operations Research & Financial Engineering (ORFE)
Date Posted: September 02, 2014
Working Paper Series
49 downloads

Incl. Electronic Paper Pca2: Implementing a Strategy to Reduce the Instrument Count in Panel GMM
Quaderni - Working Paper DSE N° 960,
Maria Elena Bontempi and Irene Mammi
University of Bologna - Department of Economics and University of Bologna - School of Economics, Management, and Statistics
Date Posted: September 02, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper The Asymptotics of Price and Strategy in the Buyer's Bid Double Auction
Mark Satterthwaite , Steven R. Williams and Konstantinos E. Zachariadis
Northwestern University - Kellogg School of Management , University of Illinois at Urbana-Champaign - Department of Economics and London School of Economics
Date Posted: August 31, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Solving Models with Disappointment Aversion
Swedish House of Finance Research Paper No. 14-14
Patrick Augustin and Roméo Tédongap
McGill University, Desautels Faculty of Management and Swedish House of Finance
Date Posted: August 29, 2014
Last Revised: September 19, 2014
Working Paper Series
25 downloads

Incl. Electronic Paper Inefficiencies in a Model of Spatial Networks Formation with Positive Externalities
Journal of Economic Behavior and Organization, Vol. 11, 2008
Nicolas Carayol , Pascale Roux and Murat Yildizoglu
BETA, CNRS and Université Louis Pasteur (Strasbourg I) , French National Center for Scientific Research (CNRS) - Bureau of Economic Theory and Application (BETA) and French National Center for Scientific Research (CNRS) - Groupe de Recherche en Économie Théorique et Appliquée (GREThA)
Date Posted: August 28, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Modelling Social Learning in an Agent–Based Baseline Macro Model
Isabelle Salle , Marc-Alexandre Senegas , Murat Yildizoglu and Martin Zumpe
French National Center for Scientific Research (CNRS) - Groupe de Recherche en Économie Théorique et Appliquée (GREThA) , University of Bordeaux , French National Center for Scientific Research (CNRS) - Groupe de Recherche en Économie Théorique et Appliquée (GREThA) and French National Center for Scientific Research (CNRS) - Groupe de Recherche en Économie Théorique et Appliquée (GREThA)
Date Posted: August 28, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Efficient Sampling and Meta-Modeling for Computational Economic Models
Computational Economics, November 2013
Isabelle Salle and Murat Yildizoglu
French National Center for Scientific Research (CNRS) - Groupe de Recherche en Économie Théorique et Appliquée (GREThA) and French National Center for Scientific Research (CNRS) - Groupe de Recherche en Économie Théorique et Appliquée (GREThA)
Date Posted: August 28, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Inflation Targeting in a Learning Economy: An ABM Perspective
Economic Modelling, Vol. 34, August 2013
Isabelle Salle , Murat Yildizoglu and Marc-Alexandre Senegas
French National Center for Scientific Research (CNRS) - Groupe de Recherche en Économie Théorique et Appliquée (GREThA) , French National Center for Scientific Research (CNRS) - Groupe de Recherche en Économie Théorique et Appliquée (GREThA) and University of Bordeaux
Date Posted: August 28, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Can They Beat the Cournot Equilibrium? Learning with Memory and Convergence to Equilibria in a Cournot Oligopoly
Computational Economics, April 2013, Volume 41, Issue 4, pp 493-516
Thomas Vallée and Murat Yildizoglu
Univesity of Nantes and French National Center for Scientific Research (CNRS) - Groupe de Recherche en Économie Théorique et Appliquée (GREThA)
Date Posted: August 28, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Modeling Firm Heterogeneity in International Trade: Do Structural Effects Matter?
Bocconi IEFE - Centre for Research on Energy and Environmental Economics and Policy Working Paper n. 70
Roberto Roson and Kazuhiko Oyamada
Ca Foscari University of Venice - Department of Economics and Institute of Developing Economies, Japan External Trade Organization (IDE-JETRO)
Date Posted: August 27, 2014
Working Paper Series
4 downloads

Incl. Fee Electronic Paper A Fast Fractional Difference Algorithm
Journal of Time Series Analysis, Vol. 35, Issue 5, pp. 428-436, 2014
Andreas Noack Jensen and Morten Ørregaard Nielsen
University of Copenhagen and Queen's University (Canada) - Department of Economics
Date Posted: August 27, 2014
Accepted Paper Series

Incl. Electronic Paper Do Side Effects Really Matter in Financial Contagion? An International Bank-Sovereign Simulation
Stefano Zedda
Universita di Cagliari
Date Posted: August 26, 2014
Last Revised: September 04, 2014
Working Paper Series

Incl. Electronic Paper An Analytic Approximation of the Implied Risk-Neutral Density of American Multi-Asset Options
J. C. Arismendi and Marcel Prokopczuk
University of Reading - ICMA Centre and Leibniz University Hannover - Faculty of Economics and Management
Date Posted: August 25, 2014
Working Paper Series
22 downloads

Incl. Electronic Paper The Effects of Group Composition and Social Preference Heterogeneity in a Public Goods Game: An Agent-Based Simulation
Journal of Artificial Societies and Social Simulation. 17(3)5, 2014
Pablo Lucas , Angela C. M. de Oliveira and Sheheryar Banuri
University of Essex , University of Massachusetts at Amherst and World Bank - Development Economics Research Group
Date Posted: August 24, 2014
Last Revised: September 03, 2014
Accepted Paper Series
4 downloads

Incl. Electronic Paper Lower Bounds on Approximation Errors: Testing the Hypothesis That a Numerical Solution Is Accurate
Kenneth L. Judd , Lilia Maliar and Serguei Maliar
Stanford University - The Hoover Institution on War, Revolution and Peace , Stanford University and Santa Clara University
Date Posted: August 22, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper The Design of an Information Pipeline for Security Master Data
Jay Walters, CFA
Boston University - Metropolitan College - Department of Computer Science
Date Posted: August 22, 2014
Working Paper Series
7 downloads


 

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