Now showing items 1-6 of 6
Optimized calibration of currency market strategies
We propose a new financial indicator and risk metric embedded in a currency trading model to assist investors in currency markets. Since our model is highly nonlinear, we utilize global optimization technology to maximize ...
Mind-set metrics in market response models: an integrative approach
(American Marketing Association, 2010-08)
Demonstrations of marketing effectiveness currently proceed along two parallel tracks: Quantitative researchers model the direct sales effects of the marketing mix, and advertising and branding experts trace customer ...
Scheduling ambulance crews for maximum coverage
(Palgrave MacMillan, 2010-04)
This paper addresses the problem of scheduling ambulance crews in order to maximize the coverage throughout a planning horizon. The problem includes the subproblem of locating ambulances to maximize expected coverage with ...
Consumer effort in promotional incentives
(Decision Sciences Institute, 2010-11)
Consumers need to exert effort to use the incentives provided in a promotion campaign. This effort is critical in the consumers’ decision process and for the success of the campaign. We develop a model of consumer redemption ...
Investigation of stochastic pairs trading strategies under different volatility regimes
We investigate several market-neutral trading strategies and find empirical evidence that market-neutral equity trading outperforms in 2008, the first full year of the global financial meltdown. In our experiments we use ...
Who should practice price discrimination using rebates in an asymmetric duopoly?
(Springer Science+Business Media, 2010-03)
Price discrimination is generally thought to improve firm profits by allowing firms to extract more consumer surplus. In competition, however, price discrimination may also be costly to the firm because restrictive incentive ...
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