CompSciRN: Computing Tools (Topic)最新文献

Deep Hedging: Learning to Simulate Equity Option Markets 深度套期保值:学习模拟股票期权市场

CompSciRN: Computing Tools (Topic) Pub Date : 2019-10-16 DOI: 10.2139/ssrn.3470756

Magnus Wiese, Lianjun Bai, Ben Wood, Hans Buehler

引用次数: 58

A Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data 每周扫描仪数据中季节性和周期性销售的机器学习分析

CompSciRN: Computing Tools (Topic) Pub Date : 2019-03-01 DOI: 10.2139/ssrn.3345283

Rishabh D Guha, Serena Ng

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引用次数: 7

Reference Point Formation in Social Networks, Wealth Growth, and Inequality 社会网络中的参考点形成、财富增长和不平等

CompSciRN: Computing Tools (Topic) Pub Date : 2017-08-03 DOI: 10.2139/ssrn.3013124

Youcheng Lou, Moris S. Strub, Duan Li, Shouyang Wang

{"title":"Reference Point Formation in Social Networks, Wealth Growth, and Inequality","authors":"Youcheng Lou, Moris S. Strub, Duan Li, Shouyang Wang","doi":"10.2139/ssrn.3013124","DOIUrl":"https://doi.org/10.2139/ssrn.3013124","url":null,"abstract":"We investigate reference point formation in a social network of multiple investors and study its impact on wealth growth and inequality under a framework of Prospect Theory. The reference point of each individual investor contains both personal and social components. Whereas the personal component depends on the investor’s own history of wealth, the social component is determined by the wealth level of other investors in her network. In the benchmark case without social interactions and under the assumption of homogeneous preferences, each investor’s expected wealth grows at a common rate, the wealth gaps widens and the Gini coefficient remains constant. On the other hand, if the reference point is determined solely by social interactions, then, while the specific behavior depends on the model parameters, it is possible that the network simultaneously experiences high wealth growth and a reduction in inequality. Finally, for the general case where the reference point incorporates both personal and social components, we numerically show that increasing the degree of social interaction is beneficial for both increasing wealth growth and<br>reducing inequality.","PeriodicalId":394523,"journal":{"name":"CompSciRN: Computing Tools (Topic)","volume":"20 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-08-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124290929","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 5

On Conjectures About The Simultaneous Pell Equations x2−(a2−1)y2=1 and y2−pz2=1. 关于联立Pell方程x2−(a2−1)y2=1和y2−pz2=1的猜想。

CompSciRN: Computing Tools (Topic) Pub Date : 1900-01-01 DOI: 10.2139/ssrn.3610352

Michael C. I. Nwogugu

引用次数: 0