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1.
Yasuhito Tanaka 《Operations Research Letters》2019,47(5):406-409
We study a dynamic free-entry oligopoly with sluggish entry and exit of firms under general demand and cost functions. We show that the number of firms in a steady-state open-loop solution for a dynamic free-entry oligopoly is smaller than that at static equilibrium and that the number of firms in a steady-state memoryless closed-loop solution is larger than that in an open-loop solution. 相似文献
2.
While the number of models dedicated to predicting the consequences of alternative resource management strategies has increased, instances in which authors look back at past predictions to learn from discrepancies between these and observed developments are scarce. In the past decades, the French Guiana shrimp fishery has experienced shrimp market globalization and decreasing levels of shrimp recruitment due to environmental changes. In 2006, a bio‐economic model of this fishery was developed to simulate its possible responses to economic and environmental scenarios up to 2016. Here, we compare here these predictions to the observed trajectories. While the number of active vessels corresponds to that which was predicted, the estimated shrimp stock does not. Important driving factors had not been anticipated, including a general strike, natural disasters, and the end of the global financial crisis. These results show the importance of participative approaches involving stakeholders in the co‐construction and shared representation of scenarios. Recommendations for resource managers
- Effective fisheries resources management and a fortiori, the capacity of the fisheries to adapt to global change, requires understanding of both ecological and economics dynamics.
- The temporal trajectory of the trawling shrimp fisheries has been well monitored, and the decline of both stock and fleet is understood regarding ecological and economic changes: Changes in the environmental conditions of shrimp recruitment, and oil price increase and selling price decrease.
- However, our bio‐economic modeling work showed that, even with a good understanding of the dynamics explaining past trajectories, unpredictable events (strike, natural disasters…) have acted as other key driving factors altering the capacity of the model to represent possible futures.
- These results led us to recommend a better integration of the expertise of social and political scientists in developing models of bio‐economic systems to increase the quality of scenario predictions, and to argue for more participative approaches involving the stakeholders.
3.
We describe a method for construction of jump analogues of certain one-dimensional diffusion processes satisfying solvable stochastic differential equations. The method is based on the reduction of the original stochastic differential equations to the ones with linear diffusion coefficients, which are reducible to the associated ordinary differential equations, by using the appropriate integrating factor processes. The analogues are constructed by means of adding the jump components linearly into the reduced stochastic differential equations. We illustrate the method by constructing jump analogues of several diffusion processes and expand the notion of market price of risk to the resulting non-affine jump-diffusion models. 相似文献
4.
本文提出了结合平均小波系数法和自回归原始自助法的稳健长记忆检验,蒙特卡罗模拟显示该方法对于短期记忆过程具有稳定性。基于该方法对2005年4月8日至2015年6月30日的中国、美国、香港和德国股市进行了实证分析。全局检验结果表明仅中国的股票市场存在显著的长记忆,并且风险因素无法对长记忆解释,而美国、德国和香港的股市不存在长记忆。基于递增窗口的动态Hurst指数分析显示,金融危机时期4个股市都存在显著的长记忆。2010年后,除中国股市外,其余三个股市几乎不存在长记忆现象。 相似文献
5.
In this article, we take an algorithmic approach to solve the problem of optimal execution under time-varying constraints on the depth of a limit order book (LOB). Our algorithms are within the resilience model proposed by Obizhaeva and Wang (2013) with a more realistic assumption on the order book depth; the amount of liquidity provided by an LOB market is finite at all times. For the simplest case where the order book depth stays at a fixed level for the entire trading horizon, we reduce the optimal execution problem into a one-dimensional root-finding problem which can be readily solved by standard numerical algorithms. When the depth of the order book is monotone in time, we apply the Karush-Kuhn-Tucker conditions to narrow down the set of candidate strategies. Then, we use a dichotomy-based search algorithm to pin down the optimal one. For the general case, we start from the optimal strategy subject to no liquidity constraints and iterate over execution strategy by sequentially adding more constraints to the problem in a specific fashion until primal feasibility is achieved. Numerical experiments indicate that our algorithms give comparable results to those of current existing convex optimization toolbox CVXOPT with significantly lower time complexity. 相似文献
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7.
In this paper we try to solve a paradox related to the results of Theocharis (1960). When the number of competitors increases the Cournot–Nash equilibrium loses stability. We relax the assumption about homogeneity in the decision mechanism and show that if we admit heterogeneity than by increasing the number of competitors the stability region on the parameters’ space may enlarge instead of shrinking. 相似文献
8.
We propose a degree of market efficiency in terms of entropy concepts. The relative efficiency for the US stock market varies over time from 1929 to 2012, with a slight decline in the past 10 years. 相似文献
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10.
The efficient market hypothesis (EMH) states that asset prices fully reflect all available information. As a result, speculators cannot predict the future behavior of asset prices and earn excess profits at least after adjusting for risk. Although initial tests of the EMH were performed on stock market data, the EMH was soon applied to other markets including foreign exchange (FX). This study uses the detrended fluctuation analysis (DFA) technique to test 01:12:2005–18:04:2010 Iranian Rial/US Dollar exchange rate time series data to see if it can be explained by the weak form of the EMH. Moreover, to determine changes in the degree of inefficiency over time, the whole period has been divided into four subperiods. The study shows that the Iranian Forex market (the Rial/Dollar case) is weak-form inefficient over the whole period and in each of the subperiods. However, the degree of inefficiency is not constant over time. The findings suggest that profitable risk-adjusted trades could be made using past data. 相似文献