supported by the National Natural Science Foundation of China(No.U20A2068).
In this paper,we consider the following dynamic pricing problem.Suppose the market price vt of an item arriving at time t is determined by v_(t)=θ^(T)x_(t),where x_(t)is the feature vector of that item andθis an unk...
This study provides a detailed analysis of the application of blockchain and Internet of Things(IoT)technologies in various aspects of commodity management,addressing issues such as information asymmetry,data security...
In this paper,we incorporate Markov regime-switching into a two-factor stochastic volatility jump-diffusion model to enhance the pricing of power options.Furthermore,we assume that the interest rates and the jump inte...
Supported by the National Social Science Fund of China(23BJY205);the MOE(Ministry of Education in China)Project of Humanities and Social Sciences(21YJCZH197,22YJAZH080);Shanxi Provincial Research Foundation for Basic Research(202303021221184)。
Data pricing is a key link to promote the efficient circulation of data in the market.However,the existing methods are still insufficient in terms of pertinence,dynamism and comprehensiveness.Therefore,we proposed a d...
supported by the Central Government Guides Local Science and Technology Development Fund Project(2023ZY0020);Key R&D and Achievement Transformation Project in InnerMongolia Autonomous Region(2022YFHH0019);the Fundamental Research Funds for Inner Mongolia University of Science&Technology(2022053);Natural Science Foundation of Inner Mongolia(2022LHQN05002);National Natural Science Foundation of China(52067018);Metallurgical Engineering First-Class Discipline Construction Project in Inner Mongolia University of Science and Technology,Control Science and Engineering Quality Improvement and Cultivation Discipline Project in Inner Mongolia University of Science and Technology。
In this paper,a bilevel optimization model of an integrated energy operator(IEO)–load aggregator(LA)is constructed to address the coordinate optimization challenge of multiple stakeholder island integrated energy sys...
the funding provided by the Galician Regional Government[ED431C 2020/18];co-funded by the European Regional Development Fund(ERDF/FEDER)within the period 2020-2023.
This study developed several machine learning models to predict defaults in the invoice-trading peer-to-business(P2B)market.Using techniques such as logistic regression,conditional inference trees,random forests,suppo...
This work was supported by Shanxi Energy Internet Research Institute(No.SXEI2023A 003).
Considering the enormous potential application of autonomous mobility-on-demand(AMoD)systems in future ur-ban transportation,the charging behavior of AMoD fleets,as a key link connecting the power system and the trans...
The purpose of this study is to determine the essential indicators to improve insurtech systems and select the most critical alternative to increase insurtech-based investments in European countries.A novel fuzzy deci...
supported by the Humanities and Social Science Foundation of the Education of Ministry of China(No.23YJA630105);the National Natural Science Foundation of China(No.11971349).
Based on the retail inventory operation of Heilan Home,this study incorporates the price factor into inventory environment involving trapezoidal time-varying products.A joint pricing and ordering issue with deteriorat...
We derive methods for risk-neutral pricing of multi-asset options,when log-returns jointly follow a multivariate tempered stable distribution.These lead to processes that are more realistic than the better known Brown...