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Consumer expenditures in the United Kingdom account for over 50% of Gross Domestic Product on the expenditure side, yet their impact on economic activity is often overshadowed by attention to technolo...
Green space along road of QuickBird image was studied in this paper based on multi-feature-marks in frequency domain. The magnitude spectrum of green along road was analysed, and the recognition marks...
It is difficult to extract grassland accurately by traditional classification methods, such as supervised method based on pixels or objects. This paper proposed a new method combing the multi-level se...
We consider dynamic trading of a portfolio of assets in discrete periods over a finite time horizon, with arbitrary time-varying distribution of asset returns. The goal is to maximize the total expect...
The monitoring and modelling of the evolution of urban areas is increasingly attracting the attention of land managers and administration. New data, tools and methods are being developed and made av...
This paper proposes an approach for generation portfolio allocation based on mean–variance–skewness (MVS) model which is an extension of the classical mean–variance (MV) portfolio theory, to deal with...
Extending research on organizational learning to multi-product environments is of particular importance given that the vast majority of products are manufactured in such environments. We investigate l...
The CAPM implies that investors require equity riskpremia when choosing risky investments and therefore demand higher returns to equity invested if higher risk is present. This should ap...
We introduce and treat rigorously a new multi-agent model of the limit order book. Our model is designed to explain a behavior of the market when new information a ecting the market arrives. Our model...
In this paper we derive the exact solution of the multi-period portfolio choice problem for an exponential utility function under return predictability. It is assumed that the asset returns depend on ...
In the present paper, we derive a closed-form solution of the multi-period portfolio choice problem for a quadratic utility function with and without a riskless asset. All results are derived under we...
A quantitative analysis of the basic components of the daily DJIA. The parameters of the underlying Lorentzian states are obtained by fitting the data. Statistical properties of the states are discuss...
This paper deals with dependence across marginally exponentially distributed arrival times, such as default times in financial modeling or inter-failure times in reliability theory. We explore the rel...
This paper develops some policy options for Thailand’s industrial sector. The energy simulation model, the Long-range Energy Alternatives Planning (LEAP) system, has been used to simulate how energy m...

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