GLORIA

GEOMAR Library Ocean Research Information Access

X

Your email was sent successfully. Check your inbox.

An error occurred while sending the email. Please try again.

Proceed reservation?

Export
Filter
Material
Publisher
Person/Organisation
Language
Years
FID
Subjects(RVK)
  • 1
    Online Resource
    Online Resource
    Modeling Multimodal Consumer Heterogeneity in Conjoint Analysis A Sparse Learning Approach
    Elsevier BV ; 2013
    In:  SSRN Electronic Journal
    Details
    In: SSRN Electronic Journal, Elsevier BV
    Type of Medium: Online Resource
    ISSN: 1556-5068
    URL: Article
    DOI: 10.2139/ssrn.2357169
    Language: English
    Publisher: Elsevier BV
    Publication Date: 2013
    Location Call Number Limitation Availability
    BibTip Others were also interested in ...
    Online Resource
  • 2
    Online Resource
    Online Resource
    Modeling Multimodal Continuous Heterogeneity in Conjoint Analysis—A Sparse Learning Approach
    Institute for Operations Research and the Management Sciences (INFORMS) ; 2017
    In:  Marketing Science Vol. 36, No. 1 ( 2017-01), p. 140-156
    Details
    In: Marketing Science, Institute for Operations Research and the Management Sciences (INFORMS), Vol. 36, No. 1 ( 2017-01), p. 140-156
    Abstract: Consumers’ preferences can often be represented using a multimodal continuous heterogeneity distribution. One explanation for such a preference distribution is that consumers belong to a few distinct segments, with preferences of consumers in each segment being heterogeneous and unimodal. We propose an innovative approach for modeling such multimodal distributions that builds on recent advances in sparse learning and optimization. We apply the model to conjoint analysis where consumer heterogeneity plays a critical role in determining optimal marketing decisions. Our approach uses a two-stage divide-and-conquer framework, where we first divide the consumer population into segments by recovering a set of candidate segmentations using sparsity modeling, and then use each candidate segmentation to develop a set of individual-level heterogeneity representations. We select the optimal individual-level heterogeneity representation using cross-validation. Using extensive simulation experiments and three field data sets, we show the superior performance of our sparse learning model compared to benchmark models including the finite mixture model and the Bayesian normal component mixture model. Data, as supplemental material, are available at http://dx.doi.org/10.1287/mksc.2016.0992 .
    Type of Medium: Online Resource
    ISSN: 0732-2399 , 1526-548X
    URL: Article
    DOI: 10.1287/mksc.2016.0992
    Language: English
    Publisher: Institute for Operations Research and the Management Sciences (INFORMS)
    Publication Date: 2017
    detail.hit.zdb_id: 2023536-7
    detail.hit.zdb_id: 883054-X
    SSG: 3,2
    Location Call Number Limitation Availability
    BibTip Others were also interested in ...
    Online Resource
  • 3
    Online Resource
    Online Resource
    Extracting Features of Entertainment Products: A Guided Latent Dirichlet Allocation Approach Informed by the Psychology of Media Consumption
    SAGE Publications ; 2019
    In:  Journal of Marketing Research Vol. 56, No. 1 ( 2019-02), p. 18-36
    Details
    In: Journal of Marketing Research, SAGE Publications, Vol. 56, No. 1 ( 2019-02), p. 18-36
    Abstract: The authors propose a quantitative approach for describing entertainment products, in a way that allows for improving the predictive performance of consumer choice models for these products. Their approach is based on the media psychology literature, which suggests that people’s consumption of entertainment products is influenced by the psychological themes featured in these products. They classify psychological themes on the basis of the “character strengths” taxonomy from the positive psychology literature (Peterson and Seligman 2004). They develop a natural language processing tool, guided latent Dirichlet allocation (LDA), that automatically extracts a set of features of entertainment products from their descriptions. Guided LDA is flexible enough to allow features to be informed by psychological themes while allowing other relevant dimensions to emerge. The authors apply this tool to movies and show that guided LDA features help better predict movie-watching behavior at the individual level. They find this result with both award-winning movies and blockbuster movies. They illustrate the potential of the proposed approach in pure content-based predictive models of consumer behavior, as well as in hybrid predictive models that combine content-based models with collaborative filtering. They also show that guided LDA can improve the performance of models that predict aggregate outcomes.
    Type of Medium: Online Resource
    ISSN: 0022-2437 , 1547-7193
    URL: Article
    DOI: 10.1177/0022243718820559
    RVK:
    QA 10000
    Language: English
    Publisher: SAGE Publications
    Publication Date: 2019
    detail.hit.zdb_id: 2066604-4
    detail.hit.zdb_id: 218319-5
    SSG: 3,2
    Location Call Number Limitation Availability
    BibTip Others were also interested in ...
    Online Resource
  • 4
    Online Resource
    Online Resource
    Tax-Aware Dynamic Asset Allocation
    Institute for Operations Research and the Management Sciences (INFORMS) ; 2016
    In:  Operations Research Vol. 64, No. 4 ( 2016-08), p. 849-866
    Details
    In: Operations Research, Institute for Operations Research and the Management Sciences (INFORMS), Vol. 64, No. 4 ( 2016-08), p. 849-866
    Abstract: We consider dynamic asset allocation problems where the agent is required to pay capital gains taxes on her investment gains. These are very challenging problems because the tax owed whenever a security is sold depends on the cost basis, and this results in high-dimensional problems, which cannot be solved exactly except in the case of very stylized problems with just one or two securities and relatively few time periods. In this paper, we focus on exact and average cost-basis problems, make the limited use of losses (LUL) assumption and develop simple heuristic trading policies for these problems when there are differential tax rates for long- and short-term gains and losses. We use information relaxation-based duality techniques to assess the performance of these trading policies by constructing unbiased lower and upper bounds on the (unknown) optimal value function. In numerical experiments with as many as 80 time periods and 25 securities we find our best suboptimal policy is within 3–10 basis points of optimality on a certainty equivalent (CE) annualized return basis. The principal contribution of this paper is in demonstrating that while the primal problem remains very challenging to solve exactly, we can easily solve very large dual problem instances. Moreover, dual tractability extends to standard problem variations, including problems with random time horizons, no wash sales constraints, intertemporal consumption and recursive utility, as well as the step-up feature of the U.S. tax code, among others.
    Type of Medium: Online Resource
    ISSN: 0030-364X , 1526-5463
    URL: Article
    DOI: 10.1287/opre.2016.1517
    RVK:
    SA 7410
    Language: English
    Publisher: Institute for Operations Research and the Management Sciences (INFORMS)
    Publication Date: 2016
    detail.hit.zdb_id: 2019440-7
    detail.hit.zdb_id: 123389-0
    SSG: 3,2
    Location Call Number Limitation Availability
    BibTip Others were also interested in ...
    Online Resource
  • 5
    Online Resource
    Online Resource
    Distributionally Robust Mechanism Design
    Institute for Operations Research and the Management Sciences (INFORMS) ; 2020
    In:  Management Science Vol. 66, No. 1 ( 2020-01), p. 159-189
    Details
    In: Management Science, Institute for Operations Research and the Management Sciences (INFORMS), Vol. 66, No. 1 ( 2020-01), p. 159-189
    Abstract: We study a mechanism design problem in which an indivisible good is auctioned to multiple bidders for each of whom it has a private value that is unknown to the seller and the other bidders. The agents perceive the ensemble of all bidder values as a random vector governed by an ambiguous probability distribution, which belongs to a commonly known ambiguity set. The seller aims to design a revenue-maximizing mechanism that is not only immunized against the ambiguity of the bidder values, but also against the uncertainty about the bidders’ attitude toward ambiguity. We argue that the seller achieves this goal by maximizing the worst-case expected revenue across all value distributions in the ambiguity set and by positing that the bidders have Knightian preferences. For ambiguity sets containing all distributions supported on a hypercube, we show that the Vickrey auction is the unique mechanism that is optimal, efficient, and Pareto robustly optimal. If the bidders’ values are additionally known to be independent, then the revenue of the (unknown) optimal mechanism does not exceed that of a second-price auction with only one additional bidder. For ambiguity sets under which the bidders’ values are dependent and characterized through moment bounds, on the other hand, we provide a new class of randomized mechanisms, the highest-bidder lotteries, whose revenues cannot be matched by any second-price auction with a constant number of additional bidders. Moreover, we show that the optimal highest-bidder lottery is a 2-approximation of the (unknown) optimal mechanism, whereas the best second-price auction fails to provide any constant-factor approximation guarantee. This paper was accepted by Yinyu Ye, optimization.
    Type of Medium: Online Resource
    ISSN: 0025-1909 , 1526-5501
    URL: Article
    DOI: 10.1287/mnsc.2018.3219
    RVK:
    QP 300
    Language: English
    Publisher: Institute for Operations Research and the Management Sciences (INFORMS)
    Publication Date: 2020
    detail.hit.zdb_id: 206345-1
    detail.hit.zdb_id: 2023019-9
    SSG: 3,2
    Location Call Number Limitation Availability
    BibTip Others were also interested in ...
    Online Resource
  • 6
    Online Resource
    Online Resource
    Universal lower bound on the free-energy cost of molecular measurements
    American Physical Society (APS) ; 2017
    In:  Physical Review E Vol. 95, No. 6 ( 2017-6-15)
    Details
    In: Physical Review E, American Physical Society (APS), Vol. 95, No. 6 ( 2017-6-15)
    Type of Medium: Online Resource
    ISSN: 2470-0045 , 2470-0053
    URL: Article
    DOI: 10.1103/PhysRevE.95.062410
    RVK:
    UA 6500.3.E
    Language: English
    Publisher: American Physical Society (APS)
    Publication Date: 2017
    detail.hit.zdb_id: 2844562-4
    SSG: 12
    Location Call Number Limitation Availability
    BibTip Others were also interested in ...
    Online Resource
  • 7
    Online Resource
    Online Resource
    Portfolio Selection with Multiple Spectral Risk Constraints
    Elsevier BV ; 2015
    In:  SSRN Electronic Journal
    Details
    In: SSRN Electronic Journal, Elsevier BV
    Type of Medium: Online Resource
    ISSN: 1556-5068
    URL: Article
    DOI: 10.2139/ssrn.2175038
    Language: English
    Publisher: Elsevier BV
    Publication Date: 2015
    Location Call Number Limitation Availability
    BibTip Others were also interested in ...
    Online Resource
  • 8
    Online Resource
    Online Resource
    Multiregional Oligopoly with Capacity Constraints
    Elsevier BV ; 2019
    In:  SSRN Electronic Journal
    Details
    In: SSRN Electronic Journal, Elsevier BV
    Type of Medium: Online Resource
    ISSN: 1556-5068
    URL: Article
    DOI: 10.2139/ssrn.3280688
    Language: English
    Publisher: Elsevier BV
    Publication Date: 2019
    Location Call Number Limitation Availability
    BibTip Others were also interested in ...
    Online Resource
  • 9
    Online Resource
    Online Resource
    A robust optimization approach to pension fund management
    Springer Science and Business Media LLC ; 2010
    In:  Journal of Asset Management Vol. 11, No. 2-3 ( 2010-6), p. 163-177
    Details
    In: Journal of Asset Management, Springer Science and Business Media LLC, Vol. 11, No. 2-3 ( 2010-6), p. 163-177
    Type of Medium: Online Resource
    ISSN: 1470-8272 , 1479-179X
    URL: Article
    DOI: 10.1057/jam.2010.9
    Language: English
    Publisher: Springer Science and Business Media LLC
    Publication Date: 2010
    detail.hit.zdb_id: 2039445-7
    SSG: 3,2
    Location Call Number Limitation Availability
    BibTip Others were also interested in ...
    Online Resource
  • 10
    Online Resource
    Online Resource
    Managing Flexible Products on a Network
    Elsevier BV ; 2004
    In:  SSRN Electronic Journal
    Details
    In: SSRN Electronic Journal, Elsevier BV
    Type of Medium: Online Resource
    ISSN: 1556-5068
    URL: Article
    DOI: 10.2139/ssrn.3567371
    Language: English
    Publisher: Elsevier BV
    Publication Date: 2004
    Location Call Number Limitation Availability
    BibTip Others were also interested in ...
    Online Resource
Close ⊗
This website uses cookies and the analysis tool Matomo. More information can be found here...