Listar Documentos de Trabajo e Informes Técnicos por título
Mostrando ítems 15-34 de 452
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A Non-Parametric Dimension Test of the Term Structure
(University of the Basque Country, Department of Foundations of Economic Analysis II, 2002)In an economy with multiple sources of risk, the short-term interest rate does not capture all the information that determines the conditional distribution of bond yields. This is also true for path-dependent term structure ... -
A noncooperative view on two consistent aiport cost sharing rules
(2006-07)This paper provides a noncooperative understanding of the nucleolus and the egalitarian allocation for airport cost problems. We find that every Nash equilibrium of the noncooperative game has the nucleolus as outcome while ... -
A note on bargaining power and managerial delegation in multimarket oligopolies
(University of the Basque Country, Department of Foundations of Economic Analysis II, 2012-11)In a two-stage delegation game model with Nash bargaining between a manager and an owner, an equivalence result is found between this game and Fershtman and Judd's strategic delegation game (Fershtman and Judd, 1987). ... -
A note on collusion sustainability with optimal punishments and detection lags
(University of the Basque Country, Department of Foundations of Economic Analysis II, 2008-09)In this note we characterize optimal punishments with detection lags when the market consists of n oligopolistic firms. We extend a previous note by Colombo and Labrecciosa (2006) [Colombo, L., and Labrecciosa, P., 2006. ... -
A Note on Efficiency in a Unifying Model of Strategic Network Formation
(Departamento de Fundamentos del Análisis Económico I, UPV/EHU, 2018-05-15)The main point of this note is to provide a simpler and shorter proof of the result on efficiency in Olaizola and Valenciano (2017a) based on a result on efficiency of weighted networks in Olaizola and Valenciano (2017b). ... -
A note on Lopez-Hernandez procedure: New non-hierarchical algorithms in classification of data
(2000-03)[EN] In this short note, we make a critique about the procedure developed in the Inductive Algorithm in the Objects of Lopez-Hernandez (1997). It is well known that the determination of maximal cliques in a graph is an ... -
A Note on Risk Acceptance, Bankruptcy Avoidance and Riskiness Measures
(2013-09-30)In this work we clarify the relationships between riskiness, risk acceptance and bankruptcy avoidance. We distinguish between the restriction on the current wealth required to make a gamble acceptable to the decision maker ... -
A note on the implementation of the BFC-MSMIP algorithm in C++ by using COIN-OR as an optimization engine
(2010)The aim of this technical report is to present some detailed explanations in order to help to understand and use the algorithm Branch and Fix Coordination for solving MultiStage Mixed Integer Problems (BFC- MSMIP). We have ... -
A Note on Wavelet Correlation and Cointegration
(2013-11)In a recent paper Leong-Huang:2010 {Journal of Applied Statistics 37, 215–233} proposed a wavelet-correlation-based approach to test for cointegration between two time series. However, correlation and cointegration are ... -
A parallelizable algorithmic framework for solving large scale multi-stage stochastic mixed 0-1 problems under uncertainty
(2011-02)In this paper we present a parallelizable scheme of the Branch-and-Fix Coordination algorithm for solving medium and large scale multi-stage mixed 0-1 optimization problems under uncertainty. The uncertainty is represented ... -
A potential approach to claims problems
(Departamento de Economía Aplicada IV, UPV/EHU, 2015)Hart and Mas Colell (1989) introduce the potential function for cooperative TU games. In this paper, we extend this approach to claims problems, also known as bankruptcy or rationing problems. We show that for appropriate ... -
A Preprocessing Procedure for Haplotype Inference by Pure Parsimony
(2010)Haplotype data is especially important in the study of complex diseases since it contains more information than genotype data. However, obtaining haplotype data is technically difficult and expensive. Computational methods ... -
A quantitative analysis of estimation of distribution algorithms based on Bayesian networks
(2009)The successful application of estimation of distribution algorithms (EDAs) to solve different kinds of problems has reinforced their candidature as promising black-box optimization tools. However, their internal behavior is ... -
A review on Estimation of Distribution Algorithms in Permutation-based Combinatorial Optimization Problems
(2011)Estimation of Distribution Algorithms (EDAs) are a set of algorithms that belong to the field of Evolutionary Computation. Characterized by the use of probabilistic models to represent the solutions and the dependencies ... -
A Semiparametric Estimation of Liquidity Effects on Option Pricing
(1999-09)This paper proposes a semiparametric option pricing model with liquidity, as proxied by the relative bid-ask spread. The nonparametric volatility function with liquidity as an explanatory variable is estimated using the ... -
A sensitivity study of bias and variance of k-fold cross-validation in prediction error estimation
(2009)In the machine learning field the performance of a classifier is usually measured in terms of prediction error. In most real-world problems, the error cannot be exactly calculated and it must be estimated. Therefore, it’s ... -
A Simple Model of Anticompetitive Vertical Integration
(2003-01)The result of neutrality of vertical integration for competition postulated by the Chicago School can be supported by a benchmark model with (1) an upstream monopolist, (2) homogeneous goods downstream and (3) observable ... -
A summary of my twenty years of research according to Google Scholars
(2018-03-26)I am David Pardo, a researcher from Spain working mainly on numerical analysis applied to geophysics. I am 40 years old, and over a decade ago, I realized that my performance as a researcher was mainly evaluated based ... -
A Supply Function Competition Model for the Spanish Wholesale Electricity Market
(University of the Basque Country, Department of Foundations of Economic Analysis II, 2005-10)We model the Spanish wholesale market as a multiplant linear supply function competition model. According to the theory, the larger generators should have supply curves for each plant which are to the left of the supply ... -
A time varying coefficient model for panel data: Foreign Direct Investment in European OECD countries
(2007-04)The present article reexamines some of the issues regarding the Knowledge-Capital Model that encompasses both horizontal and vertical Foreign Direct Investment described in detail in the literature. The empirical support ...