Search for tag: "marginal"

ORIE Colloquium on 11/18/2014 - Patrick Cheridito: Equilibrium Pricing under Translation Invariant Preferences

Abstract: A general discrete-time framework for deriving equilibrium prices of financial assets is proposed. It allows for heterogenous agents, unspanned random endowments and convex trading…

From  E. Cornelius 57 plays

ORIE Colloquium, 2013-02-14 - Yehua Wei: Understanding the Effectiveness of Sparse Process Flexibility

ORIE Colloquium: Yehua Wei (MIT) - Understanding the Effectivness of Sparse Process Flexibility Thursday, February 14, 2013 at 3:00pm Frank H. T. Rhodes Hall, 253 The seminal paper of Jordan and…

From  E. Cornelius 29 plays

ORIE Colloquium on 9/10/2013 - Eilyan Bitar: Selling Random Energy

Tuesday, September 10, 2013 at 4:15pm Frank H. T. Rhodes Hall, 253 ORIE Colloquium: Eilyan Bitar (Cornell University) - Selling Random Energy Pressing environmental problems, energy supply…

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ORIE Colloquium on 2/16/2012 - Anthony Papavasiliou: Large-Scale Integration of Deferrable Demand and Renewable Energy Sources in Power Systems

Thursday, February 16 at 4:15pm Frank H.T. Rhodes Hall, 253 The large-scale integration of renewable energy sources is hindered by the fact that these resources are neither controllable nor…

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ORIE Colloquium on 1/31/2012 - Sachin Adlakha: Inventory Management in the Presence of Renewable Energy

ORIE Colloquium: Inventory Management in the Presence of Renewable Energy Tuesday, January 31 at 4:15pm Frank H.T. Rhodes Hall, 253 Speaker: Sachin Adlakha Center for the Mathematics of…

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ORIE Colloquium on 1/24/2012 - Wei Sun: Congestion Pricing for Service Industries

ORIE Colloquium: Congestion Pricing for Service Industries Tuesday, Jan 24, 2012 at 4:15 PM 253 Rhodes Hall This joint work with Georgia Perakis has received 2nd Prize in INFORMS 2011 Service…

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CAM Colloquium on 4/27/2012 - Svetlozar (Zari) Rachev: Market Crashes and Modeling Volatile Markets

Friday, April 27, 2012 253 Rhodes Hall Stock market crashes like those in October 1987 and October 1997, the turbulent period around the Asian Crisis in 1998 through 1999 or the burst of the…

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CAM Colloquium - November 09, 2012: Ricardo A. Daziano

Ricardo Daziano (Cornell) - Statistical Inference on Consumers’ Preferences and Willingness-to-Pay Friday, November 9, 2012 at 3:30pm Frank H. T. Rhodes Hall, 253 Understanding individual…

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