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buttongross.gif (852 Byte)Working Paper Series

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The Working Paper Series is the internal publication platform of the research project 'Adaptive Informations Systems and Management in Economics and Management Science'. If you are interested in any of the articles stated below, please download document if available.

List of  all working papers
(click for more information)

1-5 Working Paper Series 1997
6-25 Working Paper Series 1998
26-60 Working Paper Series 1999
61-78 Working Paper Series 2000
79-84 Working Paper Series 2001
83-93... Working Paper Series 2002
94- Working Paper Series 2003
1 A New Rank Based Version of the Ant System A Computational Study
2 Comparing performance of feedforward neural nets and K-means for cluster-based market segmentation
3 Strategic Diversification and Capacity Utilization
4 A comparative study on feedforward and recurrent neural networks in time series prediction using gradient descent learning
5 On a Lemma of Schachermayer
6 Verteiltes Scheduling mittels künstlicher neuronaler Agenten
7 A Comparison of Several Cluster Algorithms on Artificial Binary Data Scenarios from Travel Market Segmentation
8 The Effect of Green Investment of Corporate Behavior
9 IPOs and Product Quality
10 Capital Structure, Information Acquisition and Investment Decisions in Industry Equilibrium
11 Identifying Stochastic Processes with Mixture Density Networks
12 Panel-Data Based Competitive Market Structure and Segmentation Analysis Using Self-Organizing Feature Maps
13 On the Generation of Correlated Artificial Binary Data
14 Constructing finite-context sources from fractal representations of symbolic sequences
15 Spatial Representation of Symbolic Sequences through Iterative Function Systems
16 Using Independent Component Analysis for Feature Extraction and Multivariate Data Projection
17 Neural Networks, Stochastic Dynamic Programming and a Heuristic for Valuing Flexible Manufacturing Systems
18 A Symbolic Dynamics Approach to Volatility Prediction
19 A Comparison of Several Cluster Algorithms on Artificial Binary Data Scenarios from Travel Market Segmentation: Part 2
20 Artificial Binary Data Scenarios
21 Monitoring Structural Changes with the Generalized Fluctuation Test
22 Local PCA Algorithms
23 A Voting Scheme for Cluster Algorithms
24 Stationary and Integrated Autoregressive Neural Network Processes
25 Market Segmentation and Competitive Analysis: A Comparison of Simultaneous Approaches
26 Is there a Predictable Criterion for Mutual Singularity of two Probability Measures on a Filtered Space?
27 Some Remarks on a Paper of David Kreps
28 A Bipolar Theorem for Subsets of $L^0_+(\Om, \Cal F, \P)$
29 An Examination Of Indexes For Determining The Number Of Clusters In Binary Data Sets
30 Consistent Expectations Equilibria and Learning in a Stock Market
31 A Voting-Merging Clustering Algorithm
32 ANNAM An Artificial Neural Net Attraction Model to Analyze Market Shares
33 a-Consistent Expectations Equilibria
34 Die Bedeutung von Volatilitätsprognosen, Verteilungsschätzungen und Portfoliobewertung im Rahmen von Value at Risk-Modellen
35 Evaluation and Analysis of Total Flexibility in the Production Using Monte Carlo Simulation
36 Stability of Real-Time Lot-Scheduling and Machine Replacement Policies with Quality Levels
37 On the Ergodicity and Stationarity of the ARMA(1,1) Recurrent Neural Network Process
38 How Option Thinking can Improve Software Platform Decisions
39 Adaptive Erwartungsbildung und Finanzmarktdynamik
40 The Tradeoff between Coordination and Interfering Learning Signals
41 Individual Level or Segmentation Based Market Simulation?
42 New Product Development in the Artificial Factory
43 Adaptive Agents in the House of Quality
44 Volatility Forecasts and the Enhancement of Risk/Return Profiles through Automated Trading Strategies
45 The Three Stages in Bond Market Development Embryonic, Emerging and Established Markets: A Comparison for Objective Dispersion Processes and the Implications for Option Pricing
46 The Austrian Stock Market Comparison of Objective Dispersion Processes and the Implications for Options Pricing
47 Established vs. Emerging Stock Index Future Markets: A Comparison of Dispersion Processes and the Implications for Option Pricing
48 Non-Linear Exotic Contigent Claims: The Power Option
49 Implied Volatility Surfaces: Uncovering Regularities for Options on Financial Futures
50 Improving Predictive Validity of Choice-Based Conjoint Models
51 Bagged Clustering
52 Cointegration and Exchange Market Efficiency: An Analysis of High Frequency Data
53 On Specifying  Correlation Matrices for Binary Data
54 Asset Pricing Under Asymmetric Information
55 Using Genetics Based Machine Learning to find Strategies for Product Placement in a dynamic Market
56 Controllability of Dicrete-Time Two Dimensional Single Input Recurrent Neural Networks
57 Sample Autocorrelation Learning in a Capital Market Model
58 The Limitations of No-Arbitrage Arguments for Real Options
59 Modeling Market Scemarios for Simulation Studies on the Joint Segmentation and Positioning Problem
60 The SIMSEG Project: A Simulation Environment for Market Segmentation and Positioning Strategies
61 Okun's Law: Does the Austrian Unemployment -- GDP relationship exhibit Structural Breaks?
62 A Note on Topological Concepts for Complexity Reduction of Binary Survey Data
63 A Nonlinear Structural Model for Volatility Clustering
64 Large Utility Maximization in Incomplete Markets with Random Endowment
65 Optimal Investment in Incomplete Markets when Wealth may Become Negative
66 reserviert Ini 2, Tompkins
67 Stochastic Equilibrium: Learning by Exponential Smoothing
68 To innovate or Not To Innovate
69 Selection of the Number of States by Birth-Death Processes
70 Incentives to Cooperate in New Product Development
71 Getting More Out of Binary Data: Segmenting Markets by Bagged Clustering
72 Wissen gewinnen und gewinnen durch Wissen
73 Bifurcation Routes to Volatility Clustering
74 Adaptive Beliefs an the Volatility of Asset Prices
75 Portfolio selection via replicator dynamics and projections of indefinite estimated covariances
76 Ant Colony Optimization applied to the Pickup and Delivery Problem
77 Cooperative Ant Colonies for Optimizing Resource Allocation in Transportation
78 p Values and Alternative Boundaries for CUSUM Tests
79 SIMSEG/ACM: A Simulation Environment for Artificial Consumer Markets
80 Running Agent – Based Simulation
81 Affine Processes and Applications in Finance
82 A Critical View on Recommendation Systems
83 The Dynamics of Interacting Markets: First Results
84 Necessary and sufficient conditions in the problem of optimal investment in incomplete markets
85 Asymptotic Ruin Probabilities and Optimal Investment
86 How Potential Investments may Change the Optimal Portfolio for the Exponential Utility
87 The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time
88 Experimentation and Learning in Repeated Cooperation
89 A Fully Bayesian Analysis of Multivariate Latent Class Models with an Application to Metric Conjoint Analysis
90 The Emergence of and the Defence of Disruption
91 Sticky Prices: IPO Pricing on NASDAQ and the Neuer Markt
92 An Artificial Economy for Simulating Corporate Strategy
93 Asset Price Dynamics in a Model of Investors Operating on Different Time Horizons
94 Strategic Manipulation of Preference, Information in Multi-Criteria Group, Decision Methods
95 Simulation and Validation of an Integrated Markets Model 
96

The influence of interactions between market segmentation strategy and competition on organizational
performance –a simulation study

97 Is Thinking Worthwhile?
A Comparison of Corporate Segment Choice Strategies
98 Product Diversification in an Artificial Strategy Environment
99 Heterogeneous Trade Intervals in an Agent Based Financial Market
100 SIMENV: A Dynamic Simulation Environment for Heterogeneous Agents
101 A Simulation Study of Managerial Compensation
   

Latest Update: 05 Nov 2003 by CS

 

Adaptive Information Systems and Modelling in Economics and Management Science
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