𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A Dynamic Dictionary for Priced Information with Application

✍ Scribed by Anil Maheshwari; Michiel Smid


Book ID
106148647
Publisher
Springer
Year
2005
Tongue
English
Weight
295 KB
Volume
44
Category
Article
ISSN
0178-4617

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Dictionary-based methods for information
✍ A. Baronchelli; E. Caglioti; V. Loreto; E. Pizzi πŸ“‚ Article πŸ“… 2004 πŸ› Elsevier Science 🌐 English βš– 268 KB

In this paper, we present a general method for information extraction that exploits the features of data compression techniques. We ΓΏrst deΓΏne and focus our attention on the so-called dictionary of a sequence. Dictionaries are intrinsically interesting and a study of their features can be of great u

Dynamic portfolio choice and asset prici
✍ Chunsheng Zhou πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 207 KB

This paper presents a multi-asset intertemporal general equilibrium model of portfolio selection and asset pricing with differential information. A method of Sargent (1991) is used to resolve the 'infinite regress' problem in information extraction and to derive a rational expectations equilibrium.