Thematische Bibliographien / Player trading

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Auswahl der wissenschaftlichen Literatur zum Thema „Player trading“

Autor: Grafiati

Veröffentlicht am 25. Juni 2021

Zuletzt aktualisiert am 17. Februar 2022

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Zeitschriftenartikel zum Thema "Player trading"

Doederlein, Dieter D. „Talking trading card player system“. Journal of the Acoustical Society of America 111, Nr. 5 (2002): 1972. http://dx.doi.org/10.1121/1.1486384.

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Anderson, Axel, und Lones Smith. „Dynamic Deception“. American Economic Review 103, Nr. 7 (01.12.2013): 2811–47. http://dx.doi.org/10.1257/aer.103.7.2811.

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We characterize the unique equilibrium of a competitive continuous time game between a resource-constrained informed player and a sequence of rivals who partially observe his action intensity. Our game adds noisy monitoring and impatient players to Aumann and Maschler (1966), and also subsumes insider trading models. The intensity bound induces a novel strategic bias and serial mean reversion by uninformed players. We compute the duration of the informed player's informational edge. The uninformed player's value of information is concave if the intensity bound is large enough. Costly obfuscation by the informed player optimally rises in the public deception. (JEL D82, D83, G14)

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Chandrakumaran, Jemuel. „The AFL Pick Trading Market as a Coasian Utopia“. Journal of Sports Economics 22, Nr. 1 (07.08.2020): 75–84. http://dx.doi.org/10.1177/1527002520948108.

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Sporting leagues have various competitive balance measures including player drafts, where teams are awarded picks based on prior performance. Teams, however, have the option to either exercise this pick or trade it as they see fit. An analysis of this trading market in the NFL stated that players obtained through traded picks contributed more to their recruiters in comparison to their counterparts. This paper retested this within the AFL and disproved this fact, establishing the Coasian notion of the efficient allocation of resources, based on some differences between the list management systems between the two leagues.

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HAUSKEN, KJELL, und JOHN F. MOXNES. „THE DYNAMICS OF MULTILATERAL EXCHANGE“. International Journal of Modern Physics C 16, Nr. 04 (April 2005): 607–31. http://dx.doi.org/10.1142/s0129183105007376.

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The article formulates a dynamic mathematical model where arbitrarily many players produce, consume, exchange, loan, and deposit arbitrarily many goods over time to maximize utility. Consuming goods constitutes a benefit, and producing, exporting, and loaning away goods constitute a cost. Utilities are benefits minus costs, which depend on the exchange ratios and bargaining functions. Three-way exchange occurs when one player acquires, through exchange, one good from another player with the sole purpose of using this good to exchange against the desired good from a third player. Such a triple handshake is not merely a set of double handshakes since the player assigns no interest to the first good in his benefit function. Cognitive and organization costs increase dramatically for higher order exchanges. An exchange theory accounting for media of exchange follows from simple generalization of two-way exchange. The examples of r-way exchange are the triangle trade between Africa, the USA, and England in the 17th and 18th centuries, the hypothetical hypercycle involving RNAs as players and enzymes as goods, and reaction–diffusion processes. The emergence of exchange, and the role of trading agents are discussed. We simulate an example where two-way exchange gives zero production and zero utility, while three-way exchange causes considerable production and positive utility. Maximum utility for each player is reached when exchanges of the same order as the number of players in society are allowed. The article merges micro theory and macro theory within the social, natural, and physical sciences.

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Zhao, Lingrui, und Jixiang Zhang. „Analysis of a duopoly game with heterogeneous players participating in carbon emission trading“. Nonlinear Analysis: Modelling and Control 19, Nr. 1 (20.01.2014): 118–31. http://dx.doi.org/10.15388/na.2014.1.8.

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In this paper, a price competition model with two heterogeneous players participating in carbon emission trading is formulated. The stable conditions of the equilibrium points of this system are discussed. Numerical simulations are used to show bifurcation diagrams, strange attractors, and sensitive dependence on initial conditions. We observe that the speed of adjustment of bounded rational player may change the stability of the Nash equilibrium and cause the system to behave chaotically. In addition, we find that the price of emission permits plays an important role in the duopoly game. The chaotic behavior of the system has been stabilized on the Nash equilibrium point by applying delay feedback control method.

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Qiao, Yu, Thi-Kien Dao, Jeng-Shyang Pan, Shu-Chuan Chu und Trong-The Nguyen. „Diversity Teams in Soccer League Competition Algorithm for Wireless Sensor Network Deployment Problem“. Symmetry 12, Nr. 3 (10.03.2020): 445. http://dx.doi.org/10.3390/sym12030445.

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The drawback of several metaheuristic algorithms is the dropped local optimal trap in the solution to complicated problems. The diversity team is one of the promising ways to enhance the exploration of searching solutions in algorithm to avoid the local optimum trap. This paper proposes a diversity-team soccer league competition algorithm (DSLC) based on updating team member strategies for global optimization and its applied optimization of Wireless sensor network (WSN) deployment. The updating team consists of trading, drafting, and combining strategies. The trading strategy considers player transactions between groups after the ending season. The drafting strategy takes advantage of draft principles in real leagues to bring new players to the association. The combining strategy is a hybrid policy of trading and drafting one. Twenty-one benchmark functions of CEC2017 are used to test the performance of the proposed algorithm. The experimental results of the proposed algorithm compared with the other algorithms in the literature show that the proposed algorithm outperforms the competitors in terms of having an excellent ability to achieve global optimization. Moreover, the proposed DSLC algorithm is applied to solve the problem of WSN deployment and achieved excellent results.

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Féron, Olivier, Peter Tankov und Laura Tinsi. „Price Formation and Optimal Trading in Intraday Electricity Markets with a Major Player“. Risks 8, Nr. 4 (07.12.2020): 133. http://dx.doi.org/10.3390/risks8040133.

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We study price formation in intraday electricity markets in the presence of intermittent renewable generation. We consider the setting where a major producer may interact strategically with a large number of small producers. Using stochastic control theory, we identify the optimal strategies of agents with market impact and exhibit the Nash equilibrium in a closed form in the asymptotic framework of mean field games with a major player.

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Javed, Attiya Y., und Haseeb Ahmad Bhatti. „How to Live in a Textile Quota-free World“. Pakistan Development Review 39, Nr. 4II (01.12.2000): 609–28. http://dx.doi.org/10.30541/v39i4iipp.609-628.

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Its going to be an open arena, only fittest will survive, instead of governments, markets will determine whom to favour or not. There will be no textile quotas in the year 2005. The world has changed and it is going to change increasingly. It differs from the colonial patterns of trade and co-operation when only United Kingdom was the major player in the international trading arena. Now there are many leading trading nations in the world. In post World Trade Organisation era that is after January 1, 1995 at least on paper every country is equal partner in the global trading system. On ground there are big and small players in this equal paper partnership. United States continues to be the leading exporter and importer in the world with a share of 12.4 percent of total world exports and 18.0 percent of total world imports. The East Asian economies first tier, Singapore, Hong Kong, South Korea and Taiwan have climbed up on the Product Cycle ladder shifting from low value products to high value added exports like hi-tech electronics, the second tier of NIE’s Malaysia, Indonesia, Thailand and Philippines have diverse exporting patterns. Excluding Malaysia, others are exporters of textiles and clothing with many other products.

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Pan, Mingming, Shiming Tian, Jindou Yuan, Songsong Chen und Sheng He. „A Multivariate Load Trading Optimization Method for Energy Internet Based on LSTM and Gaming Theory“. Energies 14, Nr. 17 (24.08.2021): 5246. http://dx.doi.org/10.3390/en14175246.

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Energy Internet is a complex nonlinear system. There are many stakeholders in the load trading market, which is usually regarded as a multi-player gaming. Although gaming theory has been introduced to solve Multivariate Load trading problems, different conditions should be considered to accurately optimize the multivariate load trading problem. For example, the selling side needs to reduce the reserve capacity and improve profits, but the consumer side needs to reduce costs and minimize the impact on its own electricity consumption. These contradictory conditions require multiple Nash equilibrium to achieve obviously. To address this issue, a unified architecture of the power system cloud trading is constructed in this paper, which is combined with the multiple load classification of the power system. In addition, according to the power market operation mechanism, a price-guided multivariate load trading game strategy is designed. More importantly, a multivariate load trading optimization method based on LSTM (Long Short-Term Memory) and gaming theory is proposed in this work. LSTM is introduced for real time prediction, which can be combined with the game theory for strategy searching. The global stability and optimal solution theory prove the feasibility of the proposed neural network, and finally the effectiveness of the proposed method is verified by using numerical simulation.

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Mulyo, Jangkung Handoyo. „REGIONAL TRAE BLOCS : A CASE STUDY OF THE WELFARE IMPACT OF THE EUROPEAN UNION ON INDIA AND KENYA“. Agro Ekonomi 8, Nr. 2 (29.11.2016): 17. http://dx.doi.org/10.22146/agroekonomi.16812.

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Some countries, including the big player in the world economy, the USA , believe that free trade liberalization based on principles of non discriminatory and multilateral bases as well as an open market will improve the welfare of many countries. However, other countries do not follow the idea of trade liberalization and hence respond by forming regional trading blocs. Therefore, the existence of such trading blocs will be examined, whether they are a 'building blocks' or a 'stumbling blocks, for sustaining the free trade liberalization. And hence, this paper focuses on three main parts: rationalization of the establishment of trading blocs; identification of the critical factors for the success of these blocs; and presentation of empirical evidence for the welfare implications of the trade diverting effects of the European Union through the analysis of two less developed countries, India and Kenya.

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Dissertationen zum Thema "Player trading"

Lundgren, Joakim, und Oskar Heljeberg. „M-C-O or M-C...No? Multi-Club Ownership in English Football and Its Drivers“. Thesis, Umeå universitet, Företagsekonomi, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-185176.

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Multi-club ownership [MCO] is a concept within the football industry which entails that an owner holds significant stakes in multiple teams. This ownership strategy is not new, however, what are the driving forces of this type of ownership structure and what are the outcomes? The purpose of this study was to explore potential drivers of MCO, to irradiate the concept and determine whether traditional business administration theories can be applied to explain its existence. The main theoretical framework is based upon the shareholder theory and resource-based view of the firm with supplementary reasoning collected from other relevant theories. The study encompasses five seasons and consisted of the teams competing in the top two divisions in the English Football League system. The quantitative study covered six hypotheses and deployed both Two sample t-tests and regression models which sought to measure international player trading activity, sporting performance and financial performance. The results of the study show that multi-club portfolio members [MCPMs] tend to trade a larger share of players internationally compared to Non-MCPMs. However, the other models yielded no significant results in regard to MCPMs, although, value creation through the strategy cannot be disregarded as it may be present through other channels. The wider footballing industry has been studied extensively in previous literature. However, this study is focused on MCO, a topic that lacks a previous body of research. By filling this research gap the authors hope to illuminate the concept and increase transparency for both decision makers (owners of clubs) and supporters of clubs. In addition, a survey which is not empirically tested was conducted in order to help guide the proceedings of the research.

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Gurrib, Muhammad Ikhlaas. „Behaviour and performance of key market players in the US futures markets“. Curtin University of Technology, School of Economics and Finance, 2008. http://espace.library.curtin.edu.au:80/R/?func=dbin-jump-full&object_id=117995.

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This study gives an insight into the behaviour and performance of large speculators and large hedgers in 29 US futures markets. Using a trading determinant model and priced risk factors such as net positions and sentiment index, results suggest hedgers (speculators) exhibit significant positive feedback trading in 15 (7) markets. Information variables like the S&P500 index dividend yield, corporate yield spread and the three months treasury bill rate were mostly unimportant in large players’ trading decisions. Hedgers had better market timing abilities than speculators in judging the direction of the market in one month. The poor market timing abilities and poor significance of positive feedback results suggest higher trading frequency intervals for speculators. Hedging pressures, which measure the presence of risk premium in futures markets, were insignificant mostly in agricultural markets. As a robust test of hedging pressures, price pressure tests found risk premium to be still significant for silver, crude oil and live cattle. The positive feedback behaviour and negative market timing abilities suggest hedgers in heating oil and Japanese yen destabilize futures prices, and points to a need to check CFTC’s (Commodity Futures Trading Commission) position limits regulation in these markets. In fact, large hedgers in these two markets are more likely to be leading behaviour, in that they have more absolute net positions than speculators. Alternatively stated, positive feedback hedgers in these two markets are more likely to lead institutions and investors to buy (sell) overpriced (underpriced) contracts, eventually leading to divergence of prices away from fundamentals.
Atlhought hedgers in crude oil had significant positive feedback behaviour and negative market timing skills, they would not have much of a destabilizing effect over remaining players because the mean net positions of hedgers and speculators were not far apart. While the results are statistically significant, it is suggested these could be economically significant, in that there have been no regulation on position limits at all for hedgers compared to speculators who are imposed with strict limits from the CFTC. Further, mean equations were regressed against decomposed variables, to see how much of the futures returns are attributed to expected components of variables such as net positions, sentiment and information variables. While the expected components of variables are derived by ensuring there are enough ARMA (autoregressive and moving average) terms to make them statistically and economically reliable, the unexpected components of variables measure the residual on differences of the series from its mean. When decomposing net positions against returns, it was found expected net positions to be negatively related to hedgers’ returns in mostly agricultural markets. Speculators’ expected (unexpected) positions were less (more) significant in explaining actual returns, suggesting hedgers are more prone in setting an expected net position at the start of the trading month to determine actual returns rather than readjusting their net positions frequently all throughout the remaining days of the month. While it important to see how futures returns are determined by expected and unexpected values, it is also essential to see how volatility is affected as well.
In an attempt to cover three broad types of volatility measures, idiosyncratic volatility, GARCH based volatility (variance based), and PARCH based volatility (standard deviation) are used. Net positions of hedgers (expected and unexpected) tend to have less effect on idiosyncratic volatility than speculators that tended to add to volatility, reinforcing that hedgers trading activity hardly affect the volatility in their returns. This suggest they are better informed by having a better control over their risk (volatility) measures. The GARCH model showed more reliance of news of volatility from previous month in speculators’ volatility. Hedgers’ and speculators’ volatility had a tendency to decay over time except for hedgers’ volatility in Treasury bonds and coffee, and gold and S&P500 for speculators’ volatility. The PARCH model exhibited more negative components in explaining current volatility. Only in crude oil, heating oil and wheat (Chicago) were idiosyncratic volatility positively related to return, reinforcing the suggestion for stringent regulation in the heating oil market. Expected idiosyncratic volatility was lower (higher) for hedgers (speculators) as expected under portfolio theory. Markets where variance or standard deviation are smaller than those of speculators support the price insurance theory where hedging enables traders to insure against the risk of price fluctuations. Where variance or standard deviation of hedgers is greater than speculators, this suggest the motivation to use futures contracts not primarily to reduce risk, but by institutional characteristics of the futures exchanges like regulation ensuring liquidity.
Results were also supportive that there was higher fluctuations in currency and financial markets due to the higher number of contracts traded and players present. Further, the four models (GARCH normal, GARCH t, PARCH normal and PARCH t) showed returns were leptokurtic. The PARCH model, under normal distribution, produced the best forecast of one-month return in ten markets. Standard deviation and variance for both hedgers’ and speculators’ results were mixed, explained by a desire to reduce risk or other institutional characteristics like regulation ensuring liquidity. Moreover, idiosyncratic volatility failed to accurately forecast the risk (standard deviation or variance based) that provided a good forecast of one-month return. This supports not only the superiority of ARCH based models over models that assume equally weighted average of past squared residuals, but also the presence of time varying volatility in futures prices time series. The last section of the study involved a stability and events analysis, using recursive estimation methods. The trading determinant model, mean equation model , return and risk model, trading activity model and volatility models were all found to be stable following the effect of major global economic events of the 1990s. Models with risk being proxied as standard deviation showed more structural breaks than where variance was used. Overall, major macroeconomic events didn’t have any significant effect upon the large hedgers’ and speculators’ behaviour and performance over the last decade.

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Limbert, Travis James. „The Magic of Community: Gathering of Card Players and Subcultural Expression“. Bowling Green State University / OhioLINK, 2012. http://rave.ohiolink.edu/etdc/view?acc_num=bgsu1342464535.

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Miko, Katharina, und Elisabeth Mayr. „Trading Places: Power Distributions in participatory research projects as exemplified by security research“. WU Vienna University of Economics and Business, 2015. http://epub.wu.ac.at/4727/1/MikoMayr2015.pdf.

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Van, Maasakkers Mattijs J. (Mattijs Johannes). „Trading places : the development of markets for ecosystem services in the United States“. Thesis, Massachusetts Institute of Technology, 2013. http://hdl.handle.net/1721.1/84429.

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Thesis (Ph. D. in Urban and Regional Planning)--Massachusetts Institute of Technology, Dept. of Urban Studies and Planning, 2013.
Cataloged from PDF version of thesis.
Includes bibliographical references (pages 183-196).
The concept of ecosystem services has become ubiquitous in environmental planning and policy. One way of turning the insight that society depends on nature for a wide range of benefits into practice is by creating markets for ecosystem services. Despite much enthusiasm and research, relatively few such markets have been implemented successfully. The basic question that this dissertation seeks to answer is why has it been so difficult to create successful markets for ecosystem services in the United States? Based on an in-depth analysis of efforts to create markets for ecosystem services in the Willamette River basin and the Chesapeake Bay watershed, I have identified three important challenges to ecosystem service market (ESM) creation. The first is push back from people care deeply about particular places. It is hard to honor such concerns when basic market logic assumes that environmental qualities can and should be easily moved from place to place. The second reason is dissatisfaction with measurement systems used to calculate how many credits a particular project or place is worth. Since many of the participants in a proposed market have different interests, the demands they create on these measurement tools are incompatible. The third and final reason it has been so difficult to create markets for ecosystem services in the United States is that it is difficult to bring together all the relevant stakeholders and give them a chance to participate in decisions regarding market design. Who should participate, what form this engagement should take and who has the authority to initiate a market are all questions that are exceedingly difficult to answer. I offer several suggestions regarding ways of overcoming these three challenges.
by Mattijs J. van Maasakkers.
Ph.D.in Urban and Regional Planning

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Thouillez, Thomas. „Anatomie des marchés financiers à haute fréquence : analyse de l'Influence de l'automatisation sur la microstructure des marchés financiers“. Thesis, Paris 1, 2020. http://www.theses.fr/2020PA01E049.

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Cette thèse étudie les principales transformations de la microstructure des marchés financiers depuis la généralisation de l’automatisation des marchés. Aujourd'hui, la modification structurelle des marchés financiers, associée à l'évolution des technologies de l'information, ont entrainé des bouleversements, tant dans les pratiques de marchés, que dans les instruments de mesures de la qualité de marché. Le coût de la liquidité a continué de s’améliorer entre 2010 et 2019, notamment en réduisant les spreads des sociétés moins importantes du SBF 120. En revanche, les spreads effectifs se réduisent nettement moins montrant la faible profondeur du carnet d’ordres aux meilleures limites pour les entreprises les plus petites. Les travaux présentent les mutations des plateformes de négociation et les évolutions technologiques qui ont permis le déploiement du trading haute-fréquence. L’équipe de recherche a développé un outil de réplication des marchés financiers, VirteK. La librairie a permis une simulation répliquant les faits stylisés du flash-crash du 6 mai 2010 illustrant les déséquilibres du carnet d’ordres à l’aide du VPIN
This thesis studies major market microstructure transformations since the automation of financial markets. Today, structural modification of financial markets, associated with the improvement of information and communication technology, lead to important shifts regarding market practices, and market quality measures. Liquidity costs continued to improve between 2010 and 2019, reducing quoted spread especially for SBF 120 small capitalizations. However, effective spreads decreased significantly less than quoted spreads for those small cap proving the weak resilience of the order book on the best limits. This work presents execution venues transformation and technological evolutions to implement high-frequency trading. The research team built a financial market replicating library called VirteK. This library helped to recover stylized facts from the May 6, 2010 flash-crash illustrating limit order book imbalances with the VPIN measure

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Kjellberg, Joakim. „Östra Aros : bebyggelsen i Uppsala och dess utveckling fram till 1270 i arkeologisk belysning“. Thesis, Gotland University, Department of Archeology and Osteology, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:hgo:diva-297.

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This thesis rewievs present day research on the settlement of Östra Aros in central Sweden. The thesis deals with the period from late Iron age to about 1270 AD, when the Swedish archdiocese moved to the already existing early-medieval settlement of Östra Aros, thus becoming the medieval town of Uppsala. The basis of the thesis is the study of a variety of source materials, such as artefact studies, runestones, topography and the prehistoric and early medieval hinterland. The thesis centers on archaeological excavation data and dating of settlement structures, particularly focusing on the settlements establishment. Through a critical review of primarily the written record and the archaeological data, the settlements characteristics and functions are discussed, emphasising when and if the settlement could be described as a town, central- or trading place.

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Kurfürstová, Nela. „Vliv vodního součinitele na vlastnosti vápenných malt“. Master's thesis, Vysoké učení technické v Brně. Fakulta stavební, 2016. http://www.nusl.cz/ntk/nusl-240475.

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Diploma thesis gives a brief description of the traditional technology of preparation of lime mortars for restoration of historical buildings. The theoretical part is focused on the preparation of lime mortars traditional methods, using appropriate materials for making and influence amount of water. Attention is also paid to the events that take place in the setting and hardening of lime mortar. In the experimental part of the research was conducted, which aimed to assess the influence of water-cement ratio and mixing ratio (binder to filler) on the properties of lime mortars. At various times were measured mechanical properties, density, shrinkage, frost resistance and porosity. The mortar was also carried out thermal analysis and found to contain calcium carbonate. Acquired knowledge could help in the reconstruction of historical buildings.

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Almeida, José Eduardo Moura. „The absent players : the impact of firm with no trading activity“. Master's thesis, 2013. http://hdl.handle.net/10400.14/16972.

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Este estudo tem como objectivo caracterizar o tipo de empresas que estando admitidas e cotadas em bolsa, apresentam baixos níveis de volume de transação. A literatura que se foca nos mercados de capitais de forma recorrente utiliza o mercado como um todo ou analisa apenas as maiores empresas (normalmente as incluídas nos índices de referência, por exemplo FTSE 100), mas pouca ou nenhuma atenção é dada ao facto de que um número considerável de empresas cotadas não transacciona. O nosso estudo pretende ser exploratório na tentativa de caracterizar estas empresas que estrategicamente optam por estar cotadas incorrendo em levados custos e em acrescidas obrigações legais, sendo que para tal analisaremos as empresas cotadas na London Stock Exchange.
This study aims to identify what kind of firms are listed on stock exchange market with a very low volume traded. The literature that focused on financial markets uses the market as a whole or only highlight the largest firms (namely the firms listed in most important indexes, for instance FTSE 100), but no such relevant study are focused on listed companies with zero volume traded. Our study aims to be exploratory, trying to characterize these firms that strategically choose to be listed incurring in huge costs and under exigent regulatory compliance. Our analysis scope is London Stock Exchange listed firms.

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Conceição, Rafael dos Santos Borges. „The absent players : the impact of firms with no trading activity : estudo exploratório“. Master's thesis, 2015. http://hdl.handle.net/10400.14/19296.

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O nosso estudo têm por objetivo analisar as diferenças que existem entre os níveis de transação em empresas que se encontram cotadas no mercado de capitais e perceber o motivo pelo qual permanecem cotadas, com recurso a uma nova medida que analisa a percentagem de dias em que não existe qualquer retorno, denominada por Zero-Return Metric. Utilizando uma base de dados de 2.502 empresas para o período entre 2004 a 2014 do principal índice acionista do Reino Unido, é apresentado uma mediana de 58,7% de dias em que não existe qualquer retorno. Partimos do pressuposto que as empresas pretendem aceder a esta estrutura de financiamento devido às vantagens que apresenta, contudo nem todas as empresas conseguem captar de igual forma os seus benefícios. Com base nisto, é possível observar diferenças significativas na visibilidade, nas necessidades de capital, no grau de concentração da estrutura acionista e na liquidez entre as empresas, o que pode explicar algumas diferenças no nível de transação. Como consequência, a taxa de sobrevivência deste tipo de empresas é bastante inferior, sendo um importante indicador do seu grau de desempenho. O nosso objetivo passa por apresentar um estudo compreensivo sobre este efeito, lançando as bases para um estudo mais aprofundado nesta área.
Our study aims to analyze the differences between the transactions levels in companies that are listed on the capital market, and realize why they remain listed, using a new measure that analyses the proportion of zero-return days (thereafter referred to as the zero-return metric). Using a Database with 2.502 firms for the period 2004-2014 of the main UK stock market index, a median with 58,7% of days without a return is represented. We assume that the companies want to access this financing structure due to the advantages they offer, however not all companies are able to capture the same way its benefits. On this basis, it is possible to observe significant differences in visibility, capital needs and growth, in the degree of shareholders structure and liquidity, which may explain some differences in transaction level. As a result, the survival rates for those companies is much lower, being an important indicator of their level of performance. Our objective is to present a comprehensive descriptive study of this effect, laying the foundations to a more in depth study.

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Bücher zum Thema "Player trading"

Trading places. London: Radius, 1988.

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Quin-Harkin, Janet. Trading places. New York: Ivy Books, 1987.

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Trading places. New York, [N.Y.]: Ivy, 1987.

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Quin-Harkin, Janet. Trading places. New York, [N.Y.]: Ivy, 1987.

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Mills, Claudia. Trading places. New York: Farrar, Straus and Giroux, 2006.

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Kidd, Ronald. Trading places. New York, N.Y: Golden Books Pub. Co., 1999.

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ill, Jordan John 1953, Hrsg. Doug's trading places. Brentwood, Tenn: Dalmation Press, 1997.

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Morgan, Raye. Trading places with the boss. Waterville, Me: Thorndike Press, 2005.

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Parrott, Les. Trading places: Workbook for men. Grand Rapids, MI: Zondervan, 2008.

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Trading places with Tank Talbott. Morton Grove, Ill: A. Whitman, 2003.

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Buchteile zum Thema "Player trading"

Cofnas, Abe. „Sentiment Trading Set-Ups“. In Planet Forex, 65–78. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-92913-2_6.

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Cofnas, Abe. „The Future of Forex Trading: Algorithms, Artificial Intelligence, and Social Forex Trading“. In Planet Forex, 91–96. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-92913-2_8.

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Prabhu, B., K. Srinathan und C. Pandu Rangan. „Trading Players for Efficiency in Unconditional Multiparty Computation“. In Security in Communication Networks, 342–53. Berlin, Heidelberg: Springer Berlin Heidelberg, 2003. http://dx.doi.org/10.1007/3-540-36413-7_25.

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Parthesius, Robert. „Trading Places: Negotiating Place in World Heritage“. In Maritime and Underwater Cultural Heritage Management on the Historic and Arabian Trade Routes, 1–28. Cham: Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-55837-6_1.

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Geranio, Manuela. „The Surge of Alternative Players in the Trading Field“. In Evolution of the Exchange Industry, 67–81. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-21027-8_4.

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Wileman, Andrew, und Michael Jary. „Introduction: From Trading to Brand Leadership“. In Retail Power Plays: From Trading to Brand Leadership, 1–8. London: Palgrave Macmillan UK, 1997. http://dx.doi.org/10.1007/978-1-349-14378-8_1.

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Britton, Hannah. „Trading Places: Juxtaposing South Africa and the United States“. In Interrogating Imperialism, 155–81. New York: Palgrave Macmillan US, 2006. http://dx.doi.org/10.1057/9780230601710_7.

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Deckers, Pieterjan. „An Illusory Emporium? Small Trading Places around the southern North Sea“. In Dorestad in an international Framework, 158–67. Turnhout: Brepols Publishers, 2010. http://dx.doi.org/10.1484/m.stmh-eb.3.2463.

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Lincoln, Margarette. „9.2 Trading Places: Pirates and Merchants in the Late Seventeenth Century“. In Das Meer. Maritime Welten in der Frühen Neuzeit, 529–42. Köln: Böhlau Verlag, 2021. http://dx.doi.org/10.7788/9783412513122.529.

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Wileman, Andrew, und Michael Jary. „Investing in Store Brands“. In Retail Power Plays: From Trading to Brand Leadership, 134–52. London: Palgrave Macmillan UK, 1997. http://dx.doi.org/10.1007/978-1-349-14378-8_10.

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Konferenzberichte zum Thema "Player trading"

Chapman, R. Kevin, und Eric Handler. „Trading Places“. In SIGUCCS '18: ACM SIGUCCS Annual Conference. New York, NY, USA: ACM, 2018. http://dx.doi.org/10.1145/3235715.3264611.

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Wong, Kaufui V., und John Plackemeier. „Policies for Effective Trading Scheme to Reduce Carbon Dioxide Emissions“. In ASME 2010 International Mechanical Engineering Congress and Exposition. ASMEDC, 2010. http://dx.doi.org/10.1115/imece2010-39723.

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The World Bank and the Intergovernmental panel on climate change have concluded that human activities such as fossil fuel combustion have caused higher average temperatures, more violent weather patterns and higher sea levels. Governments, politicians and corporations have started to take steps to curb emissions of carbon dioxide and other greenhouse gases to reduce its imbalance in the atmosphere, and in so doing, diminish the impacts it will have in the near future. While these parties have recognized the importance of significantly reducing emissions in the coming decades, there are currently no policies in the USA to accomplish these goals. At the same time that the need to reduce emissions become more and more apparent, the realization that the world’s current economy is highly carbon-dependent and that shifting to renewable energy sources would be extremely expensive as well, thus compelling governments to approach the problem cautiously. Maybe because of this reality, governments have preferred emissions trading schemes over emissions caps and taxes with no trading. Unlike a cap affecting carbon emitters uniformly, the trading schemes that have been introduced recently allow for a collective cap on emissions under which emitters are held to standards which can be achieved by reducing emissions or by buying carbon credits, which are emissions reductions that have been achieved by a different third party. At this time, the Kyoto Protocol is the most comprehensive of the commitments governments have made toward the ultimate aim of curbing greenhouse gases. Under its umbrella, many of the world’s industrialized nations (excluding the US, which signed but did not ratify owing to economic concerns) agreed to an emissions reduction of 6 to 8 percent from 1990 levels by 2012. Governments are responsible for reducing overall emissions and do this by passing on reduction goals to specific emitters who can reduce their emissions through a slew of methods. The methods include directly reducing carbon emitted as gas or purchasing carbon credits that provide a reduction in place of emissions that cannot be directly reduced. While fossil fuels have played an important role in the development of the world in the past century, financial markets have had an equally important role in creating economic growth. Emissions trading schemes have emerged in the past five years as a method to reduce carbon dioxide emissions through market forces. They are an attractive solution because they grant economic leeway to subject parties. While they carry this benefit, they are not universally ideal. This paper aims to identify the most effective ways in which emissions trading schemes can be used. An analysis of the limitations of emissions trading schemes is conducted with respect to technological and regulatory concerns in addition to different economic sectors. Further analysis of the benefits of large scale emissions trading schemes over other large scale emissions reduction methods is conducted. From this analysis, a full recommendation of strategies which would maximize the effectiveness of an emissions trading scheme is provided.

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Lopes, Fernando, Hugo Algarvio und Helder Coelho. „Agent-Based Simulation of Retail Electricity Markets: Bilateral Trading Players“. In 2013 24th International Workshop on Database and Expert Systems Applications (DEXA). IEEE, 2013. http://dx.doi.org/10.1109/dexa.2013.50.

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Soares, Carlos Guedes, Yordan Garbatov, Ahmed Zayed und Ge Wang. „Non-linear Corrosion Model for Immersed Steel Plates Accounting for Environmental Factors“. In SNAME Maritime Convention. SNAME, 2005. http://dx.doi.org/10.5957/smc-2005-d21.

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The effects of different marine environmental factors on the corrosion behavior of steel plates totally immersed in salt water are studied. A new corrosion wastage model is proposed, based on a non-linear time-dependent function. This model accounts for the effects of various environmental factors, including salinity, temperature, dissolved oxygen, pH and flow velocity. A numerical example is illustrated for ships trading in different routes in the Pacific Ocean.

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W. L. Fong, Michelle. „Online Securities Trading in China“. In InSITE 2005: Informing Science + IT Education Conference. Informing Science Institute, 2005. http://dx.doi.org/10.28945/2852.

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This paper looks at the adoption of information technology in the Chinese stock exchanges and for online securities trading in China. Because these stock exchanges do not have any major preexisting technology to consider when they automate their operations, they are able to adopt advanced technology. However, the potential and advantages offer by this technology cannot be fully harvested without fundamental structures and proper corporate governance mechanisms in place.

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Kozhobekov, Muratbek. „Trade and Economic Relations of Early Medieval Kyrgyz State“. In International Conference on Eurasian Economies. Eurasian Economists Association, 2015. http://dx.doi.org/10.36880/c06.01441.

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According to written sources of trade with neighboring countries occupied an important place in the economy of the Kyrgyz State. That would create a successful economy, as well as to meet the needs of consumers the Kyrgyz State established extensive trade links in the Central Asian region. Trading partners of the Kyrgyz in the early middle ages were economic developed countries East and Central Asia. This reflects the fact that the degree of development of the Kyrgyz people related to trading partners. In general terms, the characteristics of the Kyrgyz State trade relations with neighboring countries in the period VII-X centuries. Thus, definition and comparison of different time in bars allow you to re-evaluate the economic and political aspects of the problem components.

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Zhong, Yueyang, YeeMan Bergstrom und Amy Ward. „Data-Driven Market-Making via Model-Free Learning“. In Twenty-Ninth International Joint Conference on Artificial Intelligence and Seventeenth Pacific Rim International Conference on Artificial Intelligence {IJCAI-PRICAI-20}. California: International Joint Conferences on Artificial Intelligence Organization, 2020. http://dx.doi.org/10.24963/ijcai.2020/615.

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This paper studies when a market-making firm should place orders to maximize their expected net profit, while also constraining risk, assuming orders are maintained on an electronic limit order book (LOB). To do this, we use a model-free and off-policy method, Q-learning, coupled with state aggregation, to develop a proposed trading strategy that can be implemented using a simple lookup table. Our main training dataset is derived from event-by-event data recording the state of the LOB. Our proposed trading strategy has passed both in-sample and out-of-sample testing in the backtester of the market-making firm with whom we are collaborating, and it also outperforms other benchmark strategies. As a result, the firm desires to put the strategy into production.

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Palma, Giulia E., Bryan Mesmer, Amy Guerin und Kristin Weger. „Developing the “Trading Places” Boot Camp: Sharing Knowledge Between Theatre and Engineering“. In AIAA Scitech 2019 Forum. Reston, Virginia: American Institute of Aeronautics and Astronautics, 2019. http://dx.doi.org/10.2514/6.2019-1033.

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Hogan, Alexander L., Kurtis R. Ford und Ian R. Harvey. „Out-of-Plane MEMS Actuation Using a Scanning Electron Microscope“. In ASME 2012 International Mechanical Engineering Congress and Exposition. American Society of Mechanical Engineers, 2012. http://dx.doi.org/10.1115/imece2012-88128.

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In the world of micro-electromechanical systems (MEMS) R&D efforts are expended creating new means of actuation, usually trading either force or displacement. In our scheme we pump charge into an electrically isolated conductive system with a Scanning Electron Microscope (SEM) to achieve a net force away from the substrate. Though we observe a highly dynamic response, we have approximated the force of the system with a quasi-static mechanical force sensor. The study of this actuation has focused on a spiral spring fabricated in Sandia Ultra-planar Multi-level MEMS Technology (SUMMiT-V™). Experiments show the effect of SEM beam conditions on this device, most notably finding the operation to begin at 5 keV accelerating voltage, where our Monte Carlo simulation predicts the beam will begin penetrating the 0.3 μm thick polySi. The out-of-plane motion has been measured as high as 220 μm which is approximately 2/3 of the diameter of the 2D spiral. A linear elastic model of the force sensor shows that in mechanical equilibrium the deflection is associated with an equivalent uniform pressure up to 90 Pa.

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Maschke, Ken, Joseph Shields, Chris Kahanek, Lee Ishida und Joseph Thomas. „Trading Places: An International Exchange Program for Engineers from the United States and Denmark“. In Structures Congress 2009. Reston, VA: American Society of Civil Engineers, 2009. http://dx.doi.org/10.1061/41031(341)315.

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Berichte der Organisationen zum Thema "Player trading"

Plant Protection and Quarantine: Helping U.S. Agriculture Thrive--Across the Country and Around the World, 2016 Annual Report. U.S. Department of Agriculture, Animal and Plant Health Inspection Service, März 2017. http://dx.doi.org/10.32747/2017.7207241.aphis.

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For Plant Protection and Quarantine (PPQ) and our partners, 2016 was a year of remarkable successes. Not only did we eradicate 10 fruit fly outbreaks, but we also achieved 4 years with zero detections of pink bollworm, moving us one step closer to eradicating this pest from all commercial cotton-growing areas of the continental United States. And when the U.S. corn industry faced the first-ever detection of bacterial leaf streak (Xanthomonas vasicular pv vasculorum), we devised a practical and scientific approach to manage the disease and protect valuable export markets. Our most significant domestic accomplishment this year, however, was achieving one of our agency’s top 10 goals: eliminating the European grapevine moth (EGVM) from the United States. On the world stage, PPQ helped U.S. agriculture thrive in the global market-place. We worked closely with our international trading partners to develop and promote science-based standards, helping to create a safe, fair, and predictable agricultural trade system that minimizes the spread of invasive plant pests and diseases. We reached critical plant health agreements and resolved plant health barriers to trade, which sustained and expanded U.S. export markets valued at more than $4 billion. And, we helped U.S. producers meet foreign market access requirements and certified the health of more than 650,000 exports, securing economic opportunities for U.S. products abroad. These successes underscore how PPQ is working every day to keep U.S. agriculture healthy and profitable.

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