Letteratura scientifica selezionata sul tema "Price of time"
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Articoli di riviste sul tema "Price of time"
Huang, Shaojia, Yisen Zhu, Jingde Huang, Enguang Zhang e Tao Xu. "Analysis of Circular Price Prediction Strategy for Used Electric Vehicles". Sustainability 16, n. 13 (5 luglio 2024): 5761. http://dx.doi.org/10.3390/su16135761.
Testo completoAhmadi, Ahmadi, e R. Adisetiawan. "Multivariate Time Series in Macroeconomics". Eksis: Jurnal Ilmiah Ekonomi dan Bisnis 11, n. 2 (23 novembre 2020): 151. http://dx.doi.org/10.33087/eksis.v11i2.209.
Testo completoWang, Diankai, Inna Gryshova, Mykola Kyzym, Tetiana Salashenko, Viktoriia Khaustova e Maryna Shcherbata. "Electricity Price Instability over Time: Time Series Analysis and Forecasting". Sustainability 14, n. 15 (25 luglio 2022): 9081. http://dx.doi.org/10.3390/su14159081.
Testo completoKim, Dong-Hwan, e Jin Kim. "Price Prediction Analysis in Seoul APT Market Using Time Series Model". Korea Real Estate Society 71 (30 marzo 2024): 193–209. http://dx.doi.org/10.37407/kres.2024.42.1.193.
Testo completoCurry, David J., e Peter C. Riesz. "Prices and Price/Quality Relationships: A Longitudinal Analysis". Journal of Marketing 52, n. 1 (gennaio 1988): 36–51. http://dx.doi.org/10.1177/002224298805200104.
Testo completoCheruvu, Sai Manoj. "Stock Price Prediction Using Time Series". International Journal for Research in Applied Science and Engineering Technology 9, n. 12 (31 dicembre 2021): 375–81. http://dx.doi.org/10.22214/ijraset.2021.39296.
Testo completoYao, Jun, e Harmen Oppewal. "Unit pricing matters more when consumers are under time pressure". European Journal of Marketing 50, n. 5/6 (9 maggio 2016): 1094–114. http://dx.doi.org/10.1108/ejm-03-2015-0122.
Testo completoTrofimov, G. "Competitive Storage and Commodity Price in Continuous Time". Higher School of Economics Economic Journal 26, n. 4 (2022): 523–51. http://dx.doi.org/10.17323/1813-8691-2022-26-4-523-551.
Testo completoLee, Yun-Hong. "Effect of Changes in Fertility Rate and Demographic Structure on Housing Prices: Centering on Dongtan New Town". Korean Association for Housing Policy Studies 30, n. 3 (31 agosto 2022): 113–39. http://dx.doi.org/10.24957/hsr.2022.30.2.113.
Testo completoDoucouliagos, Chris. "Price exhaustion and number preference: time and price confluence in Australian stock prices". European Journal of Finance 11, n. 3 (giugno 2005): 207–21. http://dx.doi.org/10.1080/1351847042000254194.
Testo completoTesi sul tema "Price of time"
Yiu, Fu-keung. "Time series analysis of financial index /". Hong Kong : University of Hong Kong, 1996. http://sunzi.lib.hku.hk/hkuto/record.jsp?B18003047.
Testo completoMALUF, KELLY CRISTINA FERNANDES. "SAZONAL ADJUSTEMENT OF PRICE ÍNDICES TIME SERIES". PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 1998. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=8683@1.
Testo completoEsta tese tem como objetivo a comparação entre procedimentos para dessazonalização de séries temporais. As metodologias usadas serão a de Modelos Estruturais Clássicos e Bayesianos e a metodologia padrão de dessazonalização X11 ARIMA. Os dados utilizados são as 35 séries reais de índice de preços ao consumidor - IPC para a Região Metropolitana do Rio de Janeiro, fornecidas pelo Instituto Brasileiro de Geografia e Pesquisa - IBGE, no período de janeiro de 1991 até dezembro de 1997. Os pacotes computacionais utilizados no decorrer do trabalho são FORECAST PRO (X11 ARIMA0, STAMP (Estruturais Clássicos) e BATS (Estruturais Bayesianos). Além disso, foram também utilizadas séries simuladas com sazonalidade, para melhor analisar os resultados desejados.
The aim of this thesis is a comparisson study among three existing procedures for seasonal adjustment of time series, namely: the tradicional X11 ARIMA and those based on the structural model formulation, i.e., the classical approach of A. Harvey and the Bayesian counterpart of Harrison and Stevens. The data used are 25 real time series of Consumer Price Index for Metropolitan area from Rio de Janeiro from 1991 to 1997, supllied by the Instituto Brasileiro de Geografia e Estatística - IBGE. The computacional packages used during the thesis were SPSS and FORECAST PRO (X11 ARIMA), STAMP (structural classical approach) and BATS (structural bayesian approach). Also, simulated seasonal data were to provide a better understanding of the procedures.
Blanck, Andreas. "American Option Price Approximation for Real-Time Clearing". Thesis, Umeå universitet, Institutionen för fysik, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-144435.
Testo completoKwon, Oh-Bok. "A time series analysis on interrelationships among U.S. and Korean livestock prices /". free to MU campus, to others for purchase, 2001. http://wwwlib.umi.com/cr/mo/fullcit?p3025631.
Testo completoYiu, Fu-keung, e 饒富強. "Time series analysis of financial index". Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1996. http://hub.hku.hk/bib/B31267804.
Testo completoHisham, Abdelradi Khalaf Fadi Mohamed. "Understanding Recent Food Price Patterns: A Time-Series Approach". Doctoral thesis, Universitat de Barcelona, 2014. http://hdl.handle.net/10803/287226.
Testo completoAgoitia, Hurtado Maria Fernanda del Carmen [Verfasser], e Thorsten [Akademischer Betreuer] Schmidt. "Time-inhomogeneous polynomial processes in electricity spot price models". Freiburg : Universität, 2017. http://d-nb.info/1140735438/34.
Testo completoRaykhel, Ilya. "Real-time automatic price prediction for eBay online trading /". Diss., CLICK HERE for online access, 2008. http://contentdm.lib.byu.edu/ETD/image/etd2697.pdf.
Testo completoRaykhel, Ilya Igorevitch. "Real-Time Automatic Price Prediction for eBay Online Trading". BYU ScholarsArchive, 2008. https://scholarsarchive.byu.edu/etd/1631.
Testo completoDickamore, Justin Edward. "Price Slides Within Cattle Markets Over Time and Space". DigitalCommons@USU, 2015. https://digitalcommons.usu.edu/etd/4606.
Testo completoLibri sul tema "Price of time"
Hyerczyk, James A., a cura di. Pattern, Price & Time. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781119198499.
Testo completoHyerczyk, James A. Pattern, Price and Time. New York: John Wiley & Sons, Ltd., 2009.
Cerca il testo completoBiggeri, Luigi, e Guido Ferrari, a cura di. Price Indexes in Time and Space. Heidelberg: Physica-Verlag HD, 2010. http://dx.doi.org/10.1007/978-3-7908-2140-6.
Testo completoIndia. Office of the Economic Adviser., a cura di. Index numbers of wholesale prices in India: A time series presentation, 1971-1986. [New Delhi]: Office of the Economic Adviser, Ministry of Industry, Govt. of India, 1987.
Cerca il testo completoMahy, E. PRICE S: A debrief report. Manchester: NCC, 1985.
Cerca il testo completoTōkeikyoku, Japan Sōmushō, a cura di. Heisei 17-nen kijun shōhisha bukka setsuzoku shisū sōran =: 2005-base linked consumer price index time series. Tōkyō: Sōmushō Tōkeikyoku, 2006.
Cerca il testo completoTōkeikyoku, Japan Sōmuchō. Heisei 7-nen kijun shōhisha bukka setsuzoku shisū sōran: 1995-base linked consumer price index time series. Tōkyō: Sōmuchō Tōkeikyoku, 1996.
Cerca il testo completoTaipalus, Katja. Detecting asset price bubbles with time-series methods. Helsinki: Finlands Bank, 2012.
Cerca il testo completoFrank, Smets, Vestin David e European Central Bank, a cura di. Is time ripe for price level path stability? Frankfurt am Main, Germany: European Central Bank, 2007.
Cerca il testo completoBaeyens, Walter J. RSI: Logic, signals & time frame correlation. Greenville, S.C: Traders Press, 2007.
Cerca il testo completoCapitoli di libri sul tema "Price of time"
Brown, Constance. "Price and Time". In Breakthroughs in Technical Analysis, 83–113. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2015. http://dx.doi.org/10.1002/9781119204749.ch5.
Testo completoJarrow, Robert A. "Asset Price Bubbles". In Continuous-Time Asset Pricing Theory, 69–78. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-77821-1_3.
Testo completoJarrow, Robert A. "Asset Price Bubbles". In Continuous-Time Asset Pricing Theory, 75–90. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-74410-6_3.
Testo completoOlsen, Borgar Tørre. "Component price versus time". In Broadband Access Networks, 87–98. Boston, MA: Springer US, 1998. http://dx.doi.org/10.1007/978-1-4615-5795-1_8.
Testo completoZaremba, Adam, e Jacob “Koby” Shemer. "To Time or Not to Time? Tactical Allocation Across Strategies". In Price-Based Investment Strategies, 227–41. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-91530-2_8.
Testo completoBrockwell, Peter J. "An Overview of Asset–Price Models". In Handbook of Financial Time Series, 403–19. Berlin, Heidelberg: Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-540-71297-8_17.
Testo completoDeng, Xiaotie, Li-Sha Huang e Minming Li. "On Walrasian Price of CPU Time". In Lecture Notes in Computer Science, 586–95. Berlin, Heidelberg: Springer Berlin Heidelberg, 2005. http://dx.doi.org/10.1007/11533719_60.
Testo completoMaurya, Rahul, Dashniet Kaur, Ajay Pal Singh e Shashi Ranjan. "Stock Price Prediction Using Time Series". In Communications in Computer and Information Science, 309–20. Cham: Springer Nature Switzerland, 2024. http://dx.doi.org/10.1007/978-3-031-56700-1_25.
Testo completoAntoniadis, I., N. Sariannidis e S. Kontsas. "The Effect of Bitcoin Prices on US Dollar Index Price". In Advances in Time Series Data Methods in Applied Economic Research, 511–21. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-030-02194-8_34.
Testo completoCarrasco, Raúl, Manuel Vargas, Ismael Soto, Diego Fuentealba, Leonardo Banguera e Guillermo Fuertes. "Chaotic Time Series for Copper’s Price Forecast". In IFIP Advances in Information and Communication Technology, 278–88. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-94541-5_28.
Testo completoAtti di convegni sul tema "Price of time"
Purushotham, K., Bangarappa, Ashwini Kodipalli e Trupthi Rao. "Real-Time House Price Predictions with Regression Analysis". In 2024 IEEE Recent Advances in Intelligent Computational Systems (RAICS), 1–4. IEEE, 2024. http://dx.doi.org/10.1109/raics61201.2024.10689962.
Testo completoLuizon, Gustavo, e Bruno Sousa. "RIGGS: Real Time Energy Price in 5G Smart grids". In 2024 IEEE Conference on Network Function Virtualization and Software Defined Networks (NFV-SDN), 1–4. IEEE, 2024. https://doi.org/10.1109/nfv-sdn61811.2024.10807490.
Testo completoNotaria, Harsh, Shriya Shah, Devarshee Thopte, Hemang Soneji, Pranit Bari e Khushali Deulkar. "Comparative Analysis of Stock Price Prediction using Time Series Models". In 2024 8th International Conference on Computing, Communication, Control and Automation (ICCUBEA), 1–6. IEEE, 2024. https://doi.org/10.1109/iccubea61740.2024.10775112.
Testo completoDugo, Víctor, e David Gávez. "Optimizing floor price in Real Time Bidding". In CARMA 2023 - 5th International Conference on Advanced Research Methods and Analytics. Valencia: Universitat Politècnica de València, 2023. http://dx.doi.org/10.4995/carma2023.2023.16452.
Testo completoCombi, Carlo, Romeo Rizzi e Pietro Sala. "The Price of Evolution in Temporal Databases". In 2015 22nd International Symposium on Temporal Representation and Reasoning (TIME). IEEE, 2015. http://dx.doi.org/10.1109/time.2015.24.
Testo completo"Offer Price, Transaction Price and Time-On-Market". In 10th European Real Estate Society Conference: ERES Conference 2003. ERES, 2003. http://dx.doi.org/10.15396/eres2003_118.
Testo completoTahmid Akhand, Md Nafis, Md Ahsan Habib e Kazi Md Rokibul Alam. "Analyzing Cryptocurrency Price Trends for Real-Time Price Predictions". In 2023 26th International Conference on Computer and Information Technology (ICCIT). IEEE, 2023. http://dx.doi.org/10.1109/iccit60459.2023.10441450.
Testo completoGómez-Losada, Álvaro, e Néstor Duch-Brown. "Some empirical observations on price patterns in online stores". In CARMA 2023 - 5th International Conference on Advanced Research Methods and Analytics. Valencia: Universitat Politècnica de València, 2023. http://dx.doi.org/10.4995/carma2023.2023.16505.
Testo completoHu, T., C. Chen e H. Wei. "A Novel Methodology for Forecasting Petrochemical Product Prices in East China Market by Applying ARIMAX Time Series and Machine Learning Models". In International Petroleum Technology Conference. IPTC, 2024. http://dx.doi.org/10.2523/iptc-23114-ms.
Testo completoGayashan, W. A. K., A. K. G. Dayarathna, R. W. M. A. P. Rajakaruna, T. J. N. Perera e T. S. G. Peiris. "Development of Time Series Model to Predict Daily Gold Price". In SLIIT INTERNATIONAL CONFERENCE ON ADVANCEMENTS IN SCIENCES AND HUMANITIES, 294–300. Faculty of Humanities & Sciences, SLIIT, 2024. https://doi.org/10.54389/wyml9575.
Testo completoRapporti di organizzazioni sul tema "Price of time"
Solórzano, Diego, e Lenin Arango-Castillo. Price Duration Using Daily Online Data: Time- or State-Dependent? Banco de México, agosto 2024. http://dx.doi.org/10.36095/banxico/di.2024.10.
Testo completoHamermesh, Daniel, e Jeff Biddle. Taking Time Use Seriously: Income, Wages And Price Discrimination. Cambridge, MA: National Bureau of Economic Research, novembre 2018. http://dx.doi.org/10.3386/w25308.
Testo completoGoldberg, Linda, e Christian Grisse. Time Variation in Asset Price Responses to Macro Announcements. Cambridge, MA: National Bureau of Economic Research, ottobre 2013. http://dx.doi.org/10.3386/w19523.
Testo completoRotemberg, Julio. Customer Anger at Price Increases, Time Variation in the Frequency of Price Changes and Monetary Policy. Cambridge, MA: National Bureau of Economic Research, novembre 2002. http://dx.doi.org/10.3386/w9320.
Testo completoGlower, Michel, Donald Haurin e Patric Hendershott. Selling Price and Selling Time: The Impact of Seller Motivation. Cambridge, MA: National Bureau of Economic Research, marzo 1995. http://dx.doi.org/10.3386/w5071.
Testo completoGraves, Thomas E. It's Time for DoD to Sack Its Price Stabilization Policy,. Fort Belvoir, VA: Defense Technical Information Center, gennaio 1995. http://dx.doi.org/10.21236/ada296148.
Testo completoBachmann, Ruediger, Benjamin Born, Steffen Elstner e Christian Grimme. Time-Varying Business Volatility and the Price Setting of Firms. Cambridge, MA: National Bureau of Economic Research, giugno 2013. http://dx.doi.org/10.3386/w19180.
Testo completoKorajczyk, Robert, Deborah Lucas e Robert McDonald. Understanding Stock Price Behavior around the Time of Equity Issues. Cambridge, MA: National Bureau of Economic Research, novembre 1989. http://dx.doi.org/10.3386/w3170.
Testo completoBajari, Patrick, Jane Cooley, Kyoo il Kim e Christopher Timmins. A Theory-Based Approach to Hedonic Price Regressions with Time-Varying Unobserved Product Attributes: The Price of Pollution. Cambridge, MA: National Bureau of Economic Research, febbraio 2010. http://dx.doi.org/10.3386/w15724.
Testo completoFuster, Andreas, Stephanie Lo e Paul Willen. The Time-Varying Price of Financial Intermediation in the Mortgage Market. Cambridge, MA: National Bureau of Economic Research, agosto 2017. http://dx.doi.org/10.3386/w23706.
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