Sökning: "incomplete information"

Visar resultat 1 - 5 av 205 avhandlingar innehållade orden incomplete information.

  1. 1. Information and financial markets

    Författare :Stefan Anchev; Jörgen Hellström; Rickard Olsson; Juha-Pekka Kallunki; Umeå universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Information; dissemination of information; production of private information; information disadvantage; investor base; stock return anomalies; stock price informativeness; quantity of firm disclosure; less sophisticated individual investors;

    Sammanfattning : The results in this thesis are consistent with the hypotheses that: 1) the incomplete dissemination of information across investors helps in explaining the occurrence and the persistence of cross-sectional stock return anomalies, 2) the properties of the investor base of a stock have implications for the informativeness of the stock's price and 3) a greater quantity of firm disclosure places less sophisticated investors at an information disadvantage. Overall, the thesis provides new empirical evidence about the role of information in financial markets. LÄS MER

  3. 2. Optimal stopping, incomplete information, and stochastic games

    Författare :Yuqiong Wang; Erik Ekström; Sören Christensen; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Optimal stopping; sequential analysis; incomplete information; asymmetric information; stochastic filtering; Dynkin games; tug-of-war games; Mathematics; Matematik;

    Sammanfattning : This thesis contains six papers on the topics of optimal stopping and stochastic games. Paper I extends the classical Bayesian sequential testing and detection problems for a Brownian motion to higher dimensions. We demonstrate unilateral concavity of the cost function and present its structural properties through various examples. LÄS MER

  4. 3. Selfish Dynamic Spectrum Access in Multichannel Wireless Networks : Complete and incomplete information analysis

    Författare :Ali Özyagci; Jens Zander; Alexandre Proutiere; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Game theory; Multichannel random access; Bayesian game; Nash equilibrium Heterogeneous channels; SRA - ICT; SRA - Informations- och kommunikationsteknik;

    Sammanfattning : The increasing popularity and widespread deployment of wireless data systems fuel the increasing demand for more spectrum. On the other hand, various studies measuring spectrum utilization show that there is a huge variation in spectrum utilization at different times and locations. LÄS MER

  5. 4. Coordinated MultiPoint Transmission with Incomplete Information

    Författare :Tilak Rajesh Lakshmana; Chalmers tekniska högskola; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; scheduling; precoding; coordinated multipoint; joint transmission; backhauling; particle swarm optimization; decentralized; stochastic optimization; convex optimization; efficient backhauling; centralized;

    Sammanfattning : The demand for higher data rates and efficient use of various resources has been an unquenchable thirst across different generations of cellular systems, and it continues to be so. Aggressive reuse of frequency resources in cellular systems gives rise to intercell interference which severely affects the data rate of users at the cell-edge. LÄS MER

  7. 5. Mapping incomplete relational data : networks in ecology & evolution

    Författare :Daniel Edler; Martin Rosvall; Alexandre Antonelli; Renaud Lambiotte; Umeå universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; network science; information theory; map equation; community detection; biogeography; evolution;

    Sammanfattning : We live in an interconnected world full of complex systems that cannot be understood simply by analyzing their components. From how genes regulate biological functions to the distribution of life on Earth, we need methods that can analyze systems as a whole. LÄS MER