Matches in SemOpenAlex for { <https://semopenalex.org/work/W181081901> ?p ?o ?g. }
Showing items 1 to 91 of
91
with 100 items per page.
- W181081901 endingPage "166" @default.
- W181081901 startingPage "159" @default.
- W181081901 abstract "The focus of this work is the computation of efficient strategies for commodity trading in a multi-market environment. In today's global economy commodities are often bought in one location and then sold (right away, or after some storage period) in different markets. Thus, a trading decision in one location must be based on expectations about future price curves in all other relevant markets, and on current and future storage and transportation costs. Investors try to compute a strategy that maximizes expected return, usually with some limitations on assumed risk.With standard stochastic assumptions on commodity price fluctuations, computing an optimal strategy can be modeled as a Markov decision process (MDP). However, in general such a formulation does not lead to efficient algorithms. In this work we propose a model for representing the multi-market trading problem and show how to obtain efficient structured algorithms for computing optimal strategies for a number of commonly used trading objective functions (Expected NPV, Mean-Variance, and Value at Risk)." @default.
- W181081901 created "2016-06-24" @default.
- W181081901 creator A5012461386 @default.
- W181081901 creator A5028869858 @default.
- W181081901 creator A5081080355 @default.
- W181081901 creator A5081273303 @default.
- W181081901 date "2000-04-14" @default.
- W181081901 modified "2023-09-26" @default.
- W181081901 title "Computing global strategies for multi-market commodity trading" @default.
- W181081901 cites W1516216243 @default.
- W181081901 cites W1787213081 @default.
- W181081901 cites W1995503011 @default.
- W181081901 cites W2028145673 @default.
- W181081901 cites W2053913299 @default.
- W181081901 cites W2065704444 @default.
- W181081901 cites W2119567691 @default.
- W181081901 cites W2159307101 @default.
- W181081901 cites W2341171179 @default.
- W181081901 cites W2798766386 @default.
- W181081901 hasPublicationYear "2000" @default.
- W181081901 type Work @default.
- W181081901 sameAs 181081901 @default.
- W181081901 citedByCount "0" @default.
- W181081901 crossrefType "proceedings-article" @default.
- W181081901 hasAuthorship W181081901A5012461386 @default.
- W181081901 hasAuthorship W181081901A5028869858 @default.
- W181081901 hasAuthorship W181081901A5081080355 @default.
- W181081901 hasAuthorship W181081901A5081273303 @default.
- W181081901 hasConcept C10138342 @default.
- W181081901 hasConcept C105795698 @default.
- W181081901 hasConcept C106159729 @default.
- W181081901 hasConcept C106189395 @default.
- W181081901 hasConcept C126255220 @default.
- W181081901 hasConcept C127413603 @default.
- W181081901 hasConcept C131562839 @default.
- W181081901 hasConcept C149782125 @default.
- W181081901 hasConcept C159886148 @default.
- W181081901 hasConcept C162324750 @default.
- W181081901 hasConcept C18762648 @default.
- W181081901 hasConcept C2776667075 @default.
- W181081901 hasConcept C2779439359 @default.
- W181081901 hasConcept C33923547 @default.
- W181081901 hasConcept C41008148 @default.
- W181081901 hasConcept C78508483 @default.
- W181081901 hasConcept C78519656 @default.
- W181081901 hasConceptScore W181081901C10138342 @default.
- W181081901 hasConceptScore W181081901C105795698 @default.
- W181081901 hasConceptScore W181081901C106159729 @default.
- W181081901 hasConceptScore W181081901C106189395 @default.
- W181081901 hasConceptScore W181081901C126255220 @default.
- W181081901 hasConceptScore W181081901C127413603 @default.
- W181081901 hasConceptScore W181081901C131562839 @default.
- W181081901 hasConceptScore W181081901C149782125 @default.
- W181081901 hasConceptScore W181081901C159886148 @default.
- W181081901 hasConceptScore W181081901C162324750 @default.
- W181081901 hasConceptScore W181081901C18762648 @default.
- W181081901 hasConceptScore W181081901C2776667075 @default.
- W181081901 hasConceptScore W181081901C2779439359 @default.
- W181081901 hasConceptScore W181081901C33923547 @default.
- W181081901 hasConceptScore W181081901C41008148 @default.
- W181081901 hasConceptScore W181081901C78508483 @default.
- W181081901 hasConceptScore W181081901C78519656 @default.
- W181081901 hasLocation W1810819011 @default.
- W181081901 hasOpenAccess W181081901 @default.
- W181081901 hasPrimaryLocation W1810819011 @default.
- W181081901 hasRelatedWork W1573057062 @default.
- W181081901 hasRelatedWork W1993619966 @default.
- W181081901 hasRelatedWork W2090518198 @default.
- W181081901 hasRelatedWork W2166493388 @default.
- W181081901 hasRelatedWork W2224751606 @default.
- W181081901 hasRelatedWork W2570451095 @default.
- W181081901 hasRelatedWork W2777950806 @default.
- W181081901 hasRelatedWork W2964022686 @default.
- W181081901 hasRelatedWork W2998677462 @default.
- W181081901 hasRelatedWork W3020683832 @default.
- W181081901 hasRelatedWork W3025675975 @default.
- W181081901 hasRelatedWork W3121983923 @default.
- W181081901 hasRelatedWork W3125034952 @default.
- W181081901 hasRelatedWork W3125470693 @default.
- W181081901 hasRelatedWork W3125572110 @default.
- W181081901 hasRelatedWork W3203503692 @default.
- W181081901 hasRelatedWork W3212337410 @default.
- W181081901 hasRelatedWork W773445520 @default.
- W181081901 hasRelatedWork W3121751857 @default.
- W181081901 hasRelatedWork W3123030724 @default.
- W181081901 isParatext "false" @default.
- W181081901 isRetracted "false" @default.
- W181081901 magId "181081901" @default.
- W181081901 workType "article" @default.