2 papers
stat.ME2024
Global Tests for Smoothed Functions in Mean Field Variational Additive Models
Mark J. Meyer, Junyi Wei
Variational regression methods are an increasingly popular tool for their efficient estimation of complex. Given the mixed model representation of penalized effects, additive regre…
q-fin.GN2015
How Market Structure Drives Commodity Prices
Bin Li, K. Y. Michael Wong, Amos H. M. Chan +4
We introduce an agent-based model, in which agents set their prices to maximize profit. At steady state the market self-organizes into three groups: excess producers, consumers and…