Relevant bibliographies by topics / Determine price

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Academic literature on the topic 'Determine price'

Author: Grafiati
Published: 4 June 2021
Last updated: 13 February 2022

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Journal articles on the topic "Determine price"

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Sasongko, Hendro. "FAKTOR FUNDAMENTAL DAN MAKRO EKONOMI YANG MENENTUKAN HARGA SAHAM PERUSAHAAN MAKANAN DAN MINUMAN DI BURSA EFEK INDONESIA." JIMFE (Jurnal Ilmiah Manajemen Fakultas Ekonomi) 6, no. 1 (April 28, 2020): 1–12. http://dx.doi.org/10.34203/jimfe.v6i1.1935.

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The research intends to determine the stock price from fundamental (Current Ratio [CR], Return on Assets [ROA], Earning Per Share [EPS], Debt to Equity Ratio [DER]) and macroeconomic factors (Inflation Rate) of food and beverage companies on the Indonesia Stock Exchange. This type of research is a verification study with an explanatory survey method. The type of data used is secondary data with a sampling method that is purposive sampling. There are thirteen sample companies that use panel data regression analysis methods, with regression models that meet the classical assumption test. Based on the results of the study note that simultaneously CR, ROA, EPS, DER, and Inflation variables determine the stock price. Partially, CR does not determine the stock price, ROA partially determines the stock price positively and significantly. EPS partially determines stock prices positively and significantly. DER partially does not determine stock prices. The inflation rate partially determines stock prices negatively. The implication of this research is that companies really need to pay attention to the level of profitability because the ratio is very influential on investor perceptions. In addition, macroeconomics must also be considered because it affects the perception of investors in the company's position.
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Brady, Kevin, and Arjan Premti. "How Do Investors Determine Stock Prices after Large Price Shocks?" Journal of Behavioral Finance 20, no. 3 (December 20, 2018): 354–68. http://dx.doi.org/10.1080/15427560.2018.1511563.

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Simanjuntak, Josua Fernando, Agnes Prawita Sari, and Aulia Nada Syahputri. "Implementasi Fuzzy Tsukamoto Dalam Menentukan Harga Gabah Pada Petani." Brahmana : Jurnal Penerapan Kecerdasan Buatan 1, no. 2 (June 30, 2020): 121–25. http://dx.doi.org/10.30645/brahmana.v1i2.28.

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In human life, many things require decision making, including in agriculture. One of them is rice farmers who make the decision to determine the selling price of their grain according to the quality of their grain. By using Fuzzy logic, the grain price can be determined by going through the following stages: Fuzzification, Knowledge Base Formation, Fuzzy Inference, and Defuzzification. One of the Fuzzy logic methods that can be used is the Tsukamoto method, where this method has an output in the form of firm values. To be able to determine the price of grain, the data is taken from the Central Statistics Agency website, so that later prices and levels of grain quality can be determined properly. With this research, the farmers can determine the price of their grain exactly according to the quality of the grain. So that the problem of determining their grain prices can be overcome properly.
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Arısoy, Hasan, and Zeki Bayramoğlu. "Determination of the Effect of Price Fluctuations on Producer Income – the Case of Potatoes." Turkish Journal of Agriculture - Food Science and Technology 5, no. 11 (October 30, 2017): 1342. http://dx.doi.org/10.24925/turjaf.v5i11.1342-1349.1356.

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Prices of agricultural products fluctuate depending upon several factors. In Turkey, potatoes are one of the main products for which price fluctuations are observed. This study was undertaken to determine the effect of the fluctuation in potato prices on producer incomes in Turkey. The Neyman Method was used to determine the sample size. The number of enterprises required to achieve a representative sample size was determined to be 56, with a 5% error margin and a 95% reliability limit. The way in which the potato cultivation area is affected by price was examined. The Koyck model was utilized for this purpose. By using Koyck analysis, average lag time was calculated to be approximately 1 year. This result indicates that the fluctuation in potato prices has quite a rapid effect on production. It was determined that producer income varies greatly depending on annual potato prices. The difference between estimated potato price and the actual price for the year 2012 resulted in an income loss of 11,198.6 $/ha. Some sustainable efforts such as production planning can be recommended to prevent these price fluctuations.
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Viana, Rui Couto, and Lúcia Lima Rodrigues. "What Determines Port Wine Prices?" Journal of Wine Economics 2, no. 2 (2007): 203–12. http://dx.doi.org/10.1017/s1931436100000444.

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AbstractIn this study, we estimate a cross-sectional hedonic price function for Port wines in order to determine the price influence of several Port wine characteristics. Drawing on a large sample of more than 14,000 sales from the biggest Port wine firms we find that market prices can be explained by objective characteristics such as age, type of Port and type of brand appearing on the bottle label and subjective characteristics such as firm reputation. The Port type is the main price determinant. (JEL Classification: C21, Q11)
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Adams, Charles M., Fred J. Prochaska, and Thomas H. Spreen. "Price Determination in the U.S. Shrimp Market." Journal of Agricultural and Applied Economics 19, no. 2 (December 1987): 103–11. http://dx.doi.org/10.1017/s0081305200025371.

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AbstractThe monthly and quarterly price determination processes for 31–40 and 21–25 size classes of raw-headless shrimp were examined to determine price leadership between market levels. Causal relationships were assessed using Haugh-Pierce, Sims, and Granger methods. Price models at the retail, wholesale, and exvessel market levels were estimated. Economic factors analyzed were income, prices of competing products, landings and imports of raw headless shrimp, total retail supply, beginning stocks, and marketing costs.Monthly prices generally exhibited unidirectional causality from exvessel to retail price. Quarterly prices were determined interdependently among market levels. Price responses between market levels were found to be symmetric with beginning stocks, landings, and imports of own-size shrimp the most important determinants of price.
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Ellingerová, Helena, Zora Petráková, and Ingrida Skalíková. "Statistical Methods in Building Industry to Determine Prices Indices." Tehnički glasnik 14, no. 4 (December 9, 2020): 458–65. http://dx.doi.org/10.31803/tg-20200604105846.

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Tender price is often affected by the location of the construction, which is usually determined by the investor, and it has an impact on the traffic in the particular location. Individual time of supply and the method of realization play an important role as well. They both are determined by the investor along with the designer of the particular construction. Contractors often complain about the lack of time needed for the preparation of their tender prices. Therefore, it is necessary to look for the possibilities how to reliably speed up this process at the same time taking into account all of the specific features of a structure. This article deals with the application of two statistical methods. The Pareto analysis, which can be used during the design of the tender price, and the extrapolation method, which can be used for the estimation of the price development, based on the regression analysis of the time series. The results of the article particularly serve to contractors in the building industry to better prepare their price offers in tenders. The findings of this document may also be applicable in other countries which have a similar economic profile as Slovakia.
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Wright, Jesse T., Raymond L. Placid, and Marcus T. Allen. "Price Gouging In A Hurricane: Do Free Market Forces Circumvent Price Controls?" Journal of Business & Economics Research (JBER) 16, no. 2 (November 1, 2019): 19–30. http://dx.doi.org/10.19030/jber.v16i2.10319.

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This study analyzes gasoline prices in Florida and Georgia before and after Hurricane Irma, a major weather event that affected both states in 2017. The analysis reveals that gasoline prices in both states increased and stabilized well in advance of state of emergency declarations that triggered the states’ price gouging laws. Price gouging laws thus appear to be inconsequential. Free market forces determine prices unhindered by government price controls during hurricane emergencies.
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Kang, So-Yeon, Ge Bai, Michael J. DiStefano, Mariana P. Socal, Farah Yehia, and Gerard F. Anderson. "Comparative Approaches to Drug Pricing." Annual Review of Public Health 41, no. 1 (April 2, 2020): 499–512. http://dx.doi.org/10.1146/annurev-publhealth-040119-094305.

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The United States relies primarily on market forces to determine prices for drugs, whereas most other industrialized countries use a variety of approaches to determine drug prices. Branded drug companies have patents and market exclusivity periods in most industrialized countries. During this period, pharmaceutical companies are allowed to set their list price as high as they prefer in the United States owing to the absence of government price control mechanisms that exist in other countries. Insured patients often pay a percentage of the list price, and cost sharing creates some pressure to lower the list price. Pharmacy benefit managers negotiate with drug companies for lower prices by offering the drug company favorable formulary placement and fewer utilization controls. However, these approaches appear to be less effective, compared with other countries’ approaches to containing branded drug prices, because prices are substantially higher in the United States. Other industrialized countries employ various forms of rate setting and price regulation, such as external reference pricing, therapeutic valuation, and health technology assessment to determine the appropriate price.
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Pahwa, Deepak, and Binil Starly. "Network-based pricing for 3D printing services in two-sided manufacturing-as-a-service marketplace." Rapid Prototyping Journal 26, no. 1 (January 6, 2020): 82–88. http://dx.doi.org/10.1108/rpj-01-2019-0018.

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Purpose This paper presents approaches to determine a network-based pricing for 3D printing services in the context of a two-sided manufacturing-as-a-service marketplace. The purpose of this study is to provide cost analytics to enable service bureaus to better compete in the market by moving away from setting ad hoc and subjective prices. Design/methodology/approach A data mining approach with machine learning methods is used to estimate a price range based on the profile characteristics of 3D printing service suppliers. The model considers factors such as supplier experience, supplier capabilities, customer reviews and ratings from past orders and scale of operations, among others, to estimate a price range for suppliers’ services. Data were gathered from existing marketplace websites, which were then used to train and test the model. Findings The model demonstrates an accuracy of 65 per cent for US-based suppliers and 59 per cent for Europe-based suppliers to classify a supplier’s 3D printer listing in one of the seven price categories. The improvement over baseline accuracy of 25 per cent demonstrates that machine learning-based methods are promising for network-based pricing in manufacturing marketplaces Originality/value Conventional methodologies for pricing services through activity-based costing are inefficient in strategically priced 3-D printing service offering in a connected marketplace. As opposed to arbitrarily determining prices, this work proposes an approach to determine prices through data mining methods to estimate competitive prices. Such tools can be built into online marketplaces to help independent service bureaus to determine service price rates.
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Dissertations / Theses on the topic "Determine price"

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Tennemar, Johan, and Erik Koponen. "Practical applicability of methods to determine the transfer price of intangibles." Thesis, Jönköping University, JIBS, Commercial Law, 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-7680.

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This master’s thesis discusses and analyzes difficulties in transfer pricing methods’ applicability to intangibles. With basis from the OECD Transfer Pricing Guidelines and the U.S. regulations, this thesis investigates applicable methods in legislation, theory, recommendations, case law and how they are applied in practice.

The OECD Guidelines do not provide an exact solution to the valuation of a transfer of intangibles between controlled parties. It refers to the arm’s length principle to determine whether the price set for a transfer between controlled parties is the same, as unrelated parties would have paid, under the same circumstances.

The best method rule used in the U.S. has no preferred order of application although it provides specific methods to be applied to intangibles. In the U.S., as in most countries (and recommended by the OECD), the Comparable Uncontrolled Price/Comparable Uncontrolled Transaction methods are considered most reliable if comparables can be identified.

The profit split method is recommended if there are no comparable transactions available and is applicable to non-routine intangibles. Other methods that require comparables are however used in the application of the profit split method to set an arm’s length price on routine functions. This method will probably become more popular in the future since it is not as dependent on comparables as most other transfer pricing methods.

There are several other methods and approaches to the arm’s length principle, which shows the complexity of intangibles and the ambition to find some form of standard.

This master’s thesis has identified the problems with most of the methods applied to intangibles relying on comparables to some extent. The comparability factors concerning intangibles are a problem, as they are difficult to apply strictly and a frequent problem is the limited access to information. A majority of available agreements published in databases are strongly focused on U.S. based enterprises transactions and rarely disclose all the required details. As a result, the comparables used become less reliable since the geographical area, size of the enterprise and functions compared seldom are comparable with the tested party or transaction. In some industry sectors, it is almost impossible to find independent comparables, especially for non-routine intangibles.

The discrepancy between theory and practice is shown through the usage and acceptance by tax authorities and courts, of comparables without sufficient comparability. This simplified and practical approach to transfer pricing derives from the limited availability of information and the need to avoid unreasonable requirements on the MNEs to produce transfer pricing benchmarking in particular and documentation in general.

 


 

Denna magisteruppsats diskuterar och analyserar svårigheterna med internprissättningsmetoders tillämplighet på immateriella tillgångar. Med utgångspunkt från OECD:s riktlinjer och de amerikanska reglerna, undersöker denna uppsats lagstiftningen, teorin, rekommendationer och rättsfall rörande tillämpliga metoder och hur de tillämpas i praktiken.

OECD:s rekommendationer ger ingen direkt lösning på värderingen av transaktionen av immateriella tillgångar mellan parter i intressegemenskap. Den hänvisar till armlängdsprincipen för att avgöra huruvida priset på en transaktion mellan kontrollerade parter är samma som okontrollerade parter skulle ha betalat under samma omständigheter.

Best method rule som används i USA ger inget krav på i vilken ordning metoderna ska användas även om den omfattar särskilda metoder som skall tillämpas på immateriella tillgångar. I USA, liksom i de flesta länder (och rekommenderat av OECD), anses Comparable Uncontrolled Price/Comparable Uncontrolled Transaction metoderna vara de mest tillförlitliga om jämförbara transaktioner kan identifieras.

Profit split metoden rekommenderas om det inte finns några jämförbara transaktioner tillgängliga och kan användas på icke rutinmässiga immateriella tillgångar. Andra metoder som kräver jämförbara transaktioner används dock vid tillämpningen av profit split metoden för att bestämma ett armslängdsmässigt pris på rutinmässiga funktioner. Denna metod kommer troligen att bli mer populärt i framtiden eftersom den inte är lika beroende av jämförbara transaktioner som de flesta andra internprissättningsmetoder.

Det finns flera andra metoder och strategier för att bestämma ett armlängsmässigt pris vilket visar immateriella tillgångars komplexitet och ambitionen att hitta någon form av standard.

Denna magisteruppsats har påvisat problematiken med att de flesta metoder som tillämpas på immateriella tillgångar använder i viss utsträckning jämförbara transaktioner. Kompabilitetskraven på de jämförbara immateriella tillgångarna utgör ett problem eftersom de är svåra att tillämpa strikt och ett återkommande problem är den begränsade tillgången till information. En majoritet av de tillgängliga avtalen publiceras i databaser som är starkt fokuserad på amerikanska företags transaktioner och sällan ges alla nödvändiga uppgifter. Detta resulterar i sämre tillförlitlighet på de jämförbara transaktionerna, eftersom det geografiska området, storleken på företagen och dess funktioner sällan är jämförbara med de testade parterna eller transaktionerna. I vissa branscher är det näst intill omöjligt att hitta oberoende jämförbara transaktioner, särskilt för icke-rutinmässiga immateriella tillgångar.

Skillnaden mellan teori och praktik visas genom användandet, skattemyndigheters och domstolars accepterande, av transaktioner utan tillräcklig jämförbarhet. Detta förenklade och praktiska tillvägagångssätt beror på den begränsade tillgången på information och behovet av att undvika orimliga krav på multinationella företag att producera jämförbarhetsanalyser och dokumentation till internprissättningen

 

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Lunsford, Terry L. "CHARACTERISTICS OF BEEF CATTLE THAT DETERMINE THE PRICE DIFFERENCE BETWEEN TRADITIONAL AND CPH SALES." UKnowledge, 2005. http://uknowledge.uky.edu/gradschool_theses/172.

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Cattle producers are faced with difficult decisions on how they market theircalves. This study examines the different characteristics that play a role in determiningthe price of a group of animals. Identifying characteristics that determine pricedifferentials relative to the price premium given to producers participating in CPH salesis important information when producers are making a marketing decision. The modeldeveloped in this study provides producers with evidence of what characteristics generatethe highest price, as well as relative differences between sales locations and types ofsales. The more information available to producers, the better equipped they are to makedecisions.
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Fibich, Marek. "Vliv stavebních úprav na cenu polyfunkčního domu." Master's thesis, Vysoké učení technické v Brně. Ústav soudního inženýrství, 2014. http://www.nusl.cz/ntk/nusl-232881.

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Valuation of immovable property is made for different purposes. This paper will analyze the differences between these methods of valuation for the case of the valuation of multifunctional building before and after the proposed construction works.
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Cheng, Ka Wan. "What determine the information shares in the price discovery process between the index futures and the underlying cash index?" HKBU Institutional Repository, 2008. http://repository.hkbu.edu.hk/etd_ra/883.

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Pasadilla, B. "An investigation into the factors that determine the price adjustment mechanism of the residential real estate market in Hong Kong." Thesis, Hong Kong : University of Hong Kong, 1996. http://sunzi.lib.hku.hk/hkuto/record.jsp?B25939671.

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Schwartz, Emily R., and Matthew Warner. "Price discovery in commercial mortgage backed securities : what factors determine pricing at origination and after origination in the CMBS market." Thesis, Massachusetts Institute of Technology, 2008. http://hdl.handle.net/1721.1/59497.

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Thesis (S.M. in Real Estate Development)--Massachusetts Institute of Technology, Dept. of Urban Studies and Planning, Center for Real Estate, 2008 [first author]; and, (S.M. in Real Estate Development)--Massachusetts Institute of Technology, Dept. of Architecture, Center for Real Estate, 2008 [second author].
Includes bibliographical references (leaf 52).
The commercial mortgage-backed securities (CMBS) market has vastly evolved over the last decade, but it remains a very private and proprietary market in comparison to other bond markets such as corporate or municipal bonds. The formation of CMBS data source providers such as Trepp and Intex in recent years has added transparency to the market, but large gaps still remain in available information for CMBS investors, particularly in the secondary trading market. This thesis examines pricing of CMBS at origination, when it is sold by the issuer, and after origination, when it is traded in the secondary market. Using a sample of AAA rated CMBS this thesis seeks to determine which factors influence price at origination and after. This thesis is essentially split into two separate studies, one examining pricing at origination and the other pricing after origination. For both parts, regression analyses were performed on fifty AAA rated securities issued from June of 2001 to December of 2006. All deal level information was provided by Trepp, while JP Morgan Chase provided historical AAA rated CMBS market information as a comparison. Secondary pricing data, based on a proprietary pricing model was also provided by Trepp. A small sample of data from actual closed transactions in the secondary market was supplied by Morgan Stanley for comparison. The results of the first part of this thesis are very similar to previous works done on the topic and show that Debt Service Coverage Ratios, geographic concentration, and property type are all important factors in determining the initial price of a CMBS issuance. The results of the price at origination study show that investors preferred seasoned CMBS deals over new issues even though the fact that overall market spreads decreased during the studies time frame.
(cont.) This preference suggests that investors were more attracted to seasoned CMBS than they were to newer issuances. The second part of this thesis illustrated a similar inclination by investors to more seasoned CMBS in the secondary trading market. The authors conclude that variations do exist in the pricing of CMBS in the secondary trading market and that overall the market has significant enough transparency to incorporate different factors into investment decisions.
by Emily R. Schwartz & Matthew Warner.
S.M.in Real Estate Development
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Ylinen, Linnea, and Aldina Dervic. "What determines housing prices? : Characteristic´s impact on prices using hedonic price model." Thesis, Mälardalens högskola, Akademin för ekonomi, samhälle och teknik, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-43736.

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Brand, Rene. "An econophysical investigation : using the Boltzmann distribution to determine market temperature as applied to the JSE all share index." Thesis, Stellenbosch : University of Stellenbosch, 2009. http://hdl.handle.net/10019.1/879.

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Thesis (MBA (Business Management))--University of Stellenbosch, 2009.
ENGLISH ABSTRACT: Econophysics is a relatively new branch of physics. It entails the use of models in physics applied to economics. The distributions of financial time series are the aspect most intensely studied by physicists. This study is based on a study by Kleinert and Chen who applied the Boltzmann distribution to stock exchange data to define a market temperature that may be used by investors to indicate an impending stock market crash. Most econophysicists’ analysed the tail regions of the distributions as the tails represent risk in financial data. This study’s focus of analysis, on the other hand is the characterisation of the central portion of the probability distribution. The Boltzmann distribution, a cornerstone in statistical physics, yields an exponential distribution. The objective of this study is to investigate the suitability of using a market volatility forecasting method from econophysics, namely the Boltzmann/market temperature method. As econometric benchmark the ARCH/GARCH method is used. Stock market indices are known to be non-normally (non-Gaussian) distributed. The distribution pattern of a stock market index of reasonable high sampling frequency (typically interday or intraday) is leptokurtic with heavy tails. Mesoscopic (interday) distributions of financial time series have been found to be exponential distributions. If the empirical exponential distribution is therefore interpreted as a Boltzmann distribution, then a market temperature can be calculated from the exponential distribution. Empirical data for this study is in the form of daily closing values of the Johannesburg Stock Exchange (JSE) All Share Index (ALSI) and the Standard & Poor 500 (S & P 500) index for the period 1995 through to 2008. The Kleinert and Chen study made use of intraday data obtained from established markets. This study differs from the Kleinert and Chen study in that interday data obtained from an emerging market, namely the South African stock market is used. Neither of the aforementioned two differences had a significant influence on the results of this study. The JSE ALSI log-return data displays non-Gaussian properties and the Laplace (double exponential) distribution fit the data well. A plot of the market temperature provided a clear indication of when stock market crashes occurred. Results of the econophysical (Boltzmann/market temperature) method compared well to results of the econometric (ARCH/GARCH) method and subject to certain improvements can be utilised successfully. A leptokurtic, non-Gaussian nature was established for daily log-returns of the JSE ALSI and the S & P 500 index. The Laplace (double exponential) distribution fit the annual logreturns of the JSE ALSI and S & P 500 index well. As a result of the good Laplace fit, annual market temperatures could be calculated for the JSE ALSI and the S & P 500 index. The market temperature method was effective in identifying market crashes for both indices, but a limitation of the method is that only annual market temperatures can be determined. The availability of intraday stock index data should improve the interval for which market temperature can be determined.
AFRIKAANSE OPSOMMING: Ekonofisika is ‘n relatiewe nuwe studieveld. Dit behels die toepassing van fisiese modelle op finansiële data. Die waarskynlikheidsversdelings van finansiële tydreekse is die aspek wat meeste deur fisisie bestudeer word. Hierdie studie is gebaseer op ‘n studie deur Kleinert en Chen. Hulle het die Boltzmann-verspreiding op ‘n aandele-indeks toegepas en ‘n mark-temperatuur bepaal. Hierdie mark-temperatuur kan deur ontleders gebruik word as waarskuwingsmeganisme teen moontlike aandelebeurs ineenstortings. Die meeste fisisie het die uiterste areas van die verspreidingskurwes geanaliseer omdat hierdie uiterste area risiko in finansiële data verteenwoordig. Die analitiese fokus van hierdie studie, aan die ander kant, is die karakterisering van die die sentrale areas van die waarskeinlikheidsverdeling. Die Boltzmann verspreiding, die hoeksteen van Statistiese Fisika lewer ‘n eksponensiële waarskynlikheidsverdeling. Die doel van hierdie studie is om ‘n ondersoek te doen na die geskiktheid van die gebruik van ‘n ekonofisiese, vooruitskattingsmetode, naamlik die Boltzmann/mark-temperatuur model. As ekonometriese verwysing is die “ARCH/GARCH” metode toegepas. Aandelemark indekse is bekend vir die nie-Gaussiese verspreiding daarvan. Die verspreidingspatroon van ‘n aandelemark indeks met‘n redelike hoë steekproef frekwensie (in die orde van ‘n dag of minder) is leptokurties met breë stert-dele. Mesoskopiese (interdag) verspreidings van finansiële tydreekse is getipeer as eksponensieël. Indien die empiriese eksponensiële-verspreiding as ‘n Boltzmann-verspreiding geinterpreteer word, kan ‘n mark-temperatuur daarvoor bereken word. Empiriese data vir die gebruik in hierdie studie is in die vorm van daaglikse sluitingswaardes van die Johannesburgse Effektebeurs (JSE) se Alle Aandele Indeks (ALSI) en die Standard en Poor 500 (S & P 500) indeks vir die periode 1995 tot en met 2008. Die Kleinert en Chen studie het van intradag data vanuit ‘n ontwikkelde mark gebruik gemaak. Hierdie studie verskil egter van die Kleinert en Chen studie deurdat van interdag data vanuit ‘n opkomende mark, naamlik die Suid-Afrikaanse aandelemark, gebruik is. Nie een van die twee voorafgaande verskille het ‘n beduidende invloed op die resultate van hierdie studie gehad nie. Die JSE ALSI se logaritmiese opbrengs data vertoon nie-Gaussiese eienskappe en die Laplace (dubbeleksponensiële) verspreiding beskryf die data goed. ‘n Grafiek van die mark-temperatuur vertoon duidelik wanneer aandelemarkineenstortings plaasgevind het. Resultate van die ekonofisiese (Boltzmann/mark-temperatuur) metode vergelyk goed met resultate van die ekonometriese (“ARCH/GARCH”) metode en onderhewig aan sekere verbeteringe kan dit met sukses toegepas word. ‘n Leptokurtiese, nie-Gaussiese aard is vir daaglike opbrengswaardes vir die JSE ALSI en die S & P 500 indeks vasgestel. ‘n Laplace (dubbel-eksponensiële) verspreiding kan goed op die jaarlikse logaritmiese opbrengste van die JSE ALSI en die S & P 500 indeks toegepas word. As gevolg van die goeie aanwending van die Laplace-verspreiding kan ‘n jaarlikse mark-temperatuur vir die JSE ALSI en die S & P 500 indeks bereken word. Die mark-temperatuur metode is effektief in die identifisering van aandelemarkineenstorings vir beide indekse, hoewel daar ‘n beperking is op die aantal mark-temperature wat bereken kan word. Die beskikbaarheid van intradag aandele indekswaardes behoort die interval waarvoor mark-temperature bereken kan word te verbeter.
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Pérez, Isaac Borràs. "Spanish pharmacies valuation: what determines their price-to-sales ratio?" reponame:Repositório Institucional do FGV, 2016. http://hdl.handle.net/10438/17338.

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This paper explores the relationship between the regional macroeconomic, demographic and business specific factors with the 'price-to-sales ratio' multiple used when pricing a pharmacy in Spain. Past pharmacies market studies have focused their attention on qualitative and subjective aspects in order to determine the potential value of a pharmacy. Hedonic method using multiple regression analysis shows that even when there is an expansive period the national economy, the strongest relationship performs more on regional welfare and regulation elements, behaving aligned with the traditional market perception.
Este travalho explora a relação entre os fatores específicos da macroeconômica, demográfica e fatores comerciais regionais com o múltiplo 'rátio preço-vendas', usada quando se escolhem os preços de venda das farmácias em Espanha. Os últimos estudos de mercado das farmácias têm-se centrado a sua atenção sobre os aspectos qualitativos e subjetivos, a fim de determinar o valor potencial de uma farmácia. Método hedônico usando análise de regressão múltipla mostra que mesmo quando há um período expansivo da economia nacional, a relação mais forte realiza mais em elementos de bem-estar e de regulamentação regionais, comportando-se alinhada com a percepção tradicional mercado.
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Dittrichová, Zuzana. "Vlivy působící na cenu stavebních pozemků." Master's thesis, Vysoké učení technické v Brně. Ústav soudního inženýrství, 2017. http://www.nusl.cz/ntk/nusl-318581.

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The aim of the diploma thesis is to find out and evaluate the influences affecting the price of building lands in the given region. Furthermore, the results are confronted with the valuation decree. In the theoretical part are given the definitions of building lands according to different legal regulations. In the practical part, thirty parcels are valued, divided into two localities and subsequently compared with the purchase price of the individual lands.
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Books on the topic "Determine price"

1

Cashing in on the Dow: Using Dow theory to trade and determine trends in today's markets. Chicago, Ill: John Magee, 1998.

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Walker, Craig A. Surveys to determine the current distribution of roundtail chub, flannelmouth sucker, and bluehead sucker in the Price River drainage, during 2002. Salt Lake City, Utah: Utah Dept. of Natural Resources, Division of Wildlife Resources, 2003.

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The small business valuation book: Easy-to-use techniques that will help you-- determine a fair price, negotiate terms, minimize taxes. Avon, MA: Adams Business, 2008.

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David, Bowers Q., ed. Photograde: A photographic grading encyclopedia for United States coins : a guide to evaluating the features which determine the price of rare coins. Wolfeboro, N.H: Bowers and Merena Galleries, 1990.

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Canzoneri, Matthew B. Is the price level determined by the needs of fiscal solvency? Cambridge, MA: National Bureau of Economic Research, 1998.

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Harvey, Campbell R. What determines expected international asset returns? Cambridge, MA: National Bureau of Economic Research, 1994.

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Özçam, Mustafa. An analysis of the macroeconomic factors that determine stock returns in Turkey. Ankara: Sermaye Piyasası Kurulu, 1997.

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Grant, Keith B. Investigation of methodologies used by less-than-truckload (LTL) motor carriers to determine fuel surcharges. Ames, Iowa: Midwest Transportation Consortium, c/o Iowa State University, 2007.

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Dhawan, Rajeev. What determines the output drop after an energy price increase: Household or firm energy share? Atlanta, Ga.]: Federal Reserve Bank of Atlanta, 2007.

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John, Huber. Geigen, Bestimmung der Preise: Geigen und Bogen, was bestimmt ihren Wert? = Violin, price determination : violins and bows, what determines their value? Frankfurt/M., West Germany: E. Bochinsky, 1988.

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Book chapters on the topic "Determine price"

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Kos, Mitja. "How to Determine the Price of a Service." In The Pharmacist Guide to Implementing Pharmaceutical Care, 449–54. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-92576-9_36.

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Demiriz, Ayhan, Ahmet Cihan, and Ufuk Kula. "Analyzing Price Data to Determine Positive and Negative Product Associations." In Neural Information Processing, 846–55. Berlin, Heidelberg: Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-642-10677-4_96.

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Uma Maheswari, B., R. Sujatha, S. Fantina, and A. Mansurali. "ARIMA Versus ANN—A Comparative Study of Predictive Modelling Techniques to Determine Stock Price." In Lecture Notes in Networks and Systems, 315–23. Singapore: Springer Singapore, 2021. http://dx.doi.org/10.1007/978-981-15-9689-6_35.

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Herings, P. Jean-Jacques. "Endogenously Determined Price Rigidities." In Theory and Decision Library, 269–306. Boston, MA: Springer US, 1996. http://dx.doi.org/10.1007/978-1-4615-6251-1_8.

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Marques, João Lourenço, Paulo Batista, Eduardo Anselmo Castro, and Arnab Bhattacharjee. "Spatial Automated Valuation Model (sAVM) – From the Notion of Space to the Design of an Evaluation Tool." In Computational Science and Its Applications – ICCSA 2021, 75–90. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-86973-1_6.

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AbstractAssuming that it is not possible to detach a dwelling from its location, this article highlights the relevance of space in the context of housing market analysis and the challenge of capturing the key elements of spatial structure in an automated valuation model: location attributes, heterogeneity, dependence and scale. Thus, the aim is to present a spatial automated valuation model (sAVM) prototype, which uses spatial econometric models to determine the value of a residential property, based on identification of eight housing characteristics (seven are physical attributes of a dwelling, and one is its location; once this spatial data is known, dozens of new variables are automatically associated with the model, producing new and valuable information to estimate the price of a housing unit). This prototype was developed in a successful cooperation between an academic institution (University of Aveiro) and a business company (PrimeYield SA), resulting the Prime AVM & Analytics product/service. This collaboration has provided an opportunity to materialize some of fundamental knowledge and research produced in the field of spatial econometric models over the last 15 years into decision support tools.
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Odongtoo, Godfrey, Denis Ssebuggwawo, and Peter Okidi Lating. "Water Resource Management Frameworks in Water-Related Adaptation to Climate Change." In African Handbook of Climate Change Adaptation, 1–14. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-42091-8_24-1.

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AbstractThis chapter addresses the use of partial least squares–structural equation modeling (PLS-SEM) to determine the requirements for an effective development of water resource management frameworks. The authors developed a quantitative approach using Smart-PLS version 3 to reveal the views of different experts based on their experiences in water-related adaptation to climate change in the Lake Victoria Basin (LVB) in Uganda. A sample size of 152 was computed from a population size of 245 across the districts of Buikwe, Jinja, Mukono, Kampala, and Wakiso. The chapter aimed to determine the relationship among the availability of legal, regulatory, and administrative frameworks, public water investment, price and demand management, information requirements, coordination structures, and analytical frameworks and how they influence the development of water resource management frameworks. The findings revealed that the availability of legal, regulatory, and administrative frameworks, public water investment, price and demand management, information requirements, and coordination structures had significant and positive effects on the development of water resource management frameworks. Public water investment had the highest path coefficient (β = 0.387 and p = 0.000), thus indicating that it has the greatest influence on the development of water resource management frameworks. The R2 value of the model was 0.714, which means that the five exogenous latent constructs collectively explained 71.4% of the variance in the development. The chapter suggests putting special emphasis on public water investment to achieve an effective development of water resource management frameworks. These findings can support the practitioners and decision makers engaged in water-related adaptation to climate change within the LVB and beyond.
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Odongtoo, Godfrey, Denis Ssebuggwawo, and Peter Okidi Lating. "Water Resource Management Frameworks in Water-Related Adaptation to Climate Change." In African Handbook of Climate Change Adaptation, 993–1006. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-45106-6_24.

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AbstractThis chapter addresses the use of partial least squares–structural equation modeling (PLS-SEM) to determine the requirements for an effective development of water resource management frameworks. The authors developed a quantitative approach using Smart-PLS version 3 to reveal the views of different experts based on their experiences in water-related adaptation to climate change in the Lake Victoria Basin (LVB) in Uganda. A sample size of 152 was computed from a population size of 245 across the districts of Buikwe, Jinja, Mukono, Kampala, and Wakiso. The chapter aimed to determine the relationship among the availability of legal, regulatory, and administrative frameworks, public water investment, price and demand management, information requirements, coordination structures, and analytical frameworks and how they influence the development of water resource management frameworks. The findings revealed that the availability of legal, regulatory, and administrative frameworks, public water investment, price and demand management, information requirements, and coordination structures had significant and positive effects on the development of water resource management frameworks. Public water investment had the highest path coefficient (β = 0.387 and p = 0.000), thus indicating that it has the greatest influence on the development of water resource management frameworks. The R2 value of the model was 0.714, which means that the five exogenous latent constructs collectively explained 71.4% of the variance in the development. The chapter suggests putting special emphasis on public water investment to achieve an effective development of water resource management frameworks. These findings can support the practitioners and decision makers engaged in water-related adaptation to climate change within the LVB and beyond.
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Holmes, Yvette M., Lauren Skinner Beitelspacher, Bryan Hochstein, and Willy Bolander. "Co-creating “The Deal.” How Salesperson Negotiation Strategies and Customer Persuasion Knowledge Interact to Determine Price Discounts and Customer Satisfaction: A Structured Abstract." In Creating Marketing Magic and Innovative Future Marketing Trends, 1027–31. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-45596-9_191.

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Schnell, Fabian. "What Determines Price Changes and the Distribution of Prices? Evidence from the Swiss CPI." In Heterogeneity in Macroeconomics and its Implications for Monetary Policy, 79–153. Wiesbaden: Springer Fachmedien Wiesbaden, 2015. http://dx.doi.org/10.1007/978-3-658-09731-8_4.

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Johnston, Craig M. T., Brad Stennes, and G. Cornelisvan Kooten. "Modeling bilateral forest products trade." In International trade in forest products: lumber trade disputes, models and examples, 43–82. Wallingford: CABI, 2021. http://dx.doi.org/10.1079/9781789248234.0043.

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Abstract The focus in this chapter is on the development of mathematical programming models used to model bilateral forest products trade. Theoretical outlines are provided of a multi-region, single product trade model and of an integrated, multi-region, multi-product trade model. The objective function and constraints are described mathematically, while the analysis takes into account horizontal and vertical chains and the need to calibrate the model using observed trade flows. Data sources are discussed, and the GAMS code is provided for the uncalibrated and calibrated versions of the model. The Canada-U.S. softwood lumber dispute is the raison d'être for much applied work in modeling forest products trade, especially on Canada's side. In this chapter, we examine several spatial price equilibrium (SPE) trade models that are currently used to investigate the implications of trade barriers imposed on Canadian exports of softwood lumber to the United States. The reason we consider bilateral trade is so that we can determine the impacts of trade restrictions on various regions in North America. We begin in the next section by specifying a general but vertically integrated SPE trade model.
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Conference papers on the topic "Determine price"

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Ramirez, Elmer. "Economic Model to Determine Electric Car Price Through Incentives." In 2018 IEEE ANDESCON. IEEE, 2018. http://dx.doi.org/10.1109/andescon.2018.8564696.

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Aliu, Besmire, and Saranda Kaçiu. "Three Cost-plus Methods to Determine the Selling Price." In University for Business and Technology International Conference. Pristina, Kosovo: University for Business and Technology, 2017. http://dx.doi.org/10.33107/ubt-ic.2017.275.

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Wang, Li-Xin. "Speculative dynamical systems: How technical trading rules determine price dynamics." In 2014 IEEE Symposium on Computational Intelligence in Control and Automation (CICA). IEEE, 2014. http://dx.doi.org/10.1109/cica.2014.7013230.

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Yabe, Akihiro, Shinji Ito, and Ryohei Fujimaki. "Robust Quadratic Programming for Price Optimization." In Twenty-Sixth International Joint Conference on Artificial Intelligence. California: International Joint Conferences on Artificial Intelligence Organization, 2017. http://dx.doi.org/10.24963/ijcai.2017/648.

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The goal of price optimization is to maximize total revenue by adjusting the prices of products, on the basis of predicted sales numbers that are functions of pricing strategies. Recent advances in demand modeling using machine learning raise a new challenge in price optimization, i.e., how to manage statistical errors in estimation. In this paper, we show that uncertainty in recently-proposed prescriptive price optimization frameworks can be represented by a matrix normal distribution. For this particular uncertainty, we propose novel robust quadratic programming algorithms for conservative lower-bound maximization. We offer an asymptotic probabilistic guarantee of conservativeness of our formulation. Our experiments on both artificial and actual price data show that our robust price optimization allows users to determine best risk-return trade-offs and to explore safe, profitable price strategies.
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Fitriyana, Rahma Firsty, Brady Rikumahu, Sri Widiyanesti, and Andry Alamsyah. "Principal Component Analysis to Determine Main Factors Stock Price of Consumer Goods Industry." In 2020 International Conference on Data Science and Its Applications (ICoDSA). IEEE, 2020. http://dx.doi.org/10.1109/icodsa50139.2020.9212845.

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Kim, Y. Richard, S. Joon Lee, Youngguk Seo, and Omar El-Haggan. "A Mechanistic Approach to Determine Price Reduction Factors for Density-Deficient Asphalt Pavements." In Airfield and Highway Pavements Specialty Conference 2006. Reston, VA: American Society of Civil Engineers, 2006. http://dx.doi.org/10.1061/40838(191)86.

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Cui, Shumei. "A New Way to Determine Engineering Cost Price in the Construction Engineering Tendering." In 2nd International Conference on Electronic and Mechanical Engineering and Information Technology. Paris, France: Atlantis Press, 2012. http://dx.doi.org/10.2991/emeit.2012.113.

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Retnamony, Rajesh, and I. Jacob Raglend. "Determine the locational marginal price and social welfare maximization in a deregulated power system." In 2016 International Conference on Circuit, Power and Computing Technologies (ICCPCT). IEEE, 2016. http://dx.doi.org/10.1109/iccpct.2016.7530323.

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Karataş, Togan, and Emre Ürkmez. "Dynamics Affecting Gold Prices in the Global Crisis." In International Conference on Eurasian Economies. Eurasian Economists Association, 2013. http://dx.doi.org/10.36880/c04.00714.

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Gold prices have been one of the most observed financial indicators in the global economy. Various macro dynamics that historically determine the price of gold, as a precious metal have been initiated. In this scope, gold price fluctuations are closely linked to the global economic conjuncture. In this study, the role of gold in the global economy and historical gold prices are examined briefly, and in the course of global finance crisis, the elements Dow- Jones Index, petrol prices and silver prices as assigning gold prices are dealt with. An economic and econometric analysis is carried out for these indicators since it is regarded that they are crucially instrumental in gold prices. Study period is determined monthly and covers between 2007:01 and 2013:02. Johansen co-integration test, VECM and impulse response analyses are used in the econometric analysis. According to VECM analysis, it has been found out that the indicators do not act in unison in the short term, but the results of co-integration analysis reveal that gold prices are associated with the related economic indicators in the long term. As a result of impulse response analysis, it is seen that gold prices are more influenced by the fluctuations in petrol prices than other indicators. Within the frame of findings, it has been revealed that gold prices unsurprisingly increase during the crisis periods and are influenced by the indicators stated above.
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Aggarwal, Apoorva, Isha Gupta, Novesh Garg, and Anurag Goel. "Deep Learning Approach to Determine the Impact of Socio Economic Factors on Bitcoin Price Prediction." In 2019 Twelfth International Conference on Contemporary Computing (IC3). IEEE, 2019. http://dx.doi.org/10.1109/ic3.2019.8844928.

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Reports on the topic "Determine price"

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Alfaro, Laura, Paola Conconi, Harald Fadinger, and Andrew Newman. Do Prices Determine Vertical Integration? Cambridge, MA: National Bureau of Economic Research, June 2010. http://dx.doi.org/10.3386/w16118.

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Canzoneri, Matthew, Robert Cumby, and Behzad Diba. Is the Price Level Determined by the Needs of Fiscal Solvency? Cambridge, MA: National Bureau of Economic Research, March 1998. http://dx.doi.org/10.3386/w6471.

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Dwyer, Jr., Gerald P., and R. W. Hafer. Do Fundamentals, Bubbles or Neither Determine Stock Prices? Some International Evidence. Federal Reserve Bank of St. Louis, 1989. http://dx.doi.org/10.20955/wp.1989.003.

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Gundacker, Roman. The Descent of Kawab and Hetepheres II. Verlag der Österreichischen Akademie der Wissenschaften, December 2018. http://dx.doi.org/10.1553/erc_stg_757951_r._gundacker_the_descent_of_kawab_and_hetepheres_ii.

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According to the communis opinio, prince Kawab is a son of Cheops. This assumption is primarily based on G. A. Reisner’s conclusions about the location of mastabahs and queen’s pyramids in the East Field and on three relief fragments from mastabah G 7110/20, which W. S. Smith ingeniously assigned to a scene naming Kawab and his mother Meretites. Early after G. A. Reisner had published the first part of his view on the history of the royal family of the Fourth Dynasty, substantial critique was brought forward by W. Federn. Following the latter, Kawab should be considered a grandson of Sneferu because, apart from mastabah G 7110/20 in Gizah, another mastabah at Dahshur bears witness of him. Even though it is now safely determined that the two are neither one and the same person nor contemporaries, W. Federn’s review has been taken as a starting point for further critical investigation by some scholars who came to the conclusion that Kawab was rather a son of Sneferu.
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Lagutin, Andrey, and Tatyana Sidorina. SYSTEM OF FORMATION OF PROFESSIONAL AND PERSONAL SELF-GOVERNMENT AMONG CADETS OF MILITARY INSTITUTES. Science and Innovation Center Publishing House, December 2020. http://dx.doi.org/10.12731/self-government.

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When carrying out professional activities, officers of the VNG of the Russian Federation are often in difficult, stressful, emotionally stressful situations associated with the use of weapons as a particularly dangerous means of destruction. The right to use a weapon by an officer makes him responsible for its use. And therefore requires the officer to make a balanced optimal decision, which is associated with the risk and transience of events, and in which no mistake can be made, since the price of it can be someone's life. It is at such a moment that it is important that the officer has stable skills in making a decision on the use of weapons, and this requires skills not only in managing subordinates or the situation,but in managing himself. The complication of the military-professional activity, manifested in the need to develop the ability to quickly and accurately make command decisions, exacerbating the problem of social responsibility of an officer who has the management of unit that leads to an understanding of his singular personal and professional responsibility, as the ability to govern themselves makes it possible to achieve a positive result of the Department for the DBA. This characterizes the need for a commander to have the ability to manage himself, as a "system" that manages others. Forming skills of self-control, patience, compassion, having mastered algorithms of making managerial decisions, the cycle of implementing managerial functions, etc., a person comes to the belief: "before effectively managing others, it is necessary to learn how to manage yourself." The required level of personal and professional maturity can be formed in a person as a result of purposeful self-management, which determines the special role of professional and personal self-management in the training of future officers.
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Carrasquilla-Barrera, Alberto, Arturo José Galindo-Andrade, Gerardo Hernández-Correa, Ana Fernanda Maiguashca-Olano, Carolina Soto, Roberto Steiner-Sampedro, and Juan José Echavarría-Soto. Report of the Board of Directors to the Congress of Colombia - July 2020. Banco de la República de Colombia, February 2021. http://dx.doi.org/10.32468/inf-jun-dir-con-rep-eng.07-2020.

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In Colombia, as well as in the rest of the world, the Covid-19 pandemic has seriously damaged the health and well-being of the people. In order to limit the damage, local and national authorities have had to order large sectors of the population to be confined at their homes for long periods of time. An inevitable consequence of isolation has been the collapse of economic activity, expenditure, and employment, a phenomenon that has hit many countries of the world affected by the disease. It is an unprecedented crisis in modern times, not so much for its intensity (which is undoubtedly immense), but because its origin is not economic. That is what makes it so unpredictable and difficult to manage. Naturally, its economic consequences are enormous. Governments and central banks from all over the world are struggling to mitigate them, but the final solution is not in the hands of the economic authorities. Only science can provide a way out. In the meantime, the economic indicators in Colombia and in the rest of the world cause concern. The output falls, the massive loss of jobs, and the closure of businesses of all sizes have become daily news. Added to this, there is the deterioration in global financial conditions and the increase in the risk indicators. Financial volatility has increased and stock indexes have fallen. In the face of the lower global demand, export prices of raw materials have fallen, affecting the terms of trade for producing countries. Workers’ remittances have declined due to the increase of unemployment in developed countries. This crisis has also generated a strong reduction of global trade of goods and services, and effects on the global value chains. Central banks around the world have reacted decisively and quickly with strong liquidity injections and significant cuts to their interest rates. By mid-July, such determined response had succeeded to revert much of the initial deterioration in global financial conditions. The stock exchanges stopped their fall, and showed significant recovery in several countries. Risk premia, which at the beginning of the crisis took an unusual leap, recorded substantial corrections. Something similar happened with the volatility indexes of global financial markets, which exhibited significant improvement. Flexibilization of confinement measures in some economies, broad global liquidity, and fiscal policy measures have also contributed to improve global external financial conditions, albeit with indicators that still do not return to their pre-Covid levels.
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