Dynamic Pricing in Securities Lending Market: Application in Revenue Optimization for an Agent Lender Portfolio.
Jing XuYung-Cheng HsuWilliam BiscarriPublished in: CoRR (2024)
Keyphrases
- dynamic pricing
- market conditions
- optimal pricing
- revenue management
- decision making
- pricing model
- supply chain management
- learning curve
- multi agent
- multi agent systems
- portfolio management
- selling season
- genetic algorithm
- pricing strategies
- intelligent agents
- inventory control
- stock market
- special case
- learning algorithm