Trading efficiency of commodity trading advisors using Data Envelopment Analysis

Hedge Funds, Funds-of-Funds, and Commodity Trading Advisors

Trading-off Multi-Dimensional NAS Performance and Equity Metrics Using Data Envelopment Analysis

The saturation of resources ational Airspace System (e.g. runways, fossil fuels, and water and air quality) obliges regulatory authorities to trade off performance and equity parameters to maximize the efficiency of the system as a whole. Researchers have conducted analysis of trade-offs using utility theory. The value of utility theory trade-offs is subject to: (i) the validity of the paramete...

Interval efficiency assessment using data envelopment analysis

This paper studies how to conduct efficiency assessment using data envelopment analysis (DEA) in interval and/or fuzzy input–output environments. A new pair of interval DEA models is constructed on the basis of interval arithmetic, which differs from the existing DEA models handling interval data in that the former is a linear CCR model without the need of extra variable alternations and uses a...

Water Quality Trading Using Tradable Permit in Biodiversity of River and Assessment of Efficiency of Expense

Background & Aims of the Study: Due to one-way flow of water in rivers Guilan, pollution trade theory and the system of Ratio-Trade (TRS) and Streeter - Phelps equation has been used. This system, with a view of the river self- purification and how the distribution and transport of pollutants, determined Ratio-Trade system (TRS) between the units and using this method offers optimal pat...

Intelligent Electronic Trading for Commodity Exchanges

their preferences on those product dimensions. Since a single commodity market is made up of many heterogeneous goods that are close to each other but different in grade, quality and delivery conditions, preference satisfaction plays an important role in improving trade matches. In cotton markets, for instance, a cotton merchant may want to specify his preferences like " I prefer early delivery...