Market segmentation analysis

INTRODUCTION This working paper presents the findings of research aimed at assessing differences in the value of time by market segment. It draws on findings presented in AHCG’s final report to DETR (AHCG, 1996) and previous research conducted during the course of this research contract (Bates and Whelan, 2001) and it is intended that this document be read in conjunction with those two reports. The paper describes the estimation of a base model for each journey-purpose (business, commuting and other) and shows how each is influenced by: income, journey distance, cost reimbursement, congestion, vehicle occupancy, trip sub-purpose, occupation, age group, gender, household type, ‘free time’, respondent type, time constraints and geographical region. The findings of this analysis are then drawn together to develop a final set of models that allow the value of time to vary across a range of market segments. All models are estimated using GAUSS (Aptech Systems) without taking account of the repeat observations nature of the stated preference data

SPS market analysis

A market analysis task included personal interviews by GE personnel and supplemental mail surveys to acquire statistical data and to identify and measure attitudes, reactions and intentions of prospective small solar thermal power systems (SPS) users. Over 500 firms were contacted, including three ownership classes of electric utilities, industrial firms in the top SIC codes for energy consumption, and design engineering firms. A market demand model was developed which utilizes the data base developed by personal interviews and surveys, and projected energy price and consumption data to perform sensitivity analyses and estimate potential markets for SPS

Market Analysis of Plant-based Drugs C. The Cannabis Market

An estimated quarter of a billion people, or around 5 per cent of the global adult population, used drugs at least once in 2015. Even more worrisome is the fact that about 29.5 million of those drug users, or 0.6 per cent of the global adult population, suffer from drug use disorders. This means that their drug use is harmful to the point that they may experience drug dependence and require treatment.The magnitude of the harm caused by drug use is underlined by the estimated 28 million years of "healthy" life (disability-adjusted life years (DALYs)) lost worldwide in 2015 as a result of premature death and disability caused by drug use.Of those years lost, 17 million were attributable solely to drug use disorders across all drug types. DALYs attributable to morbidity and mortality resulting from all causes of drug use have increased overall in the past decade.Yet, with fewer than one in six persons with drug use disorders provided with treatment each year, the availability of and access to science-based services for the treatment of drug use disorders and related conditions remain limited

Realtime market microstructure analysis: online Transaction Cost Analysis

Motivated by the practical challenge in monitoring the performance of a large number of algorithmic trading orders, this paper provides a methodology that leads to automatic discovery of the causes that lie behind a poor trading performance. It also gives theoretical foundations to a generic framework for real-time trading analysis. Academic literature provides different ways to formalize these algorithms and show how optimal they can be from a mean-variance, a stochastic control, an impulse control or a statistical learning viewpoint. This paper is agnostic about the way the algorithm has been built and provides a theoretical formalism to identify in real-time the market conditions that influenced its efficiency or inefficiency. For a given set of characteristics describing the market context, selected by a practitioner, we first show how a set of additional derived explanatory factors, called anomaly detectors, can be created for each market order. We then will present an online methodology to quantify how this extended set of factors, at any given time, predicts which of the orders are underperforming while calculating the predictive power of this explanatory factor set. Armed with this information, which we call influence analysis, we intend to empower the order monitoring user to take appropriate action on any affected orders by re-calibrating the trading algorithms working the order through new parameters, pausing their execution or taking over more direct trading control. Also we intend that use of this method in the post trade analysis of algorithms can be taken advantage of to automatically adjust their trading action.Comment: 33 pages, 12 figure

Urban Transport Market Theoretical Analysis.

1.The Institute for Transport Studies (ITS) was commissioned by the Department of Transport (DoT), the Association of Metropolitan Authorities (AMA) and the Passenger Transport Executive Group (PTEG) to undertake this project in November 1992. 2.The objectives of this study were: (a)to establish a simple economic model of urban transport operations, based on present policies; (b)to estimate, using the model, the theoretically optimal form of intervention in urban rail under the present policy constraints, and differences between this optimum and current procedures; (c)to investigate how improved procedures might be implemented in practice in the light of the kind of data which are currently available or become available in the course of a Section 56 appraisal and to make suggestions for additional data collection

Game theory analysis for carbon auction market through electricity market coupling

In this paper, we analyze Nash equilibria between electricity producers selling their production on an electricity market and buying CO2 emission allowances on an auction carbon market. The producers' strategies integrate the coupling of the two markets via the cost functions of the electricity production. We set out a clear Nash equilibrium on the power market that can be used to compute equilibrium prices on both markets as well as the related electricity produced and CO2 emissions released.Comment: arXiv admin note: text overlap with arXiv:1311.153

Complexity analysis of the stock market

We study the complexity of the stock market by constructing $\epsilon$-machines of Standard and Poor's 500 index from February 1983 to April 2006 and by measuring the statistical complexities. It is found that both the statistical complexity and the number of causal states of constructed $\epsilon$-machines have decreased for last twenty years and that the average memory length needed to predict the future optimally has become shorter. These results support that the information is delivered to the economic agents and applied to the market prices more rapidly in year 2006 than in year 1983.Comment: 9 pages, 4 figure

Satisfaction Analysis of Traditional Retail Market and Modern Retail Market in Pekanbaru (Case Study : in District Payung Sekaki)

This research was conducted in the District Payung Sekaki Pekanbaru is On Traditional Retail Market; Retail Market Labuh Baru and Retail Modern Cendana Mart. To determine differences in the level of satisfaction of consumers shopping mix dimensions and Traditional Retail Market Retail Market Simplified. The benefits of this research can be valuable for retailers enter to be able to know the attributes or indicators that should be included into the correct quadrant.This study uses primary data and secondary data. Technique where data collection is done by questionnaire method. The study population are housewives who shop at traditional retail markets and modern retail market in the District Payung Sekaki. By using formulation Slovin and Classified Random Sampling techniques, sample obtained number of 100 respondents were divided into two. 50 respondents to the traditional retail market and 50 respondents to the modern retail market. Technical analysis of the data was done descriptively by doing a comparison between the value of the average (mean) level of expectations of the respondents with an average rating of perceived service performance levels based on the results of research and using matrix Importance Performance Analysis (IPA).Based on the results we concluded that coordinates the average score on the level of performance and expectations of the modern retail market and traditional retail markets respectively, are 3.63 and 4.49 for the modern retail market, 3.69 and 4.49 for the traditional retail market .Keywords: Level of Satisfaction and Retai

Sensitivity analysis in a market with memory

A general market model with memory is considered in terms of stochastic functional differential equations. We aim at representation formulae for the sensitivity analysis of the dependence of option prices on the memory. This implies a generalization of the concept of delta.Comment: Withdrawn by the authors due to an error in equation (2.6). A new work is in preparatio