Estimating term structure models for India
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Modelling driver's reactive strategies in e-hailing platforms: an agent-based simulation model and an approximate analytical model
Maruthasalam, Arulanantha Prabu Ponnachiyur; Roy, Debjit; Venkateshan, Prahalad (Taylor & Francis, 2021-10-26)For an e-hailing taxi operation, we analyse a driver's profit-maximising reactive strategy (to either accept or refuse a ride request) in response to the ride request broadcast by the platform. We analyse four operating ... -
On the Choice of Optimization Routine in Estimation of Parsimonious Term Structure Models: Results from the Svensson Model
Virmani, Vineet (2013-11-25)Objective function in term structure estimation with price errors is not only nonlinear but also non-convex in parameters. This makes the final results sensitive to both the choice of the optimization routine as well as ... -
Macro Economic Models: Introduction and Overview of Recent Models for India
Dholakia, Ravindra H. (2010-08-09)