Publications by Thomas Alois Weber

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The emergence of a collaborative economy has been driven by advances in information technology that allow consumers to borrow and rent goods among peers on a secondary sharing market. In a dynamic setting, consumers make intertemporal decisions about purch ...

Newcomb's problem is viewed as a dynamic game with an agent and a superior being as players. Depending on whether or not a risk-neutral agent's confidence in the superior being, as measured by a subjective probability assigned to the move order, exceeds a ...

This paper introduces a dynamic model of the stochastic repayment behavior exhibited by delinquent creditcard accounts. Based on this model, we construct a dynamic collectability score (DCS) that estimates the account-specific probability of collecting a g ...

Empirical observations suggest that consumers' propensity towards sharing varies with culture and the individuals' socio-demographic characteristics. In an economy with overlapping generations of heterogeneous consumers, we study optimal dynamic selling by ...

We consider optimal information acquisition for the control of linear discrete-time random systems with noisy observations and apply the findings to the problem of dynamically implementing emissions-reduction targets. The optimal policy, which is provided ...

This article analyzes the predictability of market betas concerning cryptocurrency assets and evaluates the efficiency of beta-hedged, market-neutral portfolios. We forecast 1-year-ahead market betas using various estimating methods, including ordinary lea ...

For a general multicriteria decision problem with linear scalarization and unknown weights, we propose relatively robust decisions, which are Pareto-efficient and at the same time maximize a performance index. The latter measures the worst-case ratio, atta ...

The cost-effectiveness and value of additional information about a health technology or program may change over time because of trends affecting patient cohorts and/or the intervention. Delaying information collection even for parameters that do not change ...

Assuming an instantaneous benefit proportional to a system's state we determine the optimal work-rest policy so as to maximize the average cycle benefit, provided the state declines exponentially when the system is active and increases exponentially when i ...

Electronic sharing markets are contributing to a paradigm shift, from consuming products to accessing products. This paper studies the effects of sharing markets on the prices for new products and on product design in terms of durability. In a dynamic econ ...

This paper considers the problem of second-degree price discrimination when the type distribution is unknown or imperfectly specified by means of an ambiguity set. As robustness measure we use a performance index, equivalent to relative regret, which quant ...

Self-exciting point processes, widely used to model arrival phenomena in nature and society, are often difficult to identify. The estimation becomes even more challenging when arrivals are recorded only as bin counts on a finite partition of the observatio ...

The sharing of durable goods in a dynamic ownership economy is attractive, since it has the potential to realize gains from trade via short-term transfers of usage rights. We develop a model in which a set of agents, who are heterogeneous in their likely n ...

We construct a ‘reflexivity’ index to measure the activity generated endogenously within a market for cryptocurrencies. For this purpose, we fit a univariate self-exciting Hawkes process with two classes of parametric kernels to high-frequency trading data ...

This paper examines the binning of two types of parts with random characteristics, so that a componentwise monotonic evaluation criterion exhibits a minimum deviation to a given target value over all possible realizations. The optimal matching classes are ...

Using two cold-neutron triple-axis spectrometers we have succeeded in fully mapping out the field-dependent evolution of the non-reciprocal magnon dispersion relations in all magnetic phases of MnSi. The non-reciprocal nature of the dispersion manifests it ...

We consider the minimization of input cost for a selective assembly system that features two random inputs and a finite number of matching classes. This setup frequently arises in high-precision manufacturing when input tolerances are not tight enough for ...

It is natural for humans to judge the outcome of a decision under uncertainty as a percentage of an ex-post optimal performance. We propose a robust decision-making framework based on a relative performance index. It is shown that if the decision maker’s p ...

The parameters for determining the economic order quantity (EOQ) are often not well known or may change between order cycles in an unpredictable manner. We propose a distribution-free method to determine a relatively robust EOQ that guarantees optimal cost ...

In the presence of a peer-to-peer economy, the option of sharing an item is valuable for consumers. By retaining control over the shareability of its products a monopolist can set a sharing tariff in conjunction with the purchase price of the product, in o ...

Thomas Alois Weber

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Product Pricing in a Peer-to-Peer Economy

A Robust Resolution of Newcomb's Paradox

Dynamic Valuation of Delinquent Credit Card Accounts

The Advent of the Sharing Culture and its Effect on Product Pricing

A Linear-Quadratic Gaussian Approach to Dynamic Information Acquisition

Crypto market betas: the limits of predictability and hedging

Relatively Robust Multicriteria Decisions

Optimal Information Collection Policies in a Markov Decision Process Framework

Optimal Work-Rest Cycles

Strategic Durability with Sharing Markets

Price Discrimination with Robust Beliefs

Estimation of Self-Exciting Point Processes from Time-Censored Data

The Question of Ownership in a Sharing Economy

Quantifying Endogeneity of Cryptocurrency Markets

Minimum-Error Classes for Matching Parts

Non-reciprocal magnons in non-centrosymmetric MnSi

Minimum-Cost Ordering for Selective Assembly

Relatively Robust Decisions

Relatively Robust Economic Order Quantity with Optimal Laplacian Confidence Intervals

Controlling and Pricing Shareability