Meade N.

N. Meade

Information about the author N. Meade will soon be added to the site.
Found 7 papers in total
An evolutionary heuristic for the index tracking problem
An evolutionary heuristic for the index tracking problem
2003
Index tracking is a popular form of passive fund management. The index tracking...
Forecasting call frequency at a financial services call centre
Forecasting call frequency at a financial services call centre
2002
A forecasting model is developed for the number of daily applications for loans at a...
A simple algorithm to incorporate transactions costs in quadratic optimisation
A simple algorithm to incorporate transactions costs in quadratic optimisation
1994
Quantitative fund management invariably involves portfolio performance being measured...
The gilt market: Models and model-based trading
The gilt market: Models and model-based trading
1994
The construction of a model of the UK Government bond market, the gilts market, is...
Bond index funds-A duration approach
Bond index funds-A duration approach
1993
Index funds can be used by investment managers as a method of ensuring that their...
Developing and maintaining an equity index fund
Developing and maintaining an equity index fund
1990
An index fund is a portfolio of shares designed to replicate the investment...
Forecasting with growth curves: The effect of error structure
Forecasting with growth curves: The effect of error structure
1988
The logistic model is used for forecasting a number of different types of variable;...
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