Country: United Kingdom

Found 17295 papers in total
Are forecasters reluctant to revise their predictions? Some German evidence
Are forecasters reluctant to revise their predictions? Some German evidence
2006,
People are reluctant to admit mistakes. This could also be true of economic...
Forecasting volatility
Forecasting volatility
2006,
In this paper, we investigate the time series properties of S&P 100 volatility and...
Assessing the forecasting accuracy of alternative nominal exchange rate models: the case of long memory
Assessing the forecasting accuracy of alternative nominal exchange rate models: the case of long memory
2006,
This paper presents an autoregressive fractionally integrated moving-average model of...
A non-Gaussian generalization of the Airline model for robust seasonal adjustment
A non-Gaussian generalization of the Airline model for robust seasonal adjustment
2006,
In their seminal book Time Series Analysis: Forecasting and Control , Box &...
The evolution of sales forecasting management: a 20-year longitudinal study of forecasting practices
The evolution of sales forecasting management: a 20-year longitudinal study of forecasting practices
2006,
This paper presents results of a survey designed to discover how sales forecasting...
Long-memory forecasting of US monetary indices
Long-memory forecasting of US monetary indices
2006,
Several studies have tested for long-range dependence in macroeconomic and financial...
Non-linear, non-parametric, non-fundamental exchange rate forecasting
Non-linear, non-parametric, non-fundamental exchange rate forecasting
2006,
This paper employs a non-parametric method to forecast high-frequency Canadian/US...
The importance of interest rates for forecasting the exchange rate
The importance of interest rates for forecasting the exchange rate
2006,
This study compares the forecasting performance of a structural exchange rate model...
Are l6-month-ahead forecasts useful? A directional analysis of Japanese GDP forecasts
Are l6-month-ahead forecasts useful? A directional analysis of Japanese GDP forecasts
2006,
Past literature casts doubt on the ability of long-term macroeconomic forecasts to...
Testing the rationality of forecast revisions made by the IMF and the OECD
Testing the rationality of forecast revisions made by the IMF and the OECD
2006,
We investigate the rationality of forecast revisions made by the IMF and the OECD over...
Preliminary data and econometric forecasting: an application with the Bank of Italy Quarterly Model
Preliminary data and econometric forecasting: an application with the Bank of Italy Quarterly Model
2006,
This paper discusses the use of preliminary data in econometric forecasting. The...
A compact mean–variance–skewness model for large-scale portfolio optimization and its application to the New York Stock Exchange (NYSE) market
A compact mean–variance–skewness model for large-scale portfolio optimization and its application to the New York Stock Exchange (NYSE) market
2007,
This paper develops a portfolio optimization model that uses the first three moments...
Saddle points for maximin investment problems with observable but non-predictable parameters: solution via heat equation
Saddle points for maximin investment problems with observable but non-predictable parameters: solution via heat equation
2006,
We study optimal investment problem for a market model where the evolution of risky...
Optimal delivery service strategy for Internet shopping with time-dependent consumer demand
Optimal delivery service strategy for Internet shopping with time-dependent consumer demand
2006,
This study attempts to optimize a delivery service strategy for Internet shopping by...
A novel dynamic resource allocation model for demand-responsive city logistics distribution operations
A novel dynamic resource allocation model for demand-responsive city logistics distribution operations
2006,
This paper presents a dynamic customer group-based logistics resource allocation...
Polyoptimal design of sandwich cylindrical panels with the application of an expert system
Polyoptimal design of sandwich cylindrical panels with the application of an expert system
2006,
Thin-walled sandwich structures have become extremely useful because of their high...
Optimal control of a revenue management system with dynamic pricing facing linear demand
Optimal control of a revenue management system with dynamic pricing facing linear demand
2006,
This paper considers a dynamic pricing problem over a finite horizon where demand for...
Optimal harvesting in an integrodifference population model
Optimal harvesting in an integrodifference population model
2006,
We consider the harvest of a certain proportion of a population that is modelled by an...
Optimal control of non-linear chemical reactors via an initial-value Hamiltonian problem
Optimal control of non-linear chemical reactors via an initial-value Hamiltonian problem
2006,
The problem of designing strategies for optimal feedback control of non-linear...
Equilibrium strategies in random-demand procurement auctions with sunk costs
Equilibrium strategies in random-demand procurement auctions with sunk costs
2006,
We address an auction model which captures basic features of balancing markets for...
The task assignment problem for unrestricted movement between workstation groups
The task assignment problem for unrestricted movement between workstation groups
2006,
The purpose of this paper is to investigate the problem of assigning tasks to workers...
Modelling the consumer price index using a lognormal diffusion process and implications on forecasting inflation
Modelling the consumer price index using a lognormal diffusion process and implications on forecasting inflation
2004,
The Maximum Likelihood estimator is used within a lognormal diffusion process and...
Implementing and interpreting a data envelopment analysis model to assess the efficiency of health systems in developing countries
Implementing and interpreting a data envelopment analysis model to assess the efficiency of health systems in developing countries
2003,
This paper presents a data envelopment analysis model that can be implemented by...
Simulation methods for valuing Asian option prices in a hyperbolic asset price model
Simulation methods for valuing Asian option prices in a hyperbolic asset price model
2003,
In this paper, we present a Quasi-Monte Carlo approach for pricing European-style...
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