Country: United Kingdom

Found 17295 papers in total
Traditional versus novel forecasting techniques: how much do we gain?
Traditional versus novel forecasting techniques: how much do we gain?
2008,
This article applies two novel techniques to forecast the value of US manufacturing...
Forecasting volatility with outliers in GARCH models
Forecasting volatility with outliers in GARCH models
2008,
In this paper, we detect and correct abnormal returns in 17 French stocks returns and...
Bankruptcy prediction using a discrete-time duration model incorporating temporal and macroeconomic dependencies
Bankruptcy prediction using a discrete-time duration model incorporating temporal and macroeconomic dependencies
2008,
The purpose of this paper is to build an alternative method of bankruptcy prediction...
Scalar BEKK and indirect DCC
Scalar BEKK and indirect DCC
2008,
The paper derives the scalar special case of the well-known BEKK (the acronym BEKK...
An assessment of the EU growth forecasts under asymmetric preferences
An assessment of the EU growth forecasts under asymmetric preferences
2008,
EU Commission forecasts are used as a benchmark within the framework of the Stability...
The geometric combination of Bayesian forecasting models
The geometric combination of Bayesian forecasting models
2008,
A nonlinear geometric combination of statistical models is proposed as an alternative...
Short-term prediction of motorway travel time using ANPR and loop data
Short-term prediction of motorway travel time using ANPR and loop data
2008,
Travel time is a good operational measure of the effectiveness of transportation...
Forecasting euro area variables with German pre-EMU data
Forecasting euro area variables with German pre-EMU data
2008,
It is investigated whether euro area variables can be forecast better based on...
Forecasting commodity prices: GARCH, jumps, and mean reversion
Forecasting commodity prices: GARCH, jumps, and mean reversion
2008,
In examining stochastic models for commodity prices, central questions often revolve...
Testing for Granger (non-)causality in a time-varying coefficient VAR model
Testing for Granger (non-)causality in a time-varying coefficient VAR model
2008,
In this paper we propose Granger (non-)causality tests based on a VAR model allowing...
A linear benchmark for forecasting GDP growth and inflation?
A linear benchmark for forecasting GDP growth and inflation?
2008,
Predicting the future evolution of GDP growth and inflation is a central concern in...
A diffusion model for products with indirect network externalities
A diffusion model for products with indirect network externalities
2008,
This paper develops a new diffusion model that incorporates the indirect network...
Optimal provisioning for bank loan losses in a robust control framework
Optimal provisioning for bank loan losses in a robust control framework
2009,
The concept of robustness started emerging in financial and economics literature in...
Optimal control and design of a cold store using dynamic optimization
Optimal control and design of a cold store using dynamic optimization
2009,
The design of controlled processes is a combined optimal control and design problem...
GDS capabilities, OD control and dynamic pricing
GDS capabilities, OD control and dynamic pricing
2009,
Airline revenue management has changed over the last years influenced by the advent of...
The EconoMining project at NYU: Studying the economic value of user-generated content on the internet
The EconoMining project at NYU: Studying the economic value of user-generated content on the internet
2009,
An important use of the internet today is in providing a platform for consumers to...
Online travel data: A goldmine of new opportunities
Online travel data: A goldmine of new opportunities
2009,
This paper summarizes the author's opinions as to how the Internet will influence the...
Consumer behaviour trends and their impacts on airline product distribution
Consumer behaviour trends and their impacts on airline product distribution
2009,
Airlines today must start looking further into the future of airline distribution to...
Choice-based EMSR methods for single-leg revenue management with demand dependencies
Choice-based EMSR methods for single-leg revenue management with demand dependencies
2009,
Revenue management (RM) based on customer choice models has gained interest in the...
A nested logit-based approach to measuring air shopping screen quality and predicting market share
A nested logit-based approach to measuring air shopping screen quality and predicting market share
2009,
Understanding the relationship between itineraries displayed on an air travel...
Dynamic pricing of opaque airline tickets
Dynamic pricing of opaque airline tickets
2009,
Several Internet travel providers have introduced a business model that revolves...
Online advertising: Pay-per-view versus pay-per-click ‐ A comment
Online advertising: Pay-per-view versus pay-per-click ‐ A comment
2009,
We analyse the choice of pay-per-view (PPV) and pay-per-click (PPC) when a web...
Practical overview of demand-driven dispatch
Practical overview of demand-driven dispatch
2009,
Demand-driven dispatch is a well-known example of a successful integration of revenue...
Paid search for online travel agencies: Exploring strategies for search keywords
Paid search for online travel agencies: Exploring strategies for search keywords
2009,
Sponsored search is a large and growing advertising channel for online retailers....
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