Country: United Kingdom

Found 17295 papers in total
On the survival probability of a branching process in a random environment
On the survival probability of a branching process in a random environment
1997,
We derive a variety of estimates for the survival probability of a branching process...
Brownian excursions and Parisian barrier options
Brownian excursions and Parisian barrier options
1997,
In this paper we study a new kind of option, called hereinafter a Parisian barrier...
The Multivariate GINAR(p) process
The Multivariate GINAR(p) process
1997,
A criterion is given for the existence of a stationary and causal multivariate...
Estimating functionals of a stochastic process
Estimating functionals of a stochastic process
1997,
The problem of estimating the integral of a stochastic process from observations at a...
Smoothing the Hill estimator
Smoothing the Hill estimator
1997,
For sequences of i.i.d. random variables whose common tail 1− F is regularly...
Discrete Stochastic Processes
Discrete Stochastic Processes
1997,
On the existence and application of continuous-time threshold autoregressions of order two
On the existence and application of continuous-time threshold autoregressions of order two
1997,
A continuous-time threshold autoregressive process of order two (CTAR(2)) is...
Combining and selecting forecasting models using rule based induction
Combining and selecting forecasting models using rule based induction
1997,
As inaccurate forecasts can lead to lost business and inefficient operations, it is...
Univariate forecasting comparisons: The case of the Spanish automobile industry
Univariate forecasting comparisons: The case of the Spanish automobile industry
1997,
This paper investigates the forecasting ability of unobserved component models, when...
One-sided simultaneous prediction intervals for AR(1) and MA(1) processes with exponential innovations
One-sided simultaneous prediction intervals for AR(1) and MA(1) processes with exponential innovations
1997,
This paper is concerned with the determination of simultaneous confidence regions for...
Distributed multicast routing in point-to-point networks
Distributed multicast routing in point-to-point networks
1997,
A new mechanism for effectively routing packets from a source to multiple destinations...
An evaluation of road crash injury severity measures
An evaluation of road crash injury severity measures
1996,
Reliable and consistent measures of injury severity are necessary for the study of...
Adjusting judgemental extrapolations using Theil's method and discounted weighted regression
Adjusting judgemental extrapolations using Theil's method and discounted weighted regression
1997,
Theil's method can be applied to judgemental forecasts to remove systematic errors....
Handbook of Systems Analysis Volume Three: Cases
Handbook of Systems Analysis Volume Three: Cases
1997,
Soft OR and management practice: A study of the adoption and use of Soft Systems Methodology
Soft OR and management practice: A study of the adoption and use of Soft Systems Methodology
1997,
The adoption and use of Soft Systems Methodology (SSM) within management practice is...
Approaches to understanding the process of OR: Review, critique and extension
Approaches to understanding the process of OR: Review, critique and extension
1997,
The Practitioner's Dilemma draws attention to the distinction between the...
SONET ring sizing with genetic algorithms
SONET ring sizing with genetic algorithms
1997,
We describe an optimization problem that arises in SONET ring sizing. We compare...
Implementation of an integer optimization platform using object oriented programming
Implementation of an integer optimization platform using object oriented programming
1997,
A wide range of integer optimization formulations have been successfully used in a...
The World's First Business Computer: User-Driven Innovation
The World's First Business Computer: User-Driven Innovation
1997,
Information technology in public services: Towards the contractual organization?
Information technology in public services: Towards the contractual organization?
1997,
The growing trend towards information technology (IT) outsourcing is analysed within...
Differences in young driver crash involvement in states with varying licensure practices
Differences in young driver crash involvement in states with varying licensure practices
1996,
Teenage driver licensing practices and the crashes of teenagers were compared in...
Real-time decision problems: An operational research perspective
Real-time decision problems: An operational research perspective
1997,
This paper is concerned with a class of dynamic and stochastic problems known as...
Buffer allocation for an integer nonlinear network design problem
Buffer allocation for an integer nonlinear network design problem
1997,
The Buffer Allocation Problem (BAP) is a nonlinear, multi-objective one in integer...
Planning and consolidating shipments from a warehouse
Planning and consolidating shipments from a warehouse
1997,
A typical warehouse or distribution centre ships material to various customer...
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