Country: United Kingdom

Found 17295 papers in total
Models and methods for frequency assignment with cumulative interference constraints
Models and methods for frequency assignment with cumulative interference constraints
2008,
In this paper, a realistic modeling of interferences for frequency assignment in...
On the characterization of the deterministic/stochastic and linear/nonlinear nature of time series
On the characterization of the deterministic/stochastic and linear/nonlinear nature of time series
2008,
The need for the characterization of real-world signals in terms of their linear,...
Forecasting volatility with noisy jumps: an application to the Dow Jones Industrial Average stocks
Forecasting volatility with noisy jumps: an application to the Dow Jones Industrial Average stocks
2008,
Empirical high-frequency data can be used to separate the continuous and the jump...
How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach
How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach
2008,
This paper uses a meta-analysis to survey existing factor forecast applications for...
Single-index and portfolio models for forecasting value-at-risk thresholds
Single-index and portfolio models for forecasting value-at-risk thresholds
2008,
The variance of a portfolio can be forecast using a single index model or the...
Statistical estimation of optimal portfolios for non-Gaussian dependent returns of assets
Statistical estimation of optimal portfolios for non-Gaussian dependent returns of assets
2008,
This paper discusses the asymptotic efficiency of estimators for optimal portfolios...
Forecast covariances in the linear multiregression dynamic model
Forecast covariances in the linear multiregression dynamic model
2008,
The linear multiregression dynamic model (LMDM) is a Bayesian dynamic model which...
On forecasting counts
On forecasting counts
2008,
Forecasting for a time series of low counts, such as forecasting the number of patents...
Linking series generated at different frequencies
Linking series generated at different frequencies
2008,
This is a report on our studies of the systematical use of mixed-frequency datasets....
A three-phase algorithm for the cell suppression problem in two-dimensional statistical tables
A three-phase algorithm for the cell suppression problem in two-dimensional statistical tables
2008,
To obtain full cooperation from respondents, statistical offices must guarantee that...
Scale-invariant clustering with minimum volume ellipsoids
Scale-invariant clustering with minimum volume ellipsoids
2008,
This paper develops theory and algorithms concerning a new metric for clustering data....
How to better identify the true managerial performance: State of the art using DEA
How to better identify the true managerial performance: State of the art using DEA
2008,
Our motivation is to detail a potential improvement on the three-stage analysis...
Modelling undesirable outputs with zero sum gains data envelopment analysis models
Modelling undesirable outputs with zero sum gains data envelopment analysis models
2008,
Data envelopment analysis (DEA) literature has proposed alternative models for...
A computational study of DEA with massive data sets
A computational study of DEA with massive data sets
2008,
Data envelopment analysis (DEA) is computationally intensive. This work answers...
Principles for simulations in revenue management
Principles for simulations in revenue management
2008,
Simulations are commonly applied in Revenue Management (RM) to give proof of new...
Bounds for simulation
Bounds for simulation
2008,
This note is concerned with stochastic product line structures. It aims to promote...
On the interaction between stratification and control variates, with illustrations in a call centre simulation
On the interaction between stratification and control variates, with illustrations in a call centre simulation
2008,
Variance reduction techniques (VRTs) are often essential to make simulation quick and...
Estimating steady-state distributions via simulation-generated histograms
Estimating steady-state distributions via simulation-generated histograms
2008,
This paper discusses a unified approach for estimating, via a histogram, the...
Simulation experiments in practice: statistical design and regression analysis
Simulation experiments in practice: statistical design and regression analysis
2008,
In practice, simulation analysts often change only one factor at a time, and use...
Taming the complexity dragon
Taming the complexity dragon
2008,
In the first section of this paper, I discuss the pervasive presence of complexity in...
Conceptual modelling for simulation Part II: a framework for conceptual modelling
Conceptual modelling for simulation Part II: a framework for conceptual modelling
2008,
Following on from the definition of a conceptual model and its requirements laid out...
Conceptual modelling for simulation Part I: definition and requirements
Conceptual modelling for simulation Part I: definition and requirements
2008,
Conceptual modelling is probably the most important aspect of a simulation study. It...
A value-of-information based approach to simulation model refinement
A value-of-information based approach to simulation model refinement
2008,
The appropriateness of a simulation model for engineering design is dependent on the...
A new modeling and solution approach for the set-partitioning problem
A new modeling and solution approach for the set-partitioning problem
2008,
The set-partitioning problem (SPP) is widely known for both its application potential...
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