Country: Netherlands

Found 18376 papers in total
Extreme value theory and Value-at-Risk: Relative performance in emerging markets
Extreme value theory and Value-at-Risk: Relative performance in emerging markets
2004,
In this paper, we investigate the relative performance of Value-at-Risk (VaR) models...
The performance of SETAR models: a regime conditional evaluation of point, interval and density forecasts
The performance of SETAR models: a regime conditional evaluation of point, interval and density forecasts
2004,
The aim of this paper is to analyse the out-of-sample performance of SETAR models...
Forecasting with a nonlinear dynamic model of stock returns and industrial production
Forecasting with a nonlinear dynamic model of stock returns and industrial production
2004,
We model stock returns and industrial production as nonlinear and state dependent,...
Inverse median problems
Inverse median problems
2004,
The inverse p -median problem consists in changing the weights of the customers of a p...
Domestic and international influences on business cycle regimes in Europe
Domestic and international influences on business cycle regimes in Europe
2004,
This paper examines the roles of domestic and international variables in predicting...
One more well-solved case of the multifacility location problem
One more well-solved case of the multifacility location problem
2004,
Let μ be a metric on a finite set T . We consider a version of the multifacility...
Commentary on facility location in the presence of congested regions with the rectilinear distance metric
Commentary on facility location in the presence of congested regions with the rectilinear distance metric
2004,
This paper is a commentary on the work of Butt and Cavalier. With the aid of an...
Evaluating Federal Open Market Committee forecasts
Evaluating Federal Open Market Committee forecasts
2003,
Monetary policy outcomes have improved since the early 1980s. One factor contributing...
Stochastic optimal production control problem with corrective maintenance
Stochastic optimal production control problem with corrective maintenance
2004,
We consider a production control problem in a manufacturing system with failure-prone...
Warranty analysis: An approach to modelling imperfect repairs
Warranty analysis: An approach to modelling imperfect repairs
2004,
A brief introduction to warranty analysis is given. The notions of delayed and...
Introduction to crime forecasting
Introduction to crime forecasting
2003,
This short paper introduces the six papers comprising the Special Section on Crime...
Modelling and predicting recorded property crime trends in England and Wales – a retrospective
Modelling and predicting recorded property crime trends in England and Wales – a retrospective
2003,
In 1999 the Home Office published, for the first time ever, a 3-year ahead projections...
Forecasting residential burglary
Forecasting residential burglary
2003,
Following the work of Dhiri et al . at the Home Office predicting recorded burglary...
Short-term forecasting of crime
Short-term forecasting of crime
2003,
The major question investigated is whether it is possible to accurately forecast...
Simple indicators of crime by time of day
Simple indicators of crime by time of day
2003,
Crime varies greatly by hour of day – more than by any other variable. Yet...
Criminal incident prediction using a point-pattern-based density model
Criminal incident prediction using a point-pattern-based density model
2003,
Law enforcement agencies need crime forecasts to support their tactical operations;...
Predicting the geo-temporal variations of crime and disorder
Predicting the geo-temporal variations of crime and disorder
2003,
Traditional police boundaries – precincts, patrol districts, etc. – often...
A decision support system for forecast cement demand
A decision support system for forecast cement demand
1998,
The Indian cement industry has experienced phenomenal growth in the last decade,...
A simulation approach for planning and re-assigning of personnel in manufacturing
A simulation approach for planning and re-assigning of personnel in manufacturing
2004,
In many manufacturing systems human resources are the most expensive, but also the...
On an approach to operational planning of the oil product mixing system
On an approach to operational planning of the oil product mixing system
2004,
Consideration was given to the problems of constructing schedules for oil product...
Supply chain positioning strategy integration, evaluation, simulation, and optimization
Supply chain positioning strategy integration, evaluation, simulation, and optimization
2004,
When a company faces the global market, they would have to reengineer their processes...
Forecasting unemployment using an autoregression with censored latent effects parameters
Forecasting unemployment using an autoregression with censored latent effects parameters
2004,
Monthly observed unemployment typically displays explosive behavior in recessionary...
Constraint programming and hybrid formulations for three life designs
Constraint programming and hybrid formulations for three life designs
2004,
Conway's game of Life provides an interesting testbed for exploring issues in...
Existence of efficient solutions in infinite horizon optimization under continuous and discrete controls
Existence of efficient solutions in infinite horizon optimization under continuous and discrete controls
2005,
For time-varying deterministic infinite horizon control problems, we provide...
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