Journal: IMA Journal of Management Mathematics (Print)

Found 211 papers in total
Characterizing the frequency of orders received by a stockist
Characterizing the frequency of orders received by a stockist
2008,
It is regularly asserted that the frequency of orders received by a stockist can be...
Using imperfect advance demand information in forecasting
Using imperfect advance demand information in forecasting
2008,
In this paper, we consider the demand-forecasting problem of a make-to-stock system...
Demand forecasting adjustments for service-level achievement
Demand forecasting adjustments for service-level achievement
2008,
Demand forecasting and stock control are traditionally examined as independent of each...
Hierarchical estimation as a basis for hierarchical forecasting
Hierarchical estimation as a basis for hierarchical forecasting
2008,
In inventory management, hierarchical forecasting (HF) is a hot issue: families of...
Forecasting item-level demands: an analytical evaluation of top-down versus bottom-up forecasting in a production-planning framework
Forecasting item-level demands: an analytical evaluation of top-down versus bottom-up forecasting in a production-planning framework
2008,
We compare the performance of top-down (TD) and bottom-up (BU) strategies for...
An inventory control project in a major Danish company using compound renewal demand models
An inventory control project in a major Danish company using compound renewal demand models
2008,
We describe the development of a framework to compute the optimal inventory policy for...
Supply chain aperiodicity, bullwhip and stability analysis with Jury's inners
Supply chain aperiodicity, bullwhip and stability analysis with Jury's inners
2008,
Jury presents a novel method for the analysis of dynamical systems based on matrices...
Investigation of rolling horizon flexibility contracts in a supply chain under highly variable stochastic demand
Investigation of rolling horizon flexibility contracts in a supply chain under highly variable stochastic demand
2008,
A discrete-event simulation model of a supply chain has been developed to evaluate...
Estimation and decomposition of cost efficiency in the health care food service sector: an extended stochastic frontier approach
Estimation and decomposition of cost efficiency in the health care food service sector: an extended stochastic frontier approach
2008,
This paper introduces and implements an extended stochastic frontier model to estimate...
Modelling history-dependent parameters in the SMPS format for stochastic programming
Modelling history-dependent parameters in the SMPS format for stochastic programming
2008,
This paper proposes two extensions to the SMPS format for stochastic programs to...
Gearbox failure diagnosis based on vector autoregressive modelling of vibration data and dynamic principal component analysis
Gearbox failure diagnosis based on vector autoregressive modelling of vibration data and dynamic principal component analysis
2008,
An effective gearbox failure diagnosis helps prevent catastrophic gearbox failure and...
Towards integration: a revenue-sharing contract in a supply chain
Towards integration: a revenue-sharing contract in a supply chain
2008,
This paper deals with the problem of a revenue-sharing contract adopted in a supply...
Analysis of supply contracts from a supplier's perspective
Analysis of supply contracts from a supplier's perspective
2008,
Incentive structure and demand uncertainty may cause supply chains to operate at a low...
An inventory model for stock with advertising sensitive demand
An inventory model for stock with advertising sensitive demand
2008,
The effect of advertising media and sales effort on future demand of merchandise is...
Maximin investment problems for discounted and total wealth
Maximin investment problems for discounted and total wealth
2008,
We study an optimal investment problem for a continuous-time incomplete market model...
Pricing vulnerable European options with stochastic default barriers
Pricing vulnerable European options with stochastic default barriers
2007,
This paper develops a valuation model of European options incorporating a stochastic...
Optimal hedging and parameter uncertainty
Optimal hedging and parameter uncertainty
2007,
We explore the impact of drift parameter uncertainty in a basis risk model, an...
Gaussian factor models – futures and forward prices
Gaussian factor models – futures and forward prices
2007,
We completely characterize the futures price and forward price of a risky asset...
A calibration algorithm for simulation-based pricing models
A calibration algorithm for simulation-based pricing models
2007,
Derivative pricing models require calibration to market conditions in order to...
Modelling financial time series with SEMIFAR–GARCH model
Modelling financial time series with SEMIFAR–GARCH model
2007,
A class of semiparametric fractional autoregressive models with generalized...
Predicting stock returns and assessing prediction performance
Predicting stock returns and assessing prediction performance
2007,
We use regression methods to predict the expected monthly return on stocks and the...
Differentiated service delivery in cooperative IP-based broadcast and mobile telecommunications networks
Differentiated service delivery in cooperative IP-based broadcast and mobile telecommunications networks
2007,
The evolution of wireless systems has led recently to the deployment of cooperative...
Early discovery of individual firm insolvency
Early discovery of individual firm insolvency
2007,
This paper proposes a new methodology for the early discovery of individual firm...
Analysis of defaulters’ behaviour using the Poisson-mixture approach
Analysis of defaulters’ behaviour using the Poisson-mixture approach
2007,
Credit scoring is of major interest to financial institutions as a means of...
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