Journal: IMA Journal of Mathematics Applied in Business and Industry

Found 203 papers in total
Markovian depreciation
Markovian depreciation
1993,
This paper uses contemporary developments in capital theory to formulate the...
Optimizing a model for multiproduct batch sizes with in-process inventories and multiple work centres
Optimizing a model for multiproduct batch sizes with in-process inventories and multiple work centres
1995,
This paper deals with a model for multiproduct optimal batch sizes with in-process...
A comparative study of stochastic economic order quantity models with discounting
A comparative study of stochastic economic order quantity models with discounting
1993,
In the literature of inventory control, two types of Gaussian process are often used...
Sensitivity measures for equity investments
Sensitivity measures for equity investments
1995,
By differentiating a discounted cash flow valuation formula (expressed in real terms),...
Optimal repair-cost limit for a consumer following expiry of a warranty
Optimal repair-cost limit for a consumer following expiry of a warranty
1992,
This paper develops a methodology for obtaining the optimal repair-cost limit for the...
Budget-constrained maintenance in the building industry
Budget-constrained maintenance in the building industry
1992,
Given records of building component renewals which occurred during the year and also...
Estimation and empirical evaluation of the time-dependent Extended-CIR term structure model
Estimation and empirical evaluation of the time-dependent Extended-CIR term structure model
2000,
Empirical study of 25 years US Treasury bills data shows that even when the spot...
Graphical association models for road accident characteristics
Graphical association models for road accident characteristics
2000,
Governments and local authorities spend large sums of money collecting information...
Multiple criteria models for evaluation of competitive bids
Multiple criteria models for evaluation of competitive bids
2000,
In this paper, two general bidding systems are proposed to aid an owner to select one...
Optimal control of a one product recovery system with backlogging
Optimal control of a one product recovery system with backlogging
2000,
In this paper a product recovery system for one product is investigated. The system...
Singular value decomposition expansion for electrical demand analysis
Singular value decomposition expansion for electrical demand analysis
2000,
To analyse electricity-demand data, appropriate mathematical models and algorithms...
A Bayesian approach to equity valuation
A Bayesian approach to equity valuation
1999,
Quantitative approaches to equity valuation in common use include methods based upon...
Credit scoring with uncertain class definitions
Credit scoring with uncertain class definitions
1999,
In credit-granting operations, the definition of what is meant by a ‘good’...
Sensitivity measures for split-capital investment trusts
Sensitivity measures for split-capital investment trusts
1999,
Statistical measures of risk based on historical data are useful tools in assessing...
Bayesian networks applied to credit scoring
Bayesian networks applied to credit scoring
2000,
The objectives of this paper are to apply the theory and numerical algorithms of...
An exploratory statistical analysis of financial measures
An exploratory statistical analysis of financial measures
2000,
Mixed graphical models are a class of models encompassing both graphical...
Credit scoring using neural and evolutionary techniques
Credit scoring using neural and evolutionary techniques
2000,
This paper compares the predictive performance of linear discriminant analysis, neural...
The dynamic control of risk in optimised portfolios
The dynamic control of risk in optimised portfolios
2000,
This paper presents a theoretical treatment of the statistical properties of optimal...
Neural networks and finite-order approximations
Neural networks and finite-order approximations
1999,
This paper investigates the approximation properties of standard feedforward neural...
Neural networks and flexible approximations
Neural networks and flexible approximations
2000,
This paper supports the view that neural networks are best seen as devices that can...
A time-dependent approximation for the queue M/M(1,s)/c
A time-dependent approximation for the queue M/M(1,s)/c
1999,
A time-dependent approximation for the mean number of customers in the queue for the...
An economic production lot-size model with shortages and time-dependent demand
An economic production lot-size model with shortages and time-dependent demand
1999,
In the present article, a production–inventory mode is developed over an...
A two-stage screening procedure for mailing credit assessment
A two-stage screening procedure for mailing credit assessment
1999,
Direct mailing is one of the tools of business marketing. It can stimulate the...
Scale economies and input substitution under a ray-homogeneous technology: Additional cross-section evidence
Scale economies and input substitution under a ray-homogeneous technology: Additional cross-section evidence
1999,
This paper posits a ray-homogeneous production function having elasticities of scale...
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