Keyword: financial

Found 1008 papers in total
Competitive dynamics and gaming simulation: lessons from a fishing industry simulator
Competitive dynamics and gaming simulation: lessons from a fishing industry simulator
2007,
Experiments with a gaming simulator of the fishing industry show that a wide range of...
Which way to go? – Analysis of gaming revenue enhancement approaches for Macau
Which way to go? – Analysis of gaming revenue enhancement approaches for Macau
2007,
This paper analyzes different approaches used by casinos to encourage gaming...
Developing a decomposable measure of profit efficiency using data envelopment analysis
Developing a decomposable measure of profit efficiency using data envelopment analysis
2007,
In for-profit organizations efficiency measurement with reference to the potential for...
Gamma stochastic volatility models
Gamma stochastic volatility models
2006,
This paper presents gamma stochastic volatility models and investigates their...
A Bayesian nonlinear support vector machine error correction model
A Bayesian nonlinear support vector machine error correction model
2006,
The use of linear error correction models based on stationarity and cointegration...
Evaluating predictive performance of value-at-risk models in emerging markets: a reality check
Evaluating predictive performance of value-at-risk models in emerging markets: a reality check
2006,
We investigate the predictive performance of various classes of value-at-risk (VaR)...
Bias in the estimation of non-linear transformations of the integrated variance of returns
Bias in the estimation of non-linear transformations of the integrated variance of returns
2006,
Volatility models such as GARCH, although misspecified with respect to the...
GARCH forecasting performance under different distribution assumptions
GARCH forecasting performance under different distribution assumptions
2006,
This paper investigates the forecasting performance of the GARCH (1, 1) model when...
SOR '07 Proceedings
SOR '07 Proceedings
2007,
The Slovenian Society ‘Informatika’ has a section for Operational...
Optimal timing for investment decisions
Optimal timing for investment decisions
2007,
The net present value (NVP) is an important concept in investment decisions. As...
Forecasting the recent behavior of US business fixed investment spending: an analysis of competing models
Forecasting the recent behavior of US business fixed investment spending: an analysis of competing models
2007,
We evaluate forecasting models of US business fixed investment spending growth over...
Traditional versus unobserved components methods to forecast quarterly national account aggregates
Traditional versus unobserved components methods to forecast quarterly national account aggregates
2007,
We aim to assess the ability of two alternative forecasting procedures to predict...
Forecasting volatility
Forecasting volatility
2006,
In this paper, we investigate the time series properties of S&P 100 volatility and...
Impact of licensing on investment and financing of technology development
Impact of licensing on investment and financing of technology development
2006,
Technology innovations continue to be one of the greatest drivers of economic growth....
Online low-price guarantees – a real options analysis
Online low-price guarantees – a real options analysis
2006,
A common practice among large retailers is the low-price guarantee, rebating consumers...
Equilibrium forward contracts on nonstorable commodities in the presence of market power
Equilibrium forward contracts on nonstorable commodities in the presence of market power
2007,
Bilateral supply contracts are widely used despite the presence of spot markets. In...
Interruptible electricity contracts from an electricity retailer's point of view: valuation and optimal interruption
Interruptible electricity contracts from an electricity retailer's point of view: valuation and optimal interruption
2006,
We consider interruptible electricity contracts issued by an electricity retailer that...
Hydropower scheduling and financial risk management
Hydropower scheduling and financial risk management
2006,
This paper describes a risk management tool for hydropower generators and its...
Constrained least squares estimation of payment lag distributions in the United States' Medical Assistance Program
Constrained least squares estimation of payment lag distributions in the United States' Medical Assistance Program
2006,
The financial effectiveness of the United States' Medical Assistance Program...
Optimization of financial and energy structure of productive capital
Optimization of financial and energy structure of productive capital
2006,
Optimal control of special non-linear Volterra integral equations is used to optimize...
Fuzzy compromise programming for portfolio selection
Fuzzy compromise programming for portfolio selection
2006,
The aim of this paper is to solve a portfolio selection problem using Sharpe's single...
Hedging entry and exit decisions: optimizing location under exchange rate uncertainty
Hedging entry and exit decisions: optimizing location under exchange rate uncertainty
2005,
The Cobb–Douglas production function with Abel's model is extended herein, and...
Mathematical programming and financial objectives for scheduling projects
Mathematical programming and financial objectives for scheduling projects
2005,
Modelling locational price spreads in competitive electricity markets; applications for transmission rights valuation and replication
Modelling locational price spreads in competitive electricity markets; applications for transmission rights valuation and replication
2004,
The restructuring of the electric utilities industry has forced industry participants...
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