Found 97029 papers in total
Adaptive Interest Rate Modelling
2017,
A good description of the dynamic process of interest rates is crucial to price derivatives and to hedge...
Validating Policy-Induced Economic Change Using Sequential General Equilibrium SAMs
2017,
We present a novel sequential approach that explores the capacity of Computable general equilibrium (CGE)...
Multicategory Purchase Incidence Models for Partitions of Product Categories
2017,
We analyze multicategory purchases of households by means of heterogeneous multivariate probit models that...
Efficient Multi-Attribute Multi-Unit Auctions for B2B E-Commerce Logistics
2017,
This study is the first proposing allocatively efficient multi‐attribute auctions for the...
Product Introduction Strategies under Sequential Innovation for Durable Goods with Network Effects
2017,
When network effects are important and technology is rapidly improved, this study explores the relative...
Bayesian Inventory Management with Potential Change-Points in Demand
2017,
We consider the inventory management problem of a firm reacting to potential change points in demand,...
Dual Sourcing Inventory Systems: On Optimal Policies and the Value of Costless Returns
2017,
We study dual sourcing inventory systems with backordering and with stationary, stochastic demands. The...
A Mobile Platform's In-App Advertising Contract Under Agency Pricing for App Sales
2017,
Unlike advertising in traditional media, a mobile platform's in‐app advertising market exhibits two...
Supply Chain Strategies and International Tax Arbitrage
2017,
What motivates the geographic footprint of the supply chains that multinational firms (MNFs) deploy?...
Obtaining Informationally Consistent Decisions When Computing Costs with Limited Information
2017,
We demonstrate the need to view in a dynamic context any decision based on limited information. We focus...
Supplier Behavior in Capacity Investment Competition: An Experimental Study
2017,
Many manufacturers ensure supply capacity by using more than one supplier and sharing their capacity...
Supply Chain Coordination in the Presence of Gray Markets and Strategic Consumers
2017,
The practice of diverting genuine products to unauthorized gray markets continues to challenge companies...
Coordinating a Semi-Centralized Global Production Network Through Different Levels of Headquarters Involvement
2017,
Motivated by our experience with a global company, we propose and study the concept of a...
Bayesian (mean) most powerful tests
2017,
A fundamental theorem in hypothesis testing is the Neyman‐Pearson (N‐P) lemma, which creates...
Examination and visualisation of the simplifying assumption for vine copulas in three dimensions
2017,
Vine copulas are a highly flexible class of dependence models, which are based on the decomposition of the...
A powerful and efficient algorithm for breaking the links between aliased effects in asymmetric designs
2017,
Fractional factorial (FF) designs are no doubt the most widely used designs in experimental investigations...
Optimal split-plot orthogonal arrays
2017,
It is well known that many industrial experiments have split‐plot structures. Compared to...
A generalised NGINAR(1) process with inflated-parameter geometric counting series
2017,
In this paper we propose a new stationary first‐order non‐negative integer valued...
The Australian Census Longitudinal Dataset: using record linkage to create a longitudinal sample from a series of cross-sections
2017,
The Australian Bureau of Statistics is creating a longitudinal sample, called the Australian Census...
An improved test of equality of mean directions for the Langevin-von Mises-Fisher distribution
2017,
A multi‐sample test for equality of mean directions is developed for populations having...
Some solutions to the multivariate Behrens‐Fisher problem for dissimilarity-based analyses
2017,
The essence of the generalised multivariate Behrens–Fisher problem (BFP) is how to test the null...
Supporting multi-depot and stochastic waste collection management in clustered urban areas via simulation‐optimization
2017,
Waste collection is one of the most critical logistics activities in modern cities with considerable...
Inventory management under working capital constraints
2017,
The objective of inventory management models is to determine effective policies for managing the...
Emulation of control strategies through machine learning in manufacturing simulations
2017,
Discrete‐event simulation is a well‐accepted method for planning, evaluating, and monitoring...
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