Sikorsky Aircraft Co. currently finds itself in a critical growth period, in terms of both sales contracts and supplier agreements. Popular supply chain strategies preach reduction and simplification of the supply base, but Sikorsky encounters "must-grow" situations with their supply base, due...

Price is the most visible signal produced by competition and interaction among a complex ecology of entities in a system called financial markets. This thesis deals with statistical analysis and model identification based on such signals. We approach this problem at various levels of...