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MODEL RISK IN VaR ESTIMATION: AN EMPIRICAL STUDY

YAO, JING; LI, ZHONG-FEI; NG, KAI W. - In: International Journal of Information Technology & … 05 (2006) 03, pp. 503-512

four GARCH-type volatility processes exponentially weighted moving average (EWMA), generalized autoregressive conditional … heteroskedasticity (GARCH), exponential GARCH (EGARCH), and fractionally integrated GARCH (FIGARCH), we evaluate the performance of the …

Persistent link: https://www.econbiz.de/10005060103

DRIVER MODERATOR METHOD FOR RETAIL SALES PREDICTION

ALI, ÖZDEN GÜR - In: International Journal of Information Technology & … 12 (2013) 06, pp. 1261-1286

We introduce a new method for stock keeping unit (SKU)-store level sales prediction in the presence of promotions to support order quantity and promotion planning decisions for retail managers. The method leverages the marketing literature to generate features, and data mining techniques to...

Persistent link: https://www.econbiz.de/10011011037

MULTIOBJECTIVE DECISION SUPPORT FOR THE KWANZA RIVER MANAGEMENT

MARIE, KIOMBO J.; CANO, JAVIER; INSUA, DAVID RÍOS; … - In: International Journal of Information Technology & … 12 (2013) 05, pp. 999-1020

Water management has become a challenging problem worldwide, especially in developing countries, due to several reasons including the growing scarcity of natural water resources; a demographic explosion in many urban settlements, followed by a rapid urbanization and industrialization of...

Persistent link: https://www.econbiz.de/10011011073

A Novel Forecasting Model Based on Support Vector Regression and Bat Meta-Heuristic (Bat–SVR): Case Study in Printed Circuit Board Industry

Tavakkoli, Amirmohammad; Rezaeenour, Jalal; Hadavandi, … - In: International Journal of Information Technology & … 14 (2015) 01, pp. 195-215

Sales forecasting is very beneficial to most businesses. A successful business needs accurate sales forecasting to … understand the market and sales trends. This paper presents a novel sales forecasting model by integrating support vector … regression (SVR) and bat algorithm (BA). Since the accuracy of SVR forecasting mainly depends on SVR parameters, we use BA for …

Persistent link: https://www.econbiz.de/10011279057

An ANN-based approach for predicting global radiation in locations with no direct measurement instrumentation

Al-Alawi, S.M.; Al-Hinai, H.A. - In: Renewable Energy 14 (1998) 1, pp. 199-204

In this work, a novel approach using an artificial neural network was used to develop a model for analyzing the relationship between the Global Radiation (GR) and climatological variables, and to predict GR for locations not covered by the model's training data. The predicted global radiation...

Persistent link: https://www.econbiz.de/10010805752

Dynamic life cycle assessment (LCA) of renewable energy technologies

Pehnt, Martin - In: Renewable Energy 31 (2006) 1, pp. 55-71

Before new technologies enter the market, their environmental superiority over competing options must be asserted based on a life cycle approach. However, when applying the prevailing status-quo Life Cycle Assessment (LCA) approach to future renewable energy systems, one does not distinguish...

Persistent link: https://www.econbiz.de/10010806319

A novel approach for the forecasting of mean hourly wind speed time series

Sfetsos, A. - In: Renewable Energy 27 (2002) 2, pp. 163-174

This paper presents a novel method for the forecasting of mean hourly wind speed data using time series analysis. The … initial point for this approach is mainly the fact that none of the forecasting approaches for hourly data, that can be found … finally proposed methodology is based on the multi-step forecasting of 10 minutes averaged data and the subsequent averaging …

Persistent link: https://www.econbiz.de/10010806846

On improvement rates for renewable energy technologies: Solar PV, wind turbines, capacitors, and batteries

Benson, Christopher L.; Magee, Christopher L. - In: Renewable Energy 68 (2014) C, pp. 745-751

An important issue in various domains of renewable energy is the use of technological improvement trends to project future capabilities of energy technologies. This paper analyzes two pairs of renewable energy technologies and finds that the annual improvement rate of cost/investment is quite...

Persistent link: https://www.econbiz.de/10010806916

EXTENDING THE MEASUREMENT OF TANGIBLES TO INTANGIBLES

SAATY, THOMAS L.; SAGIR, MUJGAN - In: International Journal of Information Technology & … 08 (2009) 01, pp. 7-27

Tangibles have measurements generally on ratio scales with arbitrary units that are always interpreted by using judgments as to what particular purpose the measurements serve. How two measurements on a ratio scale are related with respect to dominance leads to forming their ratio which is a...

Persistent link: https://www.econbiz.de/10004971624

PREDICTING GLOBAL INTERNET GROWTH USING AUGMENTED DIFFUSION, FUZZY REGRESSION AND NEURAL NETWORK MODELS

BAGCHI, KALLOL; MUKHOPADHYAY, SOMNATH - In: International Journal of Information Technology & … 05 (2006) 01, pp. 155-171

Quantitative models explaining and forecasting the growth of new technology like the Internet in global business …

Persistent link: https://www.econbiz.de/10004971663