The calculation of interval forecasts for highly persistent autoregressive (AR) time series based on the bootstrap is considered. Three methods are considered for countering the small-sample bias of least-squares estimation for processes which have roots close to the unit circle: a bootstrap...

A robust minimax approach for optimal investment decisions with imprecise return forecasts and risk estimations in financial portfolio management is considered. Single-period and multi-period mean-variance optimization models are extended to worst-case design with multiple rival risk estimations...

As knowledge discovery (KD) matures and enters the mainstream, there is an onus on the technology developers to provide the technology in a deployable, embeddable form. This transition from a stand-alone technology, in the control of the knowledgeable few, to a widely accessible and usable...

How value is created for the customer from e-business is a topic of much concern in academic and practitioner circles. In the light of the dot.com downturn, numerous e-business firms ceased to exist. This paper reports the findings from an ongoing research study on the development and decline of...

This article examines the interdependency of population-level adaptation (evolution) and individual-level adaptation (learning). More specifically, we assume a trade-off between the two means of adaptation, that is, a higher individual-level adaptation can only be achieved with a reduced...

In this article, the author examines an enterprise resource planning (ERP) adoption process in a particular case setting to explore the knowledge management challenges encountered, specifically challenges related to the sharing and integration of knowledge, and the ways that social capital is...

Enterprise systems are used to facilitate the seamless integration and exchange of data between the various departments within an organization. In order to achieve this, rigidly defined control mechanisms must be in place in the system, which safeguard the company's data and protect the company...

The paper investigates the problem of determining patterns of criminal behaviour from official criminal histories, concentrating on the variety and type of offending convictions. The analysis is carried out on the basis of a multivariate latent Markov model which allows for discrete covariates...

In studies of properties of queues, for example in relation to Internet traffic, a subject that is of particular interest is the ‘shape’ of service time distribution. For example, we might wish to know whether the service time density is unimodal, suggesting that service time distribution is...

We present properties of a dependence measure that arises in the study of extreme values in multivariate and spatial problems. For multivariate problems the dependence measure characterises dependence at the bivariate level, for all pairs and all higher orders up to and including the dimension...