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A double clustering algorithm for financial time series based on extreme events

De Luca, Giovanni; Zuccolotto, Paola - In: Statistics & Risk Modeling 34 (2017) 1-2, pp. 1-12

Abstract This paper is concerned with a procedure for financial time series clustering, aimed at creating groups of time series characterized by similar behavior with regard to extreme events. The core of our proposal is a double clustering procedure: the former is based on the lower tail...

Persistent link: https://www.econbiz.de/10014621246

Business process portfolio selection in re-engineering projects

Darmani, Anna; Hanafizadeh, Payam - In: Business Process Management Journal 19 (2013) 6, pp. 892-916

Purpose – In today's societies, work environment and customers' expectations change on a daily manner. Consequently, it is crucial for companies to find a way for adapting themselves to new requirements. For this purpose, reengineering projects have been introduced and evolved in different...

Persistent link: https://www.econbiz.de/10014688574

The Implementation of a Cash-Flow-Based Mathematical R&D Project Selection Model

Lienland, Bernhard - In: International Journal of Information Technology Project … 7 (2016) 3, pp. 15-36

Customer project selection is a challenge for many industrial companies. An inappropriate project selection approach can lead to constraint violations, high fixed costs, and suboptimal portfolios. To overcome these problems a cash-flow-based linear optimization model was developed in partnership...

Persistent link: https://www.econbiz.de/10012045999

Islamic religiosity and portfolio allocation: the Malaysian context

Mahdzan, Nurul Shahnaz; Zainudin, Rozaimah; Che Hashim, … - In: International Journal of Islamic and Middle Eastern … 10 (2017) 3, pp. 434-452

Purpose This study aims to investigate the association between Muslim individuals’ portfolio allocation choice and Islamic religiosity (levels and dimensions), controlling for risk tolerance and sociodemographic factors. Design/methodology/approach The study uses primary data collected via...

Persistent link: https://www.econbiz.de/10014826989

Optimum portfolio selection using a hybrid genetic algorithm and analytic hierarchy process

Solimanpur, Maghsoud; Mansourfar, Gholamreza; Ghayour, … - In: Studies in Economics and Finance 32 (2015) 3, pp. 379-394

Purpose – The purpose of this paper is to present a multi-objective model to the optimum portfolio selection using genetic algorithm and analytic hierarchy process (AHP). Portfolio selection is a multi-objective decision-making problem in financial management. Design/methodology/approach –...

Persistent link: https://www.econbiz.de/10015014081

Prescriptive portfolio selection: a compromise between fast and slow thinking

Momen, Omid; Esfahanipour, Akbar; Seifi, Abbas - In: Qualitative Research in Financial Markets 9 (2017) 2, pp. 98-116

the first two types of analysis in the decision theory: descriptive, normative and prescriptive analysis. However, to …

Persistent link: https://www.econbiz.de/10014988552

Internal organisational factors influencing corporate social and ethical reporting : Beyond current theorising

Adams, Carol A. - In: Accounting, Auditing & Accountability Journal 15 (2002) 2, pp. 223-250

Prior empirical research into factors which are influential in determining the extent and nature of corporate social reporting has primarily been concerned with the impact of corporate characteristics (such as size and industry grouping) or general contextual factors (such as the social,...

Persistent link: https://www.econbiz.de/10014640916

A literary theory perspective on accounting : Towards heteroglossic accounting reports

Macintosh, Norman B.; Baker, C. Richard - In: Accounting, Auditing & Accountability Journal 15 (2002) 2, pp. 184-222

This paper adopts a literary theory perspective to depict accounting reports and information as texts rather than as … economic commodities and so available for analysis from the vantage point of semiotic linguistic theory. In doing so it takes … dominant genres of literary theory – expressive realism, the new criticism, structuralism, and deconstructionism – to …

Persistent link: https://www.econbiz.de/10014640922

Accounting/art and the emancipatory project: some reflections

Gallhofer, Sonja; Haslam, Jim - In: Accounting, Auditing & Accountability Journal 9 (1996) 5, pp. 23-44

If we are concerned to develop an emancipatory accounting, and if we are sensitive towards the tendencies to ethnocentrism, chronocentrism and dogmatism, we can potentially gain insights from the social and critical theoretical analysis of any phenomena, whatever be their location in time and...

Persistent link: https://www.econbiz.de/10014641569

Strong structuration theory and accounting information: an empirical study

Feeney, Orla; Pierce, Bernard - In: Accounting, Auditing & Accountability Journal 29 (2016) 7, pp. 1152-1176

) using Strong Structuration Theory. NPD is a complex social action involving a wide range of different actors and clusters of … actors. Strong Structuration Theory allows the authors to take a broad view of this social system in order to develop a … understanding of Stones’ Strong Structuration Theory at both an ontological and methodological level by operationalising Stones …

Persistent link: https://www.econbiz.de/10014642398