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Optimization Models for the Continuous Review Inventory System

Cobb, Barry R. - In: International Journal of Operations Research and … 8 (2017) 1, pp. 1-21

Businesses that carry inventory as a means of responding to customer demand must decide when to place inventory orders and how much to order. A model for selecting an optimal order quantity and reorder point in the continuous review system is implemented in spreadsheet software. Historical data...

Persistent link: https://www.econbiz.de/10012046923

Using a Predictive Rating System for Computer Programmers to Optimise Recruitment: Using Ratings to Optimise Programmer Recruitment

Bracewell, Paul J.; Patel, Ankit K.; Blackie, Evan J.; … - In: Journal of Cases on Information Technology (JCIT) 19 (2017) 3, pp. 1-14

Using a quantitative assessment system, the number of resumes reviewed to identify a suitable developer was reduced to 3.5% with a successful recruitment decision made in 10 working days of posting the job advertisement. This paper summarises the methodology for developing that rating system....

Persistent link: https://www.econbiz.de/10012048897

Estimating scale parameters under an order statistics prior

Burkschat, Marco; Kamps, Udo; Kateri, Maria - In: Statistics & Decisions 30 (2013) 3, pp. 205-219

Summary In a scheme of independent, possibly Type-II censored samples, joint estimation of scale parameters is considered under an order statistics prior leading to strictly ascendingly ordered Bayes estimators. The focus is on deriving handy closed-form expressions for the estimators

Persistent link: https://www.econbiz.de/10014622231

A Bayesian Approach to Parallel Stress-Strength Models

Durán, Mónica; Peña, Alexis; Salinas, Víctor H. - In: Stochastics and Quality Control 22 (2007) 1, pp. 71-85

Abstract This work presents a Bayesian approach for estimating the reliability of a parallel multi-component system. It is assumed that the strengths of the components are independent random variables, which are subjected to a common stress with the same distribution. It is supposed that the...

Persistent link: https://www.econbiz.de/10014590846

Time-Dependent Stress-Strength Reliability Models with Phase-Type Cycle Times

Drisya, M.; Jose, Joby K. - In: Stochastics and Quality Control 35 (2020) 2, pp. 97-112

Abstract The estimation of stress-strength reliability in a time-dependent context deals with either the stress or strength or both dynamic. The repeated occurrence of stress in random intervals of time induces a change in the distribution of strength over time. In this paper, we study the...

Persistent link: https://www.econbiz.de/10014591051

Non-Linear Properties of the VIX Index

Magafas, L.; Hanias, M.; Tavlatou, A.; Kostantaki, P. - In: International Journal of Productivity Management and … 5 (2017) 2, pp. 16-24

This paper applies non-linear methods to analyze and predict the daily VIX index which is one of the most important stock indexes in the world. The aim of the analysis is to quantitatively show if the corresponding time series is a deterministic chaotic one and if one or more days ahead...

Persistent link: https://www.econbiz.de/10012047129

Early News is Good News: The Effects of Market Opening on Market Volatility

Gallo, Giampiero M.; Pacini, Barbara - In: Studies in Nonlinear Dynamics & Econometrics 2 (1998) 4

the conditional volatility models of the GARCH class. We find that the differences between the opening price of one day … effects of modifying the direct impact of daily innovations on volatility and reducing the estimated overall persistence of …

Persistent link: https://www.econbiz.de/10014620805

GARCH for Irregularly Spaced Financial Data: The ACD-GARCH Model

Ghysels, Eric; Jasiak, Joanna - In: Studies in Nonlinear Dynamics & Econometrics 2 (1998) 4

durations, and vice versa. Otherwise, the spacings between trades are consideredexogenous to the volatility dynamics. This … volatility and intratrade durations. Undergeneral conditions, we propose several Generalized Method of Moments (GMM) estimation … of the IBM 1993 tick-by-tick data. We find some evidence that volatility of IBM stock pricesGranger-causes intratrade …

Persistent link: https://www.econbiz.de/10014620806

Partially Anticipated Monetary Policy Shocks – Are They Stabilizing or Destabilizing?

Offick, Sven; Wohltmann, Hans-Werner - In: Jahrbücher für Nationalökonomie und Statistik 236 (2016) 1, pp. 95-127

Abstract This paper uses a dynamic framework of a small open economy to study the volatility effects of partially … stabilizing, i. e. lead to a lower volatility than a fully anticipated monetary policy shock of the same form. (ii) However, we …

Persistent link: https://www.econbiz.de/10014609557

An Empirical Examination of Stability, Predictability, and Volatility of Middle Eastern and African Emerging Stock Markets

Haque, Mahfuzul; Hassan, M. Kabir; Maroney, Neal C; … - In: Review of Middle East Economics and Finance 2 (2004) 1, pp. 18-41

This paper examines the stability, predictability, volatility, time varying risk premiums and persistence of shocks to … volatility in the ten Middle Eastern and African (ME&A) emerging stock markets. Although the majority of ME&A markets only … finds ME&A markets to be unpredictable. The findings on volatility in the emerging market indicate that eight out of the ten …

Persistent link: https://www.econbiz.de/10014618727