Forecasting and inventory control for intermittent demand items has been a major problem in the manufacturing and supply environment. Croston (Operational Research Quarterly 23 (1972) 289), proposed a method according to which intermittent demand estimates can be built from constituent events....

In this paper copulas are used to generate novel bivariate discrete distributions. These distributions are fitted to soccer data from the English Premier League. An interesting aspect of these data is that the primary variable of interest, the discrete pair shots-for and shots-against, exhibit...

We use regression methods to predict the expected monthly return on stocks and the covariance matrix of returns, the predictor variables being a company's ‘fundamentals’, such as dividend yield and the history of previous returns. Predictions are evaluated out of sample for shares traded on...