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...

For more than a decade, the authors have studied the best, worst, and emerging information technology sourcing practices in 543 large and small organizations world-wide. From an initial focus on cost reduction in the early 1990s, the authors found that customers now expect many business...

For businesses planning interactions online, particularly using Web services, managing risks and accommodating each other's varying business-level security requirements is a complex but critical issue during development. Literature suggests numerous reasons that prohibit the simplistic adoption,...

In this paper we study a new restriction of the PAC learning framework, in which each label class is handled by an unsupervised learner that aims to fit an appropriate probability distribution to its own data. A hypothesis is derived by choosing, for any unlabeled instance, the label whose...

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...

This paper introduces a framework for analyzing technology-based organizational action. It presents the concept of 'value programs', to represent the complex, pluralistic nature of organizational action around the application of IT systems. The nature of IT based organizational functioning and...

Business Process Reengineering (BPR) was developed as a new idea which, it was suggested, could revolutionise the corporation and give it a major competitive advantage by simplifying key business processes and utilising information technology to secure cross-functional communication and focus on...

Based on multiple-case research, this paper develops a model of strategic information systems (IS) investment in small and medium-sized enterprises (SMEs). IS investment is modelled as a function of an SME's strategic context as defined by its strategic focus, i.e. cost reduction versus value...

When planning and designing a policy intervention and evaluation, the policy maker will have to define a strategy which will define the (conditional independence) structure of the available data. Here, Dawid's extended influence diagrams are augmented by including 'experimental design' decisions...