Nowadays, there is a growing interest in the application of quantitative methods in portfolio management, as the results of their application can be used as guidelines for managing a successful investment portfolio, i.e., a portfolio that outperforms the market. This paper deals with the Data...

Measuring relative efficiency of academic units which have similar area of research, methodology and resource profiles, has often been the subject of interest. To have such similarities among those units, make sense for the comparison of those units via data envelopment analysis(DEA). In this...

Effectiveness involves more than simple efficiency, which is limited to the production process assessment of peer operational units. Effectiveness incorporates both endogenous and exogenous variables. It is a fundamental driver for the success of an operational unit within a competitive...

We develop a method for eco-efficiency analysis of consumer durables by utilizing Data Envelopment Analysis (DEA). In contrast to previous product efficiency studies, we consider the measurement problem from the perspective of a policy maker. The novel innovation of the paper is to measure...

This paper introduces a new Empirical Mode Decomposition (EMD) Python package called AdvEMDpy that is demonstrably more flexible and which generalises in numerous important ways the existing EMD packages available in Python, R, and MATLAB. The extensions introduced by this AdvEMDpy package both...

This work serves as a formal supplement to ‘Package AdvEMDpy: Algorithmic Variations of Empirical Mode Decomposition in Python’ with additional synthetic and real-world examples. AdvEMDpy will be shown to be more accurate than its Python competitors in resolving the underlying driving...

In this paper we have proposed a method to conduct the ordinal canonical correlation analysis (OCCA) that yields ordinal canonical variates and the coefficient of correlation between them, which is analogous to (and a generalization of) the rank correlation coefficient of Spearman. The ordinal...