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Full-Text Articles in Business
The Generalized Dea Model Of Fundamental Analysis Of Public Firms, With Application To Portfolio Selection, Xin Zhang
Doctoral Dissertations
Fundamental analysis is an approach for evaluating a public firm for its investmentworthiness by looking at its business at the basic or fundamental financial level. The focus of this thesis is on utilizing financial statement data and a new generalization of the Data Envelopment Analysis, termed the GDEA model, to determine a relative financial strength (RFS) indicator that represents the underlying business strength of a firm. This approach is based on maximizing a correlation metric between GDEA-based score of financial strength and stock price performance. The correlation maximization problem is a difficult binary nonlinear optimization that requires iterative re-configuration of …
Algorithms For Multi-Sample Cluster Analysis, Fahad Almutairi
Algorithms For Multi-Sample Cluster Analysis, Fahad Almutairi
Doctoral Dissertations
In this study, we develop algorithms to solve the Multi-Sample Cluster Analysis (MSCA) problem. This problem arises when we have multiple samples and we need to find the statistical model that best fits the cluster structure of these samples. One important area among others in which our algorithms can be used is international market segmentation. In this area, samples about customers’preferences and characteristics are collected from di¤erent regions in the market. The goal in this case is to join the regions with similar customers’characteristics in clusters (segments).
We develop branch and bound algorithms and a genetic algorithm. In these algorithms, …
Approximation Methods For The Standard Deviation Of Flow Times In The G/G/S Queue, Xiaofeng Zhao
Approximation Methods For The Standard Deviation Of Flow Times In The G/G/S Queue, Xiaofeng Zhao
Doctoral Dissertations
We provide approximation methods for the standard deviation of flow time in system for a general multi-server queue with infinite waiting capacity (G / G / s ). The approximations require only the mean and standard deviation or the coefficient of variation of the inter-arrival and service time distributions, and the number of servers.
These approximations are simple enough to be implemented in manual or spreadsheet calculations, but in comparisons to Monte Carlo simulations have proven to give good approximations (within ±10%) for cases in which the coefficients of variation for the interarrival and service times are between 0 …