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Articles 1 - 5 of 5
Full-Text Articles in Business
Using Neural Networks To Discover Patterns In International Equity Markets: A Case Study, Mary Malliaris, Linda Salchenberger
Using Neural Networks To Discover Patterns In International Equity Markets: A Case Study, Mary Malliaris, Linda Salchenberger
Management Faculty Research and Publications
No abstract provided.
Automatic Identification Of Time Series Features For Rule-Based Forecasting, Monica Adya, Fred Collopy, J. Scott Armstrong, Miles Kennedy
Automatic Identification Of Time Series Features For Rule-Based Forecasting, Monica Adya, Fred Collopy, J. Scott Armstrong, Miles Kennedy
Management Faculty Research and Publications
Rule-based forecasting (RBF) is an expert system that uses features of time series to select and weight extrapolation techniques. Thus, it is dependent upon the identification of features of the time series. Judgmental coding of these features is expensive and the reliability of the ratings is modest. We developed and automated heuristics to detect six features that had previously been judgmentally identified in RBF: outliers, level shifts, change in basic trend, unstable recent trend, unusual last observation, and functional form. These heuristics rely on simple statistics such as first differences and regression estimates. In general, there was agreement between automated …
Strategic Asset Allocation For Individual Investors: The Impact Of The Present Value Of Social Security Benefits, Steve Fraser, William Jennings, David King
Strategic Asset Allocation For Individual Investors: The Impact Of The Present Value Of Social Security Benefits, Steve Fraser, William Jennings, David King
Management Faculty Research and Publications
This paper demonstrates the dramatic effect of social security wealth on individuals’ asset allocation. We first discuss why social security wealth should be included in portfolio asset-mix decisions. We then draw parallels between social security benefits and inflation-indexed treasury bonds to help quantify the present value of social security benefits. Finally, we show the portfolio impact of including social security wealth under several asset-mix decision rules. Excluding social security wealth from the asset mix decision results in sub-optimal portfolios. Including social security wealth provides an incentive for including more stock in the asset mix.
Exploring The Experiences Of Collaborative Planning Initiatives, Mark Barratt, Alexander Oliveira
Exploring The Experiences Of Collaborative Planning Initiatives, Mark Barratt, Alexander Oliveira
Management Faculty Research and Publications
Supply chain integration (or synchronisation) is to a large extent still only a promise, despite many considerable efforts by organisations and their customers and suppliers. Lack of visibility of true consumer demand and collaborative relationships based upon joint decision making remain significant barriers to the goal of supply chain integration. Collaborative planning, forecasting and replenishment (CPFR) is a strategy which promises to overcome these barriers, and seeks through joint planning, joint decision making and the development of a clearer understanding of the dynamics of the supply chain replenishment process to deliver some of the promised benefits of actual supply chain …
Bcas: A Web-Enabled And Gis-Based Decision Support System For The Diagnosis And Treatment Of Breast Cancer, Guisseppi A. Forgionne, Aryya Gangopadhyay, Monica Adya, Joseph K. Tan
Bcas: A Web-Enabled And Gis-Based Decision Support System For The Diagnosis And Treatment Of Breast Cancer, Guisseppi A. Forgionne, Aryya Gangopadhyay, Monica Adya, Joseph K. Tan
Management Faculty Research and Publications
For decades, geographical variations in cancer rates have been observed but the precise determinants of such geographic differences in breast cancer development are unclear. Various statistical models have been proposed. Applications of these models, however, require that the data be assembled from a variety of sources, converted into the statistical models’ parameters and delivered effectively to researchers and policy makers. A web-enabled and GIS-based system can be developed to provide the needed functionality. This article overviews the conceptual web-enabled and GIS-based system (BCAS), illustrates the system’s use in diagnosing and treating breast cancer and examines the potential benefits and implications …