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Management Information Systems Commons™
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Full-Text Articles in Management Information Systems
Are There Contagion Effects In Information Technology And Business Process Outsourcing?, Arti Mann, Robert J. Kauffman, Kunsoo Han, Barrie R. Nault
Are There Contagion Effects In Information Technology And Business Process Outsourcing?, Arti Mann, Robert J. Kauffman, Kunsoo Han, Barrie R. Nault
Research Collection School Of Computing and Information Systems
We model the diffusion of IT outsourcing using announcements about IT outsourcing deals. We estimate a lognormal diffusion curve to test whether IT outsourcing follows a pure diffusion process or there are contagion effects involved. The methodology permits us to study the consequences of outsourcing events, especially mega-deals with IT contract amounts that exceed US$1 billion. Mega-deals act, we theorize, as precipitating events that create a strong basis for contagion effects and are likely to affect decision-making by other firms in an industry. Then, we evaluate the role of different communication channels in the diffusion process of IT outsourcing by …
Confidence Weighted Mean Reversion Strategy For On-Line Portfolio Selection, Bin Li, Steven C. H. Hoi, Peilin Zhao, Vivek Gopalkrishnan
Confidence Weighted Mean Reversion Strategy For On-Line Portfolio Selection, Bin Li, Steven C. H. Hoi, Peilin Zhao, Vivek Gopalkrishnan
Research Collection School Of Computing and Information Systems
On-line portfolio selection has been attracting increasing attention from the data mining and machine learning communities. All existing on-line portfolio selection strategies focus on the first order information of a portfolio vector, though the second order information may also be beneficial to a strategy. Moreover, empirical evidences show that the stock price relatives may follow the mean reversion property, which has not been fully exploited by existing strategies. This article proposes a novel on-line portfolio selection strategy named ``Confidence Weighted Mean Reversion'' (CWMR). Inspired by the mean reversion principle in finance and confidence weighted online learning technique in machine learning, …