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2009

Physical Sciences and Mathematics

Selected Works

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Articles 61 - 66 of 66

Full-Text Articles in Business

Wine Purchase Decisions And Consumption Behaviors: Insights From A Probability Sample Drawn In Auckland, New Zealand, Peter Danaher Dec 2008

Wine Purchase Decisions And Consumption Behaviors: Insights From A Probability Sample Drawn In Auckland, New Zealand, Peter Danaher

Peter Danaher

No abstract provided.


How Often Versus How Long: The Interplay Of Contact Frequency And Relationship Duration In Customer Perceptions Of Service Relationship Strength, Peter Danaher, Tracey Dagger, Brian Gibbs Dec 2008

How Often Versus How Long: The Interplay Of Contact Frequency And Relationship Duration In Customer Perceptions Of Service Relationship Strength, Peter Danaher, Tracey Dagger, Brian Gibbs

Peter Danaher

This study investigates the effects of customer contact frequency and relationship duration on customer-reported relationship strength (CRRS). Although relationships are understood to develop through an incremental process of time and encounters, exactly how frequency and duration interactively influence CRRS is not known. We embed our analysis of these two relationship-quantity variables within a larger model that considers the effects of relationship-quality variables—commitment, trust and satisfaction—on CRRS. We additionally control for customer demographics and service type. Using a fully national sample of 591 service consumers, we find that both contact frequency and relationship duration have a positive effect on CRRS, and …


Priors For A Bayesian Analysis Of Extreme Values, Sally Wood, Julian Wang Dec 2008

Priors For A Bayesian Analysis Of Extreme Values, Sally Wood, Julian Wang

Sally Wood

This article proposes a new prior specification for a Bayesian analysis of the k largest order statistics model. We show that using Jeffreys priors for the end-point and shape parameters of the k largest order statistics model leads to biased estimates of the shape parameter for small to medium sample sizes and to the posterior mode of the end-point being equal to the most extreme observed value. We propose a conjugate prior for the shape parameter and a prior for the end-point which removes the posterior mode at the most extreme observed value while remaining uninformative for values of the …


Designing Short Term Trading Systems With Artificial Neural Networks, Bruce Vanstone, Gavin Finnie, Tobias Hahn Dec 2008

Designing Short Term Trading Systems With Artificial Neural Networks, Bruce Vanstone, Gavin Finnie, Tobias Hahn

Bruce Vanstone

There is a long established history of applying Artificial Neural Networks (ANNs) to financial data sets. In this paper, the authors demonstrate the use of this methodology to develop a financially viable, short-term trading system. When developing short-term systems, the authors typically site the neural network within an already existing non-neural trading system. This paper briefly reviews an existing medium-term long-only trading system, and then works through the Vanstone and Finnie methodology to create a short-term focused ANN which will enhance this trading strategy. The initial trading strategy and the ANN enhanced trading strategy are comprehensively benchmarked both in-sample and …


Towards Self-Configurable Overlay Networks, Philadelphia University Dec 2008

Towards Self-Configurable Overlay Networks, Philadelphia University

Philadelphia University, Jordan

No abstract provided.


Homeland Security: Fostering Public-Private Partnerships, George H. Baker, Cheryl J. Elliott Dec 2008

Homeland Security: Fostering Public-Private Partnerships, George H. Baker, Cheryl J. Elliott

George H Baker

Recent U.S. high consequence events have clarified the importance of government collaboration with industry. The benefit of such collaboration was one of the most important lessons learned from Hurricane Katrina. The resources owned and controlled by American industry dwarf those available to local, state and even the federal government departments. Better agreements and incentives to bring the full capabilities of industry squarely into the national response agenda will be indispensable in effectively responding to large-scale catastrophes. At our 2007 Symposium, General Russel Honoré, who led the National Guard response to Katrina stated, “We need the partnering between local, state, and …