- In this paper, computational aspects of the panel aggregation problem are addressed. Motivated primarily by applications of risk assessment, an algorithm is developed for aggrega...
Joel B. Predd, Sanjeev R. Kulkarni, Daniel N. Oshe...
A popular theory of markets is that they are efficient: all available information is deemed to provide an accurate valuation of an asset at any time. In this paper, we consider ho...
The continuing soar in popularity when it comes to standardized information systems sold en masse under the labelling of Enterprise Resource Planning (ERP) Systems is somewhat kep...
Johan Magnusson, Andreas Nilsson, Fredrik Carlsson
: The search for patterns or motifs in data represents a problem area of key interest to finance and economic researchers. In this paper we introduce the Motif Tracking Algorithm, ...
This work describes a forward-looking approach for the solution of dynamic (time-changing) problems using evolutionary algorithms. The main idea of the proposed method is to combi...