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ANOR
2010
13 years 10 months ago
2010
This paper provides a new framework for the derivation and estimation of consumption and the equity premium functions. The novelty in our approach is that it does not require the ...
ANOR
2010
13 years 10 months ago
2010
Abstract. We consider a continuous-time model for inventory management with Markov modulated non-stationary demands. We introduce active learning by assuming that the state of the ...
ANOR
2010
13 years 10 months ago
2010
Detection of changes to multivariate patterns is an important topic in a number of different domains. Modern data sets often include categorical and numerical data and potentially...
ANOR
2010
13 years 10 months ago
2010
Abstract The problem of portfolio risk estimation in volatile markets requires employing fat-tailed models for financial instrument returns combined with copula functions to captur...
ANOR
2010
13 years 10 months ago
2010
In the rapidly changing environment of Fast Moving Consumer Goods sector where new product launches are frequent, retail channels need to reallocate their shelf spaces intelligent...