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EOR
2008
87views more  EOR 2008»
13 years 7 months ago
Calibration of the default probability model
In this paper, we study the calibration problem for the Merton
Alexander Y. Kreinin, Ahmed Nagi
EOR
2008
85views more  EOR 2008»
13 years 7 months ago
The Linear Ordering Problem with cumulative costs
Several optimization problems require finding a permutation of a given set of items that minimizes a certain cost function. These problems are naturally modelled in graph-theory t...
Livio Bertacco, Lorenzo Brunetta, Matteo Fischetti
EOR
2008
80views more  EOR 2008»
13 years 7 months ago
Few statistical tests for proportions comparison
This article reviews a number of statistical tests for comparing proportions. These statistical tests are presented in a comprehensive way, so that OR practitioners can easily und...
Éric D. Taillard, Philippe Waelti, Jacques ...
EOR
2008
82views more  EOR 2008»
13 years 7 months ago
Capacity and entry issues in online exchanges
With the advent of open standards and Internet technologies, the number of sellers who can participate in online exchanges is greatly increased. We model the competition between i...
Subhajyoti Bandyopadhyay, John M. Barron, Alok R. ...
EOR
2008
125views more  EOR 2008»
13 years 7 months ago
Shapley mappings and the cumulative value for n-person games with fuzzy coalitions
In this paper we prove the existence and uniqueness of a solution concept for n-person games with fuzzy coalitions, which we call the Shapley mapping. The Shapley mapping, when it...
Dan Butnariu, Tomás Kroupa