OR
2007
Springer
13 years 11 months ago
2007
Springer
OR
2007
Springer
13 years 11 months ago
2007
Springer
OR
2002
Springer
13 years 11 months ago
2002
Springer
The paper presents an overview of financial applications of copulas. Copulas permit to represent joint distribution functions by splitting the marginal behavior, embedded in the ma...
OR
2002
Springer
13 years 11 months ago
2002
Springer
We examine a decision-theoretic Bayesian framework for the estimation of Sharpe Style portfolio weights of the MSCI sector returns. Following van Dijk and Kloek (1980) an appropri...
OR
2002
Springer
13 years 11 months ago
2002
Springer
AIR
2004
13 years 11 months ago
2004
Ensuring truthfulness amongst self-interested agents bidding against one another in an auction can be computationally expensive when prices are determined using the Vickrey-Clarke-...
OR
2006
Springer
13 years 11 months ago
2006
Springer
This paper presents a model for the economic evaluation of electrical energy production from photovoltaic systems. The economic evaluation model takes into account all the operati...
OR
2006
Springer
13 years 11 months ago
2006
Springer
In this paper, we review our work on a time series forecasting methodology based on the combination of unsupervised clustering and artificial neural networks. To address noise and...
OR
2006
Springer
13 years 11 months ago
2006
Springer
Given that contractor plays a critical role in any construction project, contractor selection constitutes key decision for public authorities. Prequalification, i.e. the eliminati...
OR
2006
Springer
13 years 11 months ago
2006
Springer