81
Voted
OR
2007
Springer
15 years 1 days ago
2007
Springer
88
Voted
OR
2007
Springer
15 years 1 days ago
2007
Springer
122
Voted
OR
2002
Springer
15 years 6 days 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...
75
Voted
OR
2002
Springer
15 years 6 days 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...
63
Voted
OR
2002
Springer
15 years 6 days ago
2002
Springer
111
Voted
AIR
2004
15 years 13 days 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-...
94
Voted
OR
2006
Springer
15 years 15 days 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...
88
Voted
OR
2006
Springer
15 years 15 days 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...
95
Voted
OR
2006
Springer
15 years 15 days 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...
113
Voted
OR
2006
Springer
15 years 15 days ago
2006
Springer