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Ellipsoidal buffered area under the curve maximization model with variable selection in credit risk estimation
In 2019, a buffered AUC (bAUC) maximization model with the linear classifier was developed to maximize the area under the curve (AUC), a popular...
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Smoothed semicovariance estimation for portfolio selection
Downside risk measures, such as semivariance, are essential for evaluating investment risk. Focusing on semivariance allows investors to emphasize...
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Adverse Selection of Internet Market: Mathematical Model and Theoretical Explanation
The purpose of this chapter is to provide a basic point of theoretical analysis for the following chapters. In this chapter, we first analyze the...
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Bayesian Estimation of Multiple Covariate of Autoregressive (MC-AR) Model
In present scenario, handling covariate/explanatory variable with the model is one of most important factor to study with the models. The main...
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Quantile– based portfolios: post– model– selection estimation with alternative specifications
We extend the analysis of investment strategies derived from penalized quantile regression models, introducing alternative approaches to improve...
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Simulated maximum likelihood estimation of the sequential search model
We propose a new approach to simulate the likelihood of the sequential search model. By allowing search costs to be heterogeneous across consumers...
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Model-Independent Error Bound Estimation for Conformance Checking Approximation
Conformance checking techniques quantify correspondence between a process’s execution and a reference process model using event data. Alignments,...
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Project Estimation
The chapter presents an overview of information system project analysis and design methods, to include the standard waterfall approach, and...
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Specification and Estimation
Managerial discretion reveals itself only after the consequences of every decision can be estimated. This will consist of the range of relevant...
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Hotel Site Selection and Evaluation
This chapter provides an in-depth background analysis vital for hotel site selection, focusing on the intersection of regional economic development...
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Temporal-Like Bivariate Fay-Herriot Model: Leveraging Past Responses and Advanced Preprocessing for Enhanced Small Area Estimation of Growing Stock Volume
Forest inventories are crucial for effective ecosystem management but often lack precision for smaller geographical units due to limited sample...
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Few-shot RUL estimation based on model-agnostic meta-learning
Data-driven remaining useful life (RUL) estimation has been a research hotspot in the prognostic and health management (PHM) of industrial equipment...
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Estimation of player aging curves using regression and imputation
The impact of age on performance is a fundamental component to models of player valuation and prediction across sport. Age effects are typically...
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Cutting-plane algorithm for estimation of sparse Cox proportional hazards models
Survival analysis is a family of statistical methods for analyzing event occurrence times. We adopt a mixed-integer optimization approach to...
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A deep learning-based antenna selection approach in MIMO system
Multiple Input Multiple Output (MIMO) systems offer interesting advantages in terms of throughput and reliability thanks to the diversity and spatial...
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ChatGPT-Based Investment Portfolio Selection
In this paper, we explore potential uses of generative AI models, such as ChatGPT, for investment portfolio selection. Trusting investment advice...
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Model for the Selection of Grey Research Methods in Management Sciences
The chapter discusses the application of Grey Systems Theory (GST) in management science, focussing on selecting the right methods for various...
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International Market Selection
The selection of foreign markets is one of the basic strategic decisions of international marketing management. A multi-stage procedure is...
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Time varying effects in survival analysis: a novel data-driven method for drift identification and variable selection
In this paper we address the problem of survival models when high-dimensional panel data are available. We discuss two related issues: The first one...
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Judgmental Selection of Forecasting Models (Reprint)
In this paper, we explored how judgment can be used to improve the selection of a forecasting model. We compared the performance of judgmental model...