1.
A Stochastic Model for Order Book Dynamics
Number of pages: 23
Posted: 26 Sep 2008
Last Revised: 31 Aug 2009
Working Paper Series
University of Oxford, Cornell Financial Engineering Manhattan and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Downloads
7,521
2.
A Mixture of Gaussians Approach to Mathematical Portfolio Oversight: The EF3M Algorithm
Quantitative Finance, 2013, Forthcoming, Johnson School Research Paper Series No. 39-2011
Number of pages: 34
Posted: 22 Sep 2011
Last Revised: 27 Oct 2013
Accepted Paper Series
Cornell University - Operations Research & Industrial Engineering and University of California, Irvine
Downloads
3,948
3.
A Better Measure of Relative Prediction Accuracy for Model Selection and Model Estimation
Journal of the Operational Research Society (2015) 66, 1352–1362,
Number of pages: 25
Posted: 25 Jul 2015
Accepted Paper Series
University of Hertfordshire Business School
Downloads
3,523
4.
Financial Statement Analysis: A Data Envelopment Analysis Approach
Number of pages: 11
Posted: 08 Aug 2008
Last Revised: 28 Nov 2018
Accepted Paper Series
University of Washington, Milgard School of Business-Accounting, Rutgers Business School - Camden and University of Minnesota, Duluth - Labovitz School of Business and Economics (LSBE)
Downloads
2,904
5.
Forecasting Prices from Level-I Quotes in the Presence of Hidden Liquidity
Algorithmic Finance, Vol. 1, No. 1, 2011
Number of pages: 10
Posted: 14 Oct 2010
Last Revised: 11 Oct 2012
Accepted Paper Series
New York University (NYU) - Courant Institute of Mathematical Sciences, New York University (NYU) - Department of Information, Operations, and Management Sciences and Cornell Financial Engineering Manhattan
Downloads
2,681
6.
The Micro-Price: A High Frequency Estimator of Future Prices
Number of pages: 14
Posted: 19 May 2017
Last Revised: 26 Apr 2018
Working Paper Series
Cornell Financial Engineering Manhattan
Downloads
2,526
7.
Is the FDA Too Conservative or Too Aggressive?: A Bayesian Decision Analysis of Clinical Trial Design
Number of pages: 54
Posted: 11 Aug 2015
Last Revised: 29 Nov 2017
Working Paper Series
Pfizer, Inc., Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management
There are 2 versions of this paper
Is the FDA Too Conservative or Too Aggressive?: A Bayesian Decision Analysis of Clinical Trial Design
Number of pages: 54
Posted: 11 Aug 2015
Last Revised: 29 Nov 2017
Downloads
2,275
Is the Fda Too Conservative or Too Aggressive?: A Bayesian Decision Analysis of Clinical Trial Design
NBER Working Paper No. w21499
Number of pages: 38
Posted: 31 Aug 2015
Last Revised: 29 Sep 2015
Downloads
18
Downloads
2,275
8.
Further Thoughts on Crm
ERIM Report Series Reference No. ERS-2002-83-MKT
Number of pages: 33
Posted: 05 Feb 2003
Working Paper Series
University of Groningen - Department of Marketing & Marketing Research and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads
2,216
9.
Advertising Effects on Awareness, Consideration and Brand Choice Using Tracking Data
ERIM Report Series Reference No. ERS-2004-028-MKT
Number of pages: 22
Posted: 26 Aug 2006
Working Paper Series
Erasmus University Rotterdam (EUR) - Department of Econometrics and Microsoft Corporation
Downloads
2,166
10.
Predicting Customer Lifetime Value in Multi-Service Industries
ERIM Report Series Reference No. ERS-2003-038-MKT
Number of pages: 48
Posted: 26 Aug 2006
Working Paper Series
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), University of Groningen - Department of Marketing & Marketing Research and Tilburg University - Department of Marketing
Downloads
2,129
11.
Measuring National Innovation Systems Efficiency – A Review of DEA Approach
Higher School of Economics Research Paper No. WP BRP 16/STI/2013
Number of pages: 24
Posted: 03 Aug 2013
Last Revised: 23 Sep 2013
Working Paper Series
National Research University - Higher School of Economics
Downloads
2,084
12.
Operational Risk Management in Financial Services and the New Basel Accord
Number of pages: 16
Posted: 22 Aug 2004
Working Paper Series
FX Concepts
Downloads
1,982
13.
The Big Data Newsvendor: Practical Insights from Machine Learning
Published in Operations Research 67(1):90-108. https://doi.org/10.1287/opre.2018.1757
Number of pages: 55
Posted: 03 Feb 2015
Last Revised: 22 Aug 2019
Accepted Paper Series
London Business School and Duke University - Pratt School of Engineering
Downloads
1,957
14.
Dynamic Pricing – State-of-The-Art
Zeitschrift für Betriebswirtschaft, Ergänzungsheft 3 'Operations Research in der Betriebswirtschaft' (2009), 1-40,
Number of pages: 38
Posted: 21 Nov 2012
Accepted Paper Series
University of Duisburg-Essen - Mercator School of Management, University of Augsburg and Bundeswehr University Munich
Downloads
1,854
15.
Risk Parity and Beyond - From Asset Allocation to Risk Allocation Decisions
Number of pages: 41
Posted: 18 Nov 2013
Working Paper Series
Fundvisory, EDHEC Business School and ARPM - Advanced Risk and Portfolio Management
Downloads
1,834
16.
Statistical Arbitrage: Medium Frequency Portfolio Trading
Number of pages: 27
Posted: 25 Jun 2013
Last Revised: 09 Jul 2013
Working Paper Series
Independent
Downloads
1,799
17.
The Effectiveness of Advertising Matching Purchase Motivation
ERIM Report Series Reference No. ERS-2001-65-MKT
Number of pages: 47
Posted: 20 Feb 2003
Working Paper Series
Tinbergen Institute, Wageningen University and Tilburg University - Faculty of Social and Behavioural Sciences
Downloads
1,796
18.
Systemic Risk and Central Clearing Counterparty Design
Swiss Finance Institute Research Paper No. 13-34
Number of pages: 46
Posted: 09 Jun 2013
Last Revised: 01 Mar 2017
Working Paper Series
J. Mack Robinson College of Business, Ecole Polytechnique Fédérale de Lausanne and Cornell University
There are 2 versions of this paper
Systemic Risk and Central Clearing Counterparty Design
Swiss Finance Institute Research Paper No. 13-34
Number of pages: 46
Posted: 09 Jun 2013
Last Revised: 01 Mar 2017
Downloads
1,776
Systemic Risk in Networks with a Central Node
Forthcoming, SIAM Journal on Financial Mathematics, Swiss Finance Institute Research Paper No. 20-04
Number of pages: 43
Posted: 24 Jan 2020
Downloads
8
Downloads
1,776
19.
Modeling Dynamic Effects of the Marketing Mix on Market Shares
ERIM Report Series Reference No. ERS-2003-044-MKT
Number of pages: 32
Posted: 26 Aug 2006
Working Paper Series
Econometric Institute - Erasmus University Rotterdam, Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads
1,656
20.
The Model Confidence Set
Number of pages: 41
Posted: 30 Mar 2004
Last Revised: 07 Jul 2014
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Department of Economics, Aarhus University - School of Economics and Management and North Carolina State University - Department of Economics
Downloads
1,563
21.
Using Statistical Process Control to Monitor Active Managers
Number of pages: 35
Posted: 19 Mar 2003
Working Paper Series
NYU Tandon School of Engineering - Department of Finance and Risk Engineering, IBM Corporation - Thomas J. Watson Research Center and Parametric Portfolio Associates
Downloads
1,428
22.
Evaluating Direct Marketing Campaigns: Recent Findings and Future Research Topics
ERIM Report Series Reference No. ERS-2002-26-MKT
Number of pages: 46
Posted: 20 Feb 2003
Working Paper Series
Social and Cultural Planning Office, Erasmus University Rotterdam (EUR) - Department of Econometrics and University of Amsterdam - Academy for Economic Studies
Downloads
1,360
23.
Persistence Modeling for Assessing Marketing Strategy Performance
ERIM Report Series Reference No. ERS-2003-088-MKT
Number of pages: 31
Posted: 09 Mar 2004
Working Paper Series
Catholic University of Leuven (KUL) - Department of Applied Economics and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads
1,317
24.
Predicting Customer Potential Value: An Application in the Insurance Industry
ERIM Report Series Reference No. ERS-2001-01-MKT
Number of pages: 43
Posted: 26 Aug 2006
Working Paper Series
University of Groningen - Department of Marketing & Marketing Research and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads
1,317
25.
When are Crm Systems Successful? The Perspective of the User and of the Organization
ERIM Report Series Reference No. ERS-2005-048-MKT
Number of pages: 53
Posted: 02 Jan 2006
Working Paper Series
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads
1,295
26.
Bonds Versus Stocks: Investors' Age and Risk Taking
Journal of Monetary Economics, Vol. 56, No. 6, pp. 817-830, September 2009
Number of pages: 40
Posted: 18 Oct 2006
Last Revised: 27 Feb 2012
Accepted Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Sabanci University Graduate School of Management, Hebrew University of Jerusalem - Jerusalem School of Business Administration and Baruch College
Downloads
1,268
27.
A Multi-Country Study of the Adoption of Erp Systems
ERIM Report Series Reference No. ERS-2003-019-MKT
Number of pages: 33
Posted: 27 May 2003
Working Paper Series
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads
1,247
28.
Financial Crises and Bank Failures: A Review of Prediction Methods
FRB of Cleveland Working Paper No. 09-04R
Number of pages: 34
Posted: 22 Jun 2009
Last Revised: 01 Nov 2010
Accepted Paper Series
University of Illinois at Chicago and Fordham University - Gabelli School of Business
There are 2 versions of this paper
Financial Crises and Bank Failures: A Review of Prediction Methods
FRB of Cleveland Working Paper No. 09-04R
Number of pages: 34
Posted: 22 Jun 2009
Last Revised: 01 Nov 2010
Downloads
1,225
Financial Crises and Bank Failures: A Review of Prediction Methods
Bank of Finland Research Discussion Paper No. 35/2009
Number of pages: 37
Posted: 06 Dec 2009
Downloads
571
Downloads
1,225
29.
Confidence Intervals for Cronbach's Coefficient Alpha Values
ERIM Report Series Reference No. ERS-2003-041-MKT
Number of pages: 47
Posted: 26 Aug 2006
Working Paper Series
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads
1,221
30.
Portfolio Oversight: An Evolutionary Approach
Number of pages: 50
Posted: 08 Nov 2012
Last Revised: 26 May 2014
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads
1,149
31.
The NASDAQ Crash of April 2000: Yet Another Example of Log-Periodicity in a Speculative Bubble Ending in a Crash
Number of pages: 10
Posted: 09 Jun 2000
Working Paper Series
Riso National Laboratory - Wind Energy Department and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads
1,125
32.
Stochastic Portfolio Theory: A Machine Learning Perspective
Proceedings of the 32nd Conference on Uncertainty in Artificial Intelligence, 2016
Number of pages: 9
Posted: 09 May 2016
Accepted Paper Series
Pit.AI Technologies, Inc. and Mathematical Institute, University of Oxford
Downloads
1,115
33.
The Joint Effect of Relationship Perceptions, Loyalty Program and Direct Mailing on Customer Share Development
ERIM Report Series Reference No. ERS-2002-27-MKT
Number of pages: 59
Posted: 20 Feb 2003
Working Paper Series
University of Groningen - Department of Marketing & Marketing Research
Downloads
1,064
34.
Competitive Reactions and the Cross-Sales Effects of Advertising and Promotion
ERIM Report Series Reference No. ERS-2002-20-MKT
Number of pages: 55
Posted: 20 Feb 2003
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Marketing Area, Northwestern University - Department of Marketing, University of California, Los Angeles (UCLA) - Anderson School of Management and Catholic University of Leuven (KUL) - Department of Applied Economics
Downloads
1,050
35.
Expectation and Optimal f : Expected Growth with and without Reinvestment for Discretely-Distributed Outcomes of Finite Length
Number of pages: 23
Posted: 15 Mar 2015
Last Revised: 08 Feb 2019
Working Paper Series
Vince Strategies LLC
Downloads
1,047
36.
Econometric Analysis of the Market Share Attraction Model
ERIM Report Series Reference No. ERS-2001-25-MKT
Number of pages: 35
Posted: 26 Aug 2006
Working Paper Series
Econometric Institute - Erasmus University Rotterdam, Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads
1,025
37.
Assessing Bank Efficiency and Performance with Operational Research and Artificial Intelligence Techniques: A Survey
European Journal of Operational Research, 2010, 204 (2), 189-198 (Revised Version)
Number of pages: 66
Posted: 28 Feb 2009
Last Revised: 28 Sep 2012
Accepted Paper Series
University Leicester School of Management and GSCM-Montpellier Business School
Downloads
1,004
38.
Cognitive Biases that Interfere with Critical Thinking and Scientific Reasoning: A Course Module
Number of pages: 61
Posted: 26 Apr 2017
Last Revised: 01 Jul 2017
Working Paper Series
City University of New York - Department of Business Management
Downloads
1,002
39.
Corporate Liquidity, Dividend Policy and Default Risk: Optimal Financial Policy and Agency Costs
Number of pages: 48
Posted: 07 Apr 2008
Last Revised: 30 May 2009
Working Paper Series
IESEG School of Management, LEM CNRS, UMR 9221 and Capital Fund Management
Downloads
934
40.
The Impact of Brand and Category Characteristics on Consumer Stock-Out Reactions
ERIM Report Series Reference No. ERS-2002-106-MKT
Number of pages: 46
Posted: 18 Jan 2003
Working Paper Series
Erasmus University Rotterdam (EUR) - Erasmus Food Management Institute, University of Groningen - Department of Marketing & Marketing Research and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads
918
41.
An Artificial Neural Network Representation of the SABR Stochastic Volatility Model
Number of pages: 24
Posted: 14 Dec 2018
Working Paper Series
NatWest Markets
Downloads
916
42.
Optimal Bidding in Multi-Item Multi-Slot Sponsored Search Auctions
Operations Research 61(4): 855-873 (2013)
Number of pages: 47
Posted: 06 Feb 2012
Last Revised: 08 Dec 2013
Accepted Paper Series
University of Pennsylvania - Operations & Information Management Department and Carnegie Mellon University - H. John Heinz III School of Public Policy and Management
Downloads
893
43.
Nesting Booking Limits in Revenue Management: The Good, the Bad and the Ugly
Number of pages: 20
Posted: 25 Apr 2008
Last Revised: 02 Dec 2008
Working Paper Series
Faculty of Tourism (IREST)
Downloads
885
44.
Star Wars: The Empirics Strike Back
Paris School of Economics Working Paper No. 2012-29
Number of pages: 38
Posted: 23 Jun 2012
Working Paper Series
University of Ottawa - Department of Economics, Autorité de Contrôle Prudentiel et de Résolution (ACPR), Aix-Marseille University - Aix-Marseille School of Economics and University of Bristol
There are 2 versions of this paper
Star Wars: The Empirics Strike Back
Paris School of Economics Working Paper No. 2012-29
Number of pages: 38
Posted: 23 Jun 2012
Downloads
883
Star Wars: The Empirics Strike Back
IZA Discussion Paper No. 7268
Number of pages: 61
Posted: 23 Mar 2013
Downloads
91
Downloads
883
45.
Forecasting Product Life Cycle Curves: Practical Approach and Empirical Analysis
Manufacturing & Service Operations Management, Forthcoming, Vanderbilt Owen Graduate School of Management Research Paper No. 2867528
Number of pages: 39
Posted: 10 Nov 2016
Last Revised: 07 Jun 2018
Accepted Paper Series
Vanderbilt University - Operations Management, Penn State University, Smeal College of Business, Dell Inc., University of Virginia - Darden School of Business and Northwestern University - Kellogg School of Management
Downloads
864
46.
From Bounded Rationality to Behavioral Economics
Number of pages: 22
Posted: 20 Jul 2005
Working Paper Series
Luiss Guido Carli University
Downloads
826
47.
Risk Neutral Forecasting
Number of pages: 39
Posted: 23 Jan 2001
Working Paper Series
Athens University of Economics and Business - Department of International and European Economic Studies
Downloads
808
48.
Market Self-Learning of Signals, Impact and Optimal Trading: Invisible Hand Inference with Free Energy (Or, How We Learned to Stop Worrying and Love Bounded Rationality)
Number of pages: 57
Posted: 26 May 2018
Working Paper Series
New York University (NYU) - NYU Tandon School of Engineering and New York University (NYU) - NYU Tandon School of Engineering
Downloads
804
49.
Warehouse Real-Time Simulator – How to Optimize Order Picking Time
Number of pages: 18
Posted: 18 Nov 2013
Working Paper Series
Uniwersytet Ekonomiczny we Wroc?awiu
Downloads
780
50.
Deeply Learning Derivatives
Number of pages: 14
Posted: 09 Oct 2018
Last Revised: 20 Oct 2018
Working Paper Series
Riskfuel and Scotiabank
Downloads
778
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