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Stochastic Models for Intermittent Demands Forecasting and Stock control

W. Sandmann, O. Bober
2010 SNE Simulation Notes Europe  
Demand forecasting with regard to stock control is a central issue of inventory management.  ...  Finally, based on the stochastic models, stock control strategies are proposed to facilitate service levels guarantees in terms of probability bounds for being out of stock. References  ...  Forecasting and Stock Control Once we have built stochastic models and validated their appropriateness, it is clear that deterministic point forecasts are not very meaningful but stock control strategies  ... 
doi:10.11128/sne.20.tn.09987 fatcat:qgtjbdiimnggxck34jxjawkfma

Classification for forecasting and stock control: a case study

J E Boylan, A A Syntetos, G C Karakostas
2008 Journal of the Operational Research Society  
Forecasting Intermittent Order frequency Non-intermittent JE Boylan et a+Classification for forecasting and stock control 475 Stock control Average demand Lumpy Erratic Low Variability of demand Figure  ...  JE Boylan et aClassification for forecasting and stock control 481 Syntetos AA and Boylan JE (2006a). Comments on the attribution of an intermittent demand estimator. /nt J Forecasting 22: p. 201.  ... 
doi:10.1057/palgrave.jors.2602312 fatcat:b23row3wm5hydmoqazs5r2tdvq

Effects of correlation on intermittent demand forecasting and stock control

Nezih Altay, Lewis A. Litteral, Frank Rudisill
2012 International Journal of Production Economics  
on forecasting and stock control of intermittent demand items.  ...  Applying appropriate forecasting and stock control methods to theoretically generated compound Poisson demand data we show that correlation in intermittent demand does play a role in forecast quality and  ...  Finally, experiment (III) is designed to study the integration of forecasting and stock control since the stock control policy here uses the forecasted mean and variance.  ... 
doi:10.1016/j.ijpe.2011.08.002 fatcat:xe5krgpsxzch7fyde5gm37vc7u

The Effects of the Correlation of Electric Materials on Forecasting and Stock Control

2016 European Scientific Journal  
Forecasting and stock control play an important role in the electric companies because outstanding forecasting and stock control increase service level obviously and decrease stock cost effectively.  ...  Therefore, exploring the reasons that affect forecasting performance and stock control is necessary.  ...  Therefore, accurate forecast and stock control is needed. The existing theories of forecast and stock control assume that the demands are independent.  ... 
doi:10.19044/esj.2016.v12n22p107 fatcat:g64j7v7xmbdwrhujx6iooocfx4

Forecasting the Money Multiplier: Implications for Money Stock Control and Economic Activity

R. W. Hafer, Scott E. Hein, Clemens J.M. Kool
1983 Review  
°T able 3 summarizes the results using these forecasts and the control procedure described above.  ...  the restructuring of reserve requirements, must be made in order to better control the money stock.  ...  The paper also examined the importance of money stock control by simulating GNP growth under the hypothetical desired path, as well as the Ml growth simulated under the MSKF forecast/control procedure.  ... 
doi:10.20955/r.65.22-33.rgo fatcat:rrryyb2xqnbchjl62iemqv22au

Stock Price Forecasting using Support Vector Machines and Improved Particle Swarm Optimization

M. Karazmodeh, S. Nasiri, S. Majid Hashemi
2013 Journal of Automation and Control Engineering  
To forecast the price of a stock, the correlation between stock prices of different companies has been used.  ...  The main difference between PSO and IPSO is shown in a graph. Different indicators from the technical analysis field of study are used as input features.  ...  Due to volatility and non-stationary characteristics of stock indices data it is difficult to build an accurate forecasting model.  ... 
doi:10.12720/joace.1.2.173-176 fatcat:ba7bssg3zfaennzdzkaphzp6pe

A COMPARATIVE STUDY OF STOCK PRICE FORECASTING USING NONLINEAR MODELS

Diteboho Xaba, Ntebogang Dinah Moroke, Johnson Johnson, Charlemagne Pooe
2017 Risk Governance and Control: Financial Markets & Institutions  
The Mean Square Error (MSE), Mean Absolute Error (MAE) and Root Mean Square Error (RMSE) served as the error measures in evaluating the forecasting ability of the models.  ...  How to cite this paper: This study compared the in-sample forecasting accuracy of three forecasting nonlinear models namely: the Smooth Transition Regression (STR) model, the Threshold Autoregressive (  ...  LITERATURE REVIEW There is much interest in modeling and forecasting the nonlinearity in a variety of macroeconomic and financial series, such as stock market, exchange rate and Gross Domestic Products  ... 
doi:10.22495/rgcv7i2art1 fatcat:xdosw2b67nbodluai4hkumjaki

Forecasting volatility and volume in the Tokyo Stock Market: Long memory, fractality and regime switching

Thomas Lux, Taisei Kaizoji
2007 Journal of Economic Dynamics and Control  
doi:10.1016/j.jedc.2007.01.010 fatcat:unwgv25nqfbhrflgi3nplnpnvu

Competitive / Collaborative Statistical Learning Framework for Forecasting Intraday Stock Market Prices: A Case Study

Smaranda BELCIUG, Adrian SĂNDIȚĂ, Hariton COSTIN, Silviu-Ioan BEJINARIU, Pericle Gabriel MATEI
2021 Studies in Informatics and Control  
), the stock market at the Bucharest Stock Exchange (BVB), Romania.  ...  In order to illustrate the advantages of this intelligent decision system this work provides a concrete example concerning the price forecast for the next intraday transaction for Transilvania Bank (TLV  ...  A combined fuzzy system and GARCH model was utilized to forecast stock market volatility (Hung, 2011) .  ... 
doi:10.24846/v30i2y202104 fatcat:u7owo3bmffbfvjpwj5zhc2q5pa

ニューラルネットワークによる株価予測 : 実務上の使いやすさの観点から
Stock Price Forecasting Model with Feedforward Neural Networks : Viewing form the Practical Aspect

Akifumi ISOGAI
2000 Systems, Control and Information  
Dimson and P . Marsh ; Volatility forecasting with − out dat , a − snDoping ; JOttrnal of Banking and Fin α nce 、 Vo 】 . 14 , pp . 399 − 421 〔 1990 ) [ 14 ] R .SullivaI1 , A .  ...  Pcsaran and A . Timmermann 圭 n thc prescncc of t・ ra . nsaction costs ; Jo ? 二糀 α ' 0 / Forecasting , V φ1. 13 , Pp . 335 − 367 ( 1994 > [ 3 ] E .  ... 
doi:10.11509/isciesci.44.9_492 fatcat:gs6jetze6nc7pl2h3u36yqsrvu

Stock Price Short-term Forecasting Based On GARCH Model

Wanle Chi
2018 Proceedings of the 2018 International Conference on Mechanical, Electronic, Control and Automation Engineering (MECAE 2018)   unpublished
And GARCH (1, 1) model may well in the fitting and the forecast the shanghai stock price index. This simulation model may realize the short-term high accuracy to forecast well that.  ...  Using the stock price data to set up a sequence to explain the relationship of stock price data, the future stock price can be forecasted.  ...  It was shown that the GARCH model is more effective in estimating and forecasting the volatility of stock returns in Chinese stock market.  ... 
doi:10.2991/mecae-18.2018.7 fatcat:tbf6vrmnzvcnfh3yigel7yxs7i

Forecasting Stock Index Based On BP Neural Network Algorithm

Wanle Chi
2018 Proceedings of the 2018 International Conference on Mechanical, Electronic, Control and Automation Engineering (MECAE 2018)   unpublished
A system model based on BP algorithm for forecast stock index was studied and shanghai complex index was forecasted in this paper.  ...  The simulation result was shown that the BP algorithm was effective and feasible in stock index short-term forecast, and can achieve high accuracy.  ...  The result of this paper shows that the BP algorithm is effective and feasible in stock index short-term forecast, and can achieve high accuracy, and has certain practical value.  ... 
doi:10.2991/mecae-18.2018.132 fatcat:6z65ecsdkfaopildi6y5g3xbjy

Judging the judges through accuracy-implication metrics: The case of inventory forecasting

Aris A. Syntetos, Konstantinos Nikolopoulos, John E. Boylan
2010 International Journal of Forecasting  
In this paper we address the issue of judgementally adjusting statistical forecasts for 'fast' demand items, and the implications of such interventions in terms of both forecast accuracy and stock control  ...  It also aims to advance the practice of forecasting competitions by arguing for the consideration of additional (stock control) metrics when such exercises take place in an inventory context.  ...  Accuracy implication metrics Solutions to stock control problems with stochastic demand involve forecasting the level of demand and its variability, among other things.  ... 
doi:10.1016/j.ijforecast.2009.05.016 fatcat:zl3e353w3bb7halyifar5f2otu

Does Analyst Stock Ownership Affect Reporting Behavior?

Rick Johnston
2013 Review of Pacific Basin Financial Markets and Policies  
I identify and collect two samples. I obtain the first from SEC Form 144 filings, and the second from voluntary ownership disclosures.  ...  Ordered probit analyses show that owninganalyst recommendations are slightly more cautious than those of the control analysts.  ...  The forecasts are still restricted to the ownership stocks. I add corresponding control analyst forecasts as well.  ... 
doi:10.1142/s0219091513500082 fatcat:v3q62ozxbneuvkzwxetgbosd2e

Does Analyst Stock Ownership Affect Reporting Behavior?

Rick M. Johnston
2009 Social Science Research Network  
I identify and collect two samples. I obtain the first from SEC Form 144 filings, and the second from voluntary ownership disclosures.  ...  Ordered probit analyses show that owninganalyst recommendations are slightly more cautious than those of the control analysts.  ...  The forecasts are still restricted to the ownership stocks. I add corresponding control analyst forecasts as well.  ... 
doi:10.2139/ssrn.944786 fatcat:m5tph2oztnfkhlffqhpipxctoe
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