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Stochastic Models for Intermittent Demands Forecasting and Stock control
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
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
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
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
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
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
2007
Journal of Economic Dynamics and Control
Competitive / Collaborative Statistical Learning Framework for Forecasting Intraday Stock Market Prices: A Case Study
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
2000
Systems, Control and Information
Stock Price Forecasting Model with Feedforward Neural Networks : Viewing form the Practical Aspect
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
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
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
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?
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?
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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