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Top persuader prediction for social networks

Fang, Xiao; Hu, Paul Jen-Hwa - In: Management information systems : mis quarterly 42 (2018) 1, pp. 63-82

Persistent link: https://www.econbiz.de/10011847656

A data-driven model of an appointment-generated arrival process at an outpatient clinic

Kim, Song-Hee; Whitt, Ward; Cha, Won Chul - In: INFORMS journal on computing : JOC 30 (2018) 1, pp. 181-199

Persistent link: https://www.econbiz.de/10011848229

Return seasonality in the foreign exchange market

Tse, Yiuman - In: Applied economics letters 25 (2018) 1, pp. 5-8

Persistent link: https://www.econbiz.de/10011853573

Marken in der Smart City : wie die Cyber-Urbanisierung das Marketing verändert

Gutzmer, Alexander - 2018

Persistent link: https://www.econbiz.de/10011821463

Data-driven risk-averse stochastic optimization with Wasserstein metric

Zhao, Chaoyue; Guan, Yongpei - In: Operations research letters 46 (2018) 2, pp. 262-267

Persistent link: https://www.econbiz.de/10011824909

The turn of the month effect in Asia-Pacific markets : new evidence

Aziz, Tariq; Ansari, Valeed Ahmad - In: Global business review 19 (2018) 1, pp. 214-226

Persistent link: https://www.econbiz.de/10011800280

Forecasting demand with support vector regression technique incorporating feature selection in the presence of calendar effect

Sarhani, Malek; El Afia, Abdellatif - In: Contemporary approaches and strategies for applied logistics, (pp. 302-316). 2018

Persistent link: https://www.econbiz.de/10011859422

Cryptocurrencies from the perspective of euro investors : a reexamination of diversification benefits and a new day-of-the-week effect

Dorfleitner, Gregor; Lung, Carina - In: The journal of asset management 19 (2018) 7, pp. 472-494

Persistent link: https://www.econbiz.de/10011958136

Data-driven retail inventory management with backroom effect

Turgut, Özgün; Taube, Florian; Minner, Stefan - In: OR spectrum : quantitative approaches in management 40 (2018) 4, pp. 945-968

Persistent link: https://www.econbiz.de/10011959648

Stock Market Return and Volatility : Day-of-the-Week Effect

Berument, Hakan - 2018

This paper examines the stock market returns and volatility relationship using US daily returns from May 26, 1952 to September 29, 2006. The empirical evidence reported here does not support the proposition that the return-volatility relationship is present and the same for each day of the week

Persistent link: https://www.econbiz.de/10012915248

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