Search Results - subject:"Moving average method"

Collaborative bullwhip effect-oriented bi-objective optimization for inference-based weighted moving average forecasting in decentralized supply chain

Tliche, Youssef; Taghipour, Atour; Mahfod-Leroux, Jomana; … - In: International journal of information systems and supply … 16 (2023) 1, pp. 1-37

Persistent link: https://www.econbiz.de/10014445298

Adaptive online mean-variance portfolio selection with transaction costs

Guo, Sini; Gu, Jia-Wen; Ching, Wai Ki; Lyu, Benmeng - In: Quantitative finance 24 (2024) 1, pp. 59-82

Persistent link: https://www.econbiz.de/10014551906

Adaptive online portfolio selection with transaction costs

Guo, Sini; Gu, Jia-Wen; Ching, Wai Ki - In: European journal of operational research : EJOR 295 (2021) 3, pp. 1074-1086

Persistent link: https://www.econbiz.de/10012622437

Testing the market efficiency by mean absolute deviation

Ren, Louie; Ren, Peter - In: Benchmarking: An International Journal 24 (2017) 7, pp. 2049-2062

Purpose Numerous articles have been written to prove or to disapprove the hypothesis of market efficiency. The purpose of this paper is to apply the forecast accuracy measure, mean absolute deviation (MAD), to check the validity of the hypothesis. Design/methodology/approach Forecast accuracies...

Persistent link: https://www.econbiz.de/10014684252

Testing the market efficiency by mean absolute deviation

Ren, Louie; Ren, Peter - In: Benchmarking : an international journal ; BIJ 24 (2017) 7, pp. 2049-2062

Persistent link: https://www.econbiz.de/10011743912