Nowadays financial markets are facing continuous values’ fluctuations, resulting in higher risks that eventually influence investors’ decisions. In this article a methodology is proposed in order to efficiently build portfolios of futures. The new methodology is tested on data from the...

The Theta model created a lot of interest in academic circles due to its surprising performance in the M3-competition. However, this interest was not followed by a large number of studies, with the exception of Hyndman and Billah in 2003. The present study discusses the advances in the model...

Achieving high accuracy in load forecasting requires the selection of appropriate forecasting models, able to capture the special characteristics of energy consumption time series. When hierarchies of load from different sources are considered together, the complexity increases further; for...

Beets’ cultivation and sugar production represent one of the most important parts of Greek agricultural economy. A careful and well-organized planning of the production as well as the determination of an accurate safety stock is important for sugar industry, as for many other companies and...