Purpose: The train dispatching is a crucial issue in the train operation adjustment when passenger flow outbursts. During holidays, the train dispatching is to meet passenger demand to the greatest extent, and ensure safety, speediness and punctuality of the train operation. In this paper, a...

Value-at-Risk (VaR) is a well-accepted risk metric in modern quantitative risk management (QRM). The classical Monte Carlo simulation (MCS) approach, denoted henceforth as the classical approach, assumes the independence of loss severity and loss frequency. In practice, this assumption does not...

Proper R&D and marketing interfacing has been shown to improve the success of a firm. There is, however, a lack of quantitative tools managers could use for this purpose. I have developed a set of tools in this dissertation to assist managers to address this problem. The first tool is a...

Through-the-Cycle EDF (TTC EDF) credit measures are one-year probabilities of default that are largely free of the effect of the aggregate credit cycle, primarily reflecting a firm's enduring, long-run credit risk trend. TTC EDF measures are useful in applications in which a stable PD input is...

The linear functional form of the effect of customer satisfaction on repurchase intentions may not be adequate in all circumstances; a clear understanding of factors that might drive variation in functional forms for the satisfaction-loyalty relationship remains lacking though. Building on...

Extant preference measurement research, including conjoint analysis, is done in the isolation of one’s own mind. That is, it remains completely silent on the explicit influence of others in the formation of consumer preferences. This paper proposes a new holistic framework of preference, PIE,...

Quality management in Open Source Software (OSS) has become a heated topic since the open source development model emerged. Much work has been done on exploring the distinct quality attributes in OSS, but very few studies covered quality estimation. In this paper, a general procedure is proposed...

Purpose: The train dispatching is a crucial issue in the train operation adjustment when passenger flow outbursts. During holidays, the train dispatching is to meet passenger demand to the greatest extent, and ensure safety, speediness and punctuality of the train operation. In this paper, a...

Value-at-Risk (VaR) is a well-accepted risk metric in modern quantitative risk management (QRM). The classical Monte Carlo simulation (MCS) approach, denoted henceforth as the classical approach, assumes the independence of loss severity and loss frequency. In practice, this assumption does not...