The motivation for this paper is to introduce a hybrid neural network architecture of Particle Swarm Optimization and Adaptive Radial Basis Function (ARBF–PSO), a time varying leverage trading strategy based on Glosten, Jagannathan and Runkle (GJR) volatility forecasts and a neural network...

The role of decision support systems in mitigating operational risks in firms is well established. However, there is a lack of investment in decision support systems in emerging markets, even though inadequate operational risk management is a key cause of discouraging external investment. This...

The deterioration in profitability of listed companies not only threatens the interests of the enterprise and internal staff, but also makes investors face significant financial loss. It is important to establish an effective early warning system for prediction of financial crisis for better...

In this paper, quantitative models for direct marketing models are reviewed from a systems perspective. A systems view consists of input, processing, and output and the six key activities of direct marketing that take place within these constituent parts. A discussion about inputs for direct...

Retailers often conduct non-overlapping sequential online auctions as a revenue generation and inventory clearing tool. We build a stochastic dynamic programming model for the seller's lot-size decision problem in these auctions. The model incorporates a random number of participating bidders in...