In this article, we consider a classic dynamic inventory control problem of a self-financing retailer who periodically replenishes its stock from a supplier and sells it to the market. The replenishment decisions of the retailer are constrained by cash flow, which is updated periodically...

This paper develops a frequentist model averaging approach for threshold model specifications. The resulting estimator is proved to be asymptotically optimal in the sense of achieving the lowest possible squared errors. In particular, when com-bining estimators from threshold autoregressive...

We study the mechanism that controls the shape of the bear market through an information diffusion perspective, and establish a frontier of market decline, in terms of a trade-off between amplitude, duration and the rate of information diffusion. Empirical analysis using data from 15 stock...

Analysts of survey data are often interested in modelling the population process, or superpopulation, that gave rise to a `target' set of survey variables. An important tool for this is maximum likelihood estimation. A survey is said to provide limited information for such inference if data used...

This thesis presents an analysis of the benefits of cross-training between the claims division and calls division in a large health insurance call center by building a discrete-event simulation model of the call center. The simulation model was built in Rockwell Software's Arena v. 7.0 using a...

Because sequential auctions have permeated society more than ever, it is desirable for participants to have the optimal strategies beforehand. However, finding closed-form solutions to various sequential auction games is challenging. Current literature provides some answers for specific cases...

This dissertation studies the competitive behavior of firms in supply chain management and revenue management contexts. A game theoretic approach is employed. We analyze capacity allocation and pricing strategies and derive equilibrium solutions for multiple competing firms. We also study...

We consider a two-echelon supply chain with two retailers and one supplier. The retailers order from the supplier who makes all the decisions and bears all the inventory risk. Throughout this dissertation, we consider two different inventory systems: areserved inventory system and a pooled...