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Facility planning and value of information using a tank reservoir model : a case study in reserve uncertainty

Jablonowski, Christopher J. (contributor) - 2010

This thesis presents a methodology to incorporate reservoir uncertainties and estimate the loss in project value when facility planning decisions are based on erroneous estimates of input variables. We propose a tank model along with integrated asset development model to simulate the concept...

Persistent link: https://www.econbiz.de/10009429339

Pricing Path-Dependent Derivative Securities Using Monte Carlo Simulation and Intra-Market Statistical Trading Model

Lee, Sungjoo - 2004

This thesis is composed of two parts. The first parts deals with a technique for pricing American-style contingent options. The second part details a statistical arbitrage model using statistical process control approaches.We propose a novel simulation approach for pricing American-style...

Persistent link: https://www.econbiz.de/10009476018

Testing Of Nonstationarities In The Unit Circle,Long Memory Processes And Day Of The Week Effects In Financial Data

Caporale, GM; Gil-Alana, LA; Nazarski, M - 2004

This paper examines a version of the tests of Robinson (1994) that enables one to test models of the form (1-Lk …

Persistent link: https://www.econbiz.de/10009481456

A new methodology of accounting for uncertainty factors in multiple criteria decision making problems, Journal of Telecommunications and Information Technology, 2004, nr 3

Kalika, Vladimir I.

A new approach is proposed to select a predetermined number of ?reasonable" (the best in a certain sense) alternatives from the considerable (maybe a vast) set of initial alternatives according to an arbitrary number of optimization criteria and accounting for uncertainty factors. The approach...

Persistent link: https://www.econbiz.de/10009482362

Does Duality Theory Hold in Practice? A Monte Carlo Analysis for U.S. Agriculture

Rosas, Francisco; Lence, Sergio H. - 2011

The Neoclassical theory of production establishes a dual relationship between the profit value function of a competitive firm and its underlying production technology. This relationship, usually referred to as the duality theory, has been widely used in empirical work to estimate production...

Persistent link: https://www.econbiz.de/10009444351

Does Economic Endogeneity of Site Facilities in Recreation Demand Models Lead to Statistical Endogeneity?

Chen, Min - 2009

Random Utility Models of recreation demand are widely used to relate demand and value to the characteristics of recreation sites. Although some kinds of endogeneity problems have been studied in previous literature, no study has addressed the potential problem with site characteristics that are...

Persistent link: https://www.econbiz.de/10009446505

Bayes-Type Tests For Constancy Of Parameters In Logistic Regression Models

WU, YUKUN - 2009

approach. The Bayes-type test statistics, which are derived as the marginal likelihood ratio with appropriate prior … extensively. The aim of this thesis is to provide a unified approach of Bayes-type and Rao's Score test to the problem of testing …'s Score tests. Test Statistics are derived for changes at unknown times in the parameters of a logistic regression model …

Persistent link: https://www.econbiz.de/10009439440

A Comprehensive Firewall Testing Methodology

Brand, Murray - 2007

This paper proposes an all encompassing test methodology for firewalls. It extends the life cycle model to revisit the …. The guidelines are provided by a Test and Evaluation Master Plan (TEMP). The methodology is very much process driven and … expected that the test and evaluation master plan be tailored for any specific organisation. …

Persistent link: https://www.econbiz.de/10009440822

Retention of dissatisfied B-to-B services customers: An empirical test of the mediating effects of dependence and calculative commitment

Yanamandram, Venkata K.; White, Lesley - 2009

The literature argues that the alternative outcomes of a customer either ending or continuing a struggling relationship not only depend on the determinant factors or switching barriers, but also on the essential nature of the relationship. This paper adapts a broad social exchange framework to...

Persistent link: https://www.econbiz.de/10009457420

Developing reproducible and comprehensible computational models

Lane, P C R; Gobet, F - 2003

Quantitative predictions for complex scientific theories are often obtained by running simulations on computational models. In order for a theory to meet with wide-spread acceptance, it is important that the model be reproducible and comprehensible by independent researchers. However, the...

Persistent link: https://www.econbiz.de/10009465482