This paper proposes time-varying Granger causality tests based on the tests developed by Hong (2001) and two dynamic correlation estimators (i.e., rolling correlation and dynamic conditional correlation multivariate GARCH), here called the rolling Hong and DCC-MGARCH Hong tests, respectively....

Risks evaluation is critical for the success of IT offshore outsourcing. Based on fuzzy group decision-making (FGDM) and variable precision fuzzy rough set (VPFRS), this article proposes a new integrated model, variable precision fuzzy rough group decision-making (VPFRGDM), to evaluate the risk...

In choosing a bidding strategy, the original multivariate approach cannot handle a more general and usual bidding situation when the mean value of the bid price for the strategic bidder is not zero. This problem is solved by extending the original approach, assuming that the cost estimate is...

This paper presents an integrated forecasting model based on the TEI@I methodology for forecasting demand for port logistics services - specifically, port container throughput. The model analyzes port logistics time series data and other information in several steps. In the first step, several...