Nowadays, when companies are dealing with severe global competition, they are making serious investments in Customer Relationship Management (CRM) strategies. One of the cornerstones in CRM is customer churn prediction, the practice of determining a mathematical relation between customer...

International capital markets tend to be characterized by volatility, which is always a function of world economic and political environment and is frequently associated with contagion risk and increased cross-market linkages. This phenomenon affects both developed markets and emerging markets,...

In our paper we use data mining to compare the volatility structure of high (daily) and low (weekly, monthly) frequencies for seven Romanian companies traded on Bucharest Stock Exchange and three market indices, during 1997-2012. For each of the 10 time series and three frequencies we fit a...

In our paper we use data mining to compare the volatility structure of high (daily) and low (weekly, monthly) frequencies for seven Romanian companies traded on Bucharest Stock Exchange and three market indices, during 1997-2012. For each of the 10 time series and three frequencies we fit a...