The MIIS Eprints Archive: No conditions. Results ordered -Date Deposited.
http://www.maths-in-industry.org/miis/
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http://www.maths-in-industry.org/miis/images/sitelogo.gifThe MIIS Eprints Archive: No conditions. Results ordered -Date Deposited.
http://www.maths-in-industry.org/miis/
Mon, 29 May 2017 10:27:55 +0100Mon, 29 May 2017 10:27:55 +0100enWed, 05 Mar 2014 01:06:06 +0000 Credit Scorecard for Corporate Clients based on Industries
http://www.maths-in-industry.org/miis/639/
http://www.maths-in-industry.org/miis/639/ Janicijevic, S. and Luzanin, Z. and Pereverzyev, S. and Stojkovska, I. and Tepavcevic, A. (2014) Credit Scorecard for Corporate Clients based on Industries. [Study Group Report] Wed, 05 Mar 2014 00:50:29 +0000 Optimization of commodity portfolio management
http://www.maths-in-industry.org/miis/638/
http://www.maths-in-industry.org/miis/638/ Desnica, Z. and Krejić, N. and Krklec Jerinkić, N. and Marković, B. and Nedeljkov, M. and Ovcin, Z. and Pavić-Čolić, M. and Piwarska, K. and Vla Panić, K. (2014) Optimization of commodity portfolio management. [Study Group Report] Wed, 05 Mar 2014 00:38:40 +0000 Optimization of Collateral Value Distribution
http://www.maths-in-industry.org/miis/637/
http://www.maths-in-industry.org/miis/637/ Bošnjak, I. and Krejić, N. and Milanović, M. and Nikolić, N. and Petković, P. and Rakić, D. (2014) Optimization of Collateral Value Distribution. [Study Group Report] Wed, 05 Mar 2014 00:28:02 +0000 Optimization of ATM filling-in with cash
http://www.maths-in-industry.org/miis/636/
http://www.maths-in-industry.org/miis/636/ Broda, P. and Levajković, T. and Kresoja, M. and Marčeta, M. and Mena, H. and Nikolić, M. and Stojančević, T. (2014) Optimization of ATM filling-in with cash. [Study Group Report] Thu, 20 Jun 2013 22:08:27 +0100 Problem from Standard and Poor’s
http://www.maths-in-industry.org/miis/614/
http://www.maths-in-industry.org/miis/614/ Bhatt, G.S. and Brimlow, J. and Estervig, B. and Caraba, E. and Ghavami, A. and Fan, S. and Ho, N. and Gong, H. and Lenhoff, I. and Huang, Z. and Liang, C. and Sanders, J. and Jin, S. and Wang, Y. and Rossi, R. and Yao, G. and Takeuchi, M. and Yao, L. and Tenali, G. and Duffy, D. and Varga, K. and Fok, P.-W. and Zhao, T. and Please, C.P. (2012) Problem from Standard and Poor’s. [Study Group Report] Mon, 29 Oct 2012 16:46:17 +0000 Approximate solution to a hybrid model with stochastic volatility: a singular-perturbation strategy
http://www.maths-in-industry.org/miis/595/
http://www.maths-in-industry.org/miis/595/ Fatima, T and Grzelak, L and Hendriks, H (2009) Approximate solution to a hybrid model with stochastic volatility: a singular-perturbation strategy. [Study Group Report] Wed, 29 Feb 2012 18:32:51 +0000 Evaluation of Target Date Funds
http://www.maths-in-industry.org/miis/572/
http://www.maths-in-industry.org/miis/572/ Cisneros-Molina, M. and Huang, H. and Salisbury, T. (2008) Evaluation of Target Date Funds. [Study Group Report] Wed, 29 Feb 2012 18:30:24 +0000 Portfolio Optimization
http://www.maths-in-industry.org/miis/571/
http://www.maths-in-industry.org/miis/571/ Tsuil, L. K. and Chadam, J. (2008) Portfolio Optimization. [Study Group Report] Mon, 30 Jan 2012 16:32:17 +0000 Testing and finding the generating functions of an option pricing mechanism through market data
http://www.maths-in-industry.org/miis/525/
http://www.maths-in-industry.org/miis/525/ Peng, S. (2006) Testing and finding the generating functions of an option pricing mechanism through market data. [Study Group Report] Mon, 30 Jan 2012 16:14:47 +0000 Risk and Return Performance Attribution for Cross Border Investment Portfolio
http://www.maths-in-industry.org/miis/516/
http://www.maths-in-industry.org/miis/516/ Lamper, D. (2002) Risk and Return Performance Attribution for Cross Border Investment Portfolio. [Study Group Report] Thu, 01 Dec 2011 14:14:05 +0000 Air handling system optimisation
http://www.maths-in-industry.org/miis/447/
http://www.maths-in-industry.org/miis/447/ Mills, G. (1991) Air handling system optimisation. [Study Group Report] Thu, 01 Dec 2011 14:08:37 +0000 Long term foreign currency exchange rate predictions
http://www.maths-in-industry.org/miis/446/
http://www.maths-in-industry.org/miis/446/ Barton, N. and Yiu, M. (1990) Long term foreign currency exchange rate predictions. [Study Group Report] Mon, 28 Nov 2011 15:31:03 +0000 Uplift Quadratic Program in Irish Electricity Price Setting
http://www.maths-in-industry.org/miis/392/
http://www.maths-in-industry.org/miis/392/ Carey, M. and Houghton, C. and Jablonska, M. and Kinsella, J. (2009) Uplift Quadratic Program in Irish Electricity Price Setting. [Study Group Report] Fri, 25 Nov 2011 16:27:28 +0000 Risk/Reward
http://www.maths-in-industry.org/miis/358/
http://www.maths-in-industry.org/miis/358/ Howison, S.D. and Dewynne, J. (1995) Risk/Reward. [Study Group Report] Fri, 25 Nov 2011 15:43:35 +0000 Bond Sweeteners
http://www.maths-in-industry.org/miis/352/
http://www.maths-in-industry.org/miis/352/ Apobhai, M. and Beumee, H. and Dewynne, J. and Howison, S.D. and Whalley, E. (1995) Bond Sweeteners. [Study Group Report] Fri, 29 Jul 2011 11:55:21 +0100 Car Centres Placement Problem
http://www.maths-in-industry.org/miis/343/
http://www.maths-in-industry.org/miis/343/ Jaimungal, S. (2011) Car Centres Placement Problem. [Study Group Report] Tue, 31 May 2011 16:18:14 +0100 Models and measures to evaluate the effectiveness of funds utilization for scientific research and development of advanced technologies
http://www.maths-in-industry.org/miis/321/
http://www.maths-in-industry.org/miis/321/ Jakub, Lengiewicz and Krzysztof, Turek and Jacek, Lewkowicz and Poul, Hjorth and Agnieszka, Kaszkowiak and Anna, Kortyka and Mariusz, Marczewski and John, Ockendon and Wojciech, Okrasinski and Zbigniew, Peradzynski and Piotr, Wojdyllo and Karolina, Wojtasik and Maciej, Zmuda (2011) Models and measures to evaluate the effectiveness of funds utilization for scientific research and development of advanced technologies. [Study Group Report] Tue, 16 Feb 2010 16:10:23 +0000 Diagnostic testing for earnings simulation engines in the Australian electricity market
http://www.maths-in-industry.org/miis/279/
http://www.maths-in-industry.org/miis/279/ Chiarella, Carl and Svec, Jiri and Stevenson, Max (2009) Diagnostic testing for earnings simulation engines in the Australian electricity market. [Study Group Report] Wed, 21 Oct 2009 18:36:08 +0100 Options on Baskets
http://www.maths-in-industry.org/miis/258/
http://www.maths-in-industry.org/miis/258/ Braun, Richard and Edwards, David A. and French, Donald and Larson, Dale and Mahar, Jason and Peterson, Todd and Schleiniger, Gilberto and Tourrucoo, Fabricio and Zhang, Shangyou (2000) Options on Baskets. [Study Group Report] Wed, 21 Oct 2009 15:55:02 +0100 Multi-Name Credit Derivatives
http://www.maths-in-industry.org/miis/254/
http://www.maths-in-industry.org/miis/254/ Campbell, Kristen and Chen, Yun and Edwards, David A. and Li, Yanyan and O’Connell, Sean and Patterson, Ryshon and Schleiniger, Gilberto and Schneider, Jodi and Tourrucoo, Fabricio and Yang, Gehua and Yuan, Juan-Ming (2001) Multi-Name Credit Derivatives. [Study Group Report] Tue, 20 Oct 2009 10:24:05 +0100 Oil price cycle and sensitivity model
http://www.maths-in-industry.org/miis/247/
http://www.maths-in-industry.org/miis/247/ Jones, Marvin and Barton, David and Hall, Cameron and Coskun, Erhan and Lacey, Andrew and Lorenz, Maike and Maringer, Johannes and Please, Colin and Richardson, Giles (2009) Oil price cycle and sensitivity model. [Study Group Report] Mon, 19 Oct 2009 09:44:26 +0100 Estimating the volatility of property assets
http://www.maths-in-industry.org/miis/241/
http://www.maths-in-industry.org/miis/241/ Dewynne, Jeff and Fischer, Tom and Howison, Sam and Kulesza, Kamil and Lacey, Andrew and Piwarska, Karina and Wilkie, David and Zyskin, Maxim and MacDonald, Angus (2008) Estimating the volatility of property assets. [Study Group Report] Mon, 22 Jun 2009 00:21:35 +0100 Incorporating Estimation Error into Optimal Portfolio allocation
http://www.maths-in-industry.org/miis/228/
http://www.maths-in-industry.org/miis/228/ Cottrell, David and Huang, Huaxiong and Nigam, Nilima (2006) Incorporating Estimation Error into Optimal Portfolio allocation. [Study Group Report] Mon, 22 Jun 2009 00:21:17 +0100 Normalization and Other Topics in Multi-Objective Optimization
http://www.maths-in-industry.org/miis/233/
http://www.maths-in-industry.org/miis/233/ Grodzevich, Oleg and Romanko, Oleksandr (2006) Normalization and Other Topics in Multi-Objective Optimization. [Study Group Report] Sun, 21 Jun 2009 03:45:02 +0100 Strategic Planning at Kruger Products
http://www.maths-in-industry.org/miis/224/
http://www.maths-in-industry.org/miis/224/ Gendron, Bernard and Chouman, Mervat and Fu, Xiaorui and Khuong, Paul-Virak and Cordeau, Jean-François and El Ouali, Mehdi and Ghaffari, Hamid and Li, Yang and Liu, Xi and Ropke, Stefan and Warren, Robert (2007) Strategic Planning at Kruger Products. [Study Group Report] Adaptive Statistical Evaluation Tools for Equity Ranking Models
http://www.maths-in-industry.org/miis/195/
http://www.maths-in-industry.org/miis/195/ Ware, Tony (2005) Adaptive Statistical Evaluation Tools for Equity Ranking Models. [Study Group Report] Correlation Structures Corresponding to Forward Rates
http://www.maths-in-industry.org/miis/190/
http://www.maths-in-industry.org/miis/190/ Lee, Seung Youn (2003) Correlation Structures Corresponding to Forward Rates. [Study Group Report] Price Pseudo-Variance, Pseudo-Covariance, Pseudo-Volatility, and Pseudo-Correlation Swaps - In Analytical Closed-Forms
http://www.maths-in-industry.org/miis/174/
http://www.maths-in-industry.org/miis/174/ Cheng, Raymond K. and Lawi, Stéphan and Swishchuck, Anatoliy (2002) Price Pseudo-Variance, Pseudo-Covariance, Pseudo-Volatility, and Pseudo-Correlation Swaps - In Analytical Closed-Forms. [Study Group Report] Monte Carlo Simulation in the Integrated Market and Credit Portfolio Model
http://www.maths-in-industry.org/miis/172/
http://www.maths-in-industry.org/miis/172/ Kane, Selly and Krupp, Viktoria and Macki, Jack (2001) Monte Carlo Simulation in the Integrated Market and Credit Portfolio Model. [Study Group Report] Efficient Portfolio Selection
http://www.maths-in-industry.org/miis/159/
http://www.maths-in-industry.org/miis/159/ Tsao, Min and Aggarwala, Rita and Aurag, Hassan and Paulhus, Marc (1999) Efficient Portfolio Selection. [Study Group Report] Designing Incentive-Alignment Contracts in a Principal-Agent Setting in the Presence of Real Options
http://www.maths-in-industry.org/miis/164/
http://www.maths-in-industry.org/miis/164/ Cottrell, Tom and Calistrate, Dan (2000) Designing Incentive-Alignment Contracts in a Principal-Agent Setting in the Presence of Real Options. [Study Group Report] Calibrating the mean reverting jump diffusion model to Australian spot electricity prices
http://www.maths-in-industry.org/miis/129/
http://www.maths-in-industry.org/miis/129/ Alcock, Jamie and Goard, Joanne and Vassallo, Tony (2007) Calibrating the mean reverting jump diffusion model to Australian spot electricity prices. [Study Group Report] A jump diffusion model for spot electricity prices
http://www.maths-in-industry.org/miis/130/
http://www.maths-in-industry.org/miis/130/ Bhar, Ramaprasad (2007) A jump diffusion model for spot electricity prices. [Study Group Report] Calculation of a risk measure for the net system load profile
http://www.maths-in-industry.org/miis/131/
http://www.maths-in-industry.org/miis/131/ Russell, Ken and Cerone, Pietro and Challis, Vivien (2007) Calculation of a risk measure for the net system load profile. [Study Group Report] Determining the independence of various measures of financial risk
http://www.maths-in-industry.org/miis/132/
http://www.maths-in-industry.org/miis/132/ Maberley, Ed and Wilkins, Andy (2007) Determining the independence of various measures of financial risk. [Study Group Report] An Optimal Strategy for Maintaining Excess Capacity
http://www.maths-in-industry.org/miis/120/
http://www.maths-in-industry.org/miis/120/ Gaur, Daya (1998) An Optimal Strategy for Maintaining Excess Capacity. [Study Group Report] Inventory Optimization using a Renewal Model for Sales
http://www.maths-in-industry.org/miis/121/
http://www.maths-in-industry.org/miis/121/ Paulhus, Mark (1998) Inventory Optimization using a Renewal Model for Sales. [Study Group Report] The Euro Diffusion Project
http://www.maths-in-industry.org/miis/93/
http://www.maths-in-industry.org/miis/93/ van Blokland, Piet and Booth, Lorna and Hiremath, Kirankumar and Hochstenbach, Michiel and Koole, Ger and Pop, Sorin and Quant, Marieke and Wirosoetisno, Djoko (2002) The Euro Diffusion Project. [Study Group Report] Optimising the relationship of electricity spot price to real-time input data
http://www.maths-in-industry.org/miis/48/
http://www.maths-in-industry.org/miis/48/ Whiten, Bill and Kaye, Marion and Ratneesh, Suri (2005) Optimising the relationship of electricity spot price to real-time input data. [Study Group Report]