Pub Date : 2022-01-01DOI: 10.1504/ijmdm.2022.119582
S. Hansun, V. Charles, Tatiana Gherman, Vijayakumar Varadarajan
The moving average (MA) is undeniably one of the most popular forecasting methods in time series analysis. In this study, we consider two variants of MA, namely the weighted exponential moving average (WEMA) and the hull moving average (HMA). WEMA, which was introduced in 2013, has been widely used in different scenarios but still suffers from lags. To address this shortcoming, we propose a novel zero-lag Hull-WEMA method that combines HMA and WEMA. We apply and compare the proposed approach with HMA and WEMA by using COVID-19 time series data from ten different countries with the highest number of cases on the last observed date. Results show that the new approach achieves a better accuracy level than HMA and WEMA. Overall, the paper advocates a white-box forecasting method, which can be used to predict the number of confirmed COVID-19 cases in the short run more accurately.
{"title":"Hull-WEMA: a novel zero-lag approach in the moving average family, with an application to COVID-19","authors":"S. Hansun, V. Charles, Tatiana Gherman, Vijayakumar Varadarajan","doi":"10.1504/ijmdm.2022.119582","DOIUrl":"https://doi.org/10.1504/ijmdm.2022.119582","url":null,"abstract":"The moving average (MA) is undeniably one of the most popular forecasting methods in time series analysis. In this study, we consider two variants of MA, namely the weighted exponential moving average (WEMA) and the hull moving average (HMA). WEMA, which was introduced in 2013, has been widely used in different scenarios but still suffers from lags. To address this shortcoming, we propose a novel zero-lag Hull-WEMA method that combines HMA and WEMA. We apply and compare the proposed approach with HMA and WEMA by using COVID-19 time series data from ten different countries with the highest number of cases on the last observed date. Results show that the new approach achieves a better accuracy level than HMA and WEMA. Overall, the paper advocates a white-box forecasting method, which can be used to predict the number of confirmed COVID-19 cases in the short run more accurately.","PeriodicalId":35475,"journal":{"name":"International Journal of Management and Decision Making","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"66703685","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-01-01DOI: 10.1504/ijmdm.2022.10040899
Zahra Ebrahim Qazvini, M. Maleki
{"title":"A Triple Bottom Line Multi-Criteria Decision Making Framework for Supplier Selection","authors":"Zahra Ebrahim Qazvini, M. Maleki","doi":"10.1504/ijmdm.2022.10040899","DOIUrl":"https://doi.org/10.1504/ijmdm.2022.10040899","url":null,"abstract":"","PeriodicalId":35475,"journal":{"name":"International Journal of Management and Decision Making","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"66703144","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-01-01DOI: 10.1504/ijmdm.2022.10048438
J. N. Mukhopadhyaya, S. Biswas, Dragan Pamuar
This paper examines the impact of COVID-19 on the performance of select equity linked savings scheme (ELSS) funds in India for two different time periods namely June 2019 (before COVID-19) and June 2021 (after COVID-19) using risk, return and market perception based criteria. We use a hybrid multi-criteria decision-making (MCDM) framework of level based weight assessment (LBWA) and measurement of alternatives and ranking according to compromise solution (MARCOS). We test the group harmony using Kendall's concordance coefficient. We find that the result is validated and shows stability in the sensitivity analysis. To the best of our knowledge, the present work is the first of its kind that assesses the impact of COVID-19 on asset management companies (AMC) of ELSS funds from multiple perspectives. We observe that AMCs are unable to maintain their performance and ranks which suggests a highly competitive and fragmented nature of India's growing ELSS funds.
{"title":"An multi-criteria based analytical study of the impact of Covid-19 on ELSS fund performance","authors":"J. N. Mukhopadhyaya, S. Biswas, Dragan Pamuar","doi":"10.1504/ijmdm.2022.10048438","DOIUrl":"https://doi.org/10.1504/ijmdm.2022.10048438","url":null,"abstract":"This paper examines the impact of COVID-19 on the performance of select equity linked savings scheme (ELSS) funds in India for two different time periods namely June 2019 (before COVID-19) and June 2021 (after COVID-19) using risk, return and market perception based criteria. We use a hybrid multi-criteria decision-making (MCDM) framework of level based weight assessment (LBWA) and measurement of alternatives and ranking according to compromise solution (MARCOS). We test the group harmony using Kendall's concordance coefficient. We find that the result is validated and shows stability in the sensitivity analysis. To the best of our knowledge, the present work is the first of its kind that assesses the impact of COVID-19 on asset management companies (AMC) of ELSS funds from multiple perspectives. We observe that AMCs are unable to maintain their performance and ranks which suggests a highly competitive and fragmented nature of India's growing ELSS funds.","PeriodicalId":35475,"journal":{"name":"International Journal of Management and Decision Making","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"66703444","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-01-01DOI: 10.1504/ijmdm.2022.119580
Murchhana Tripathy, Santilata Champati, S. Patnaik
{"title":"SVD-initialised K-means clustering for collaborative filtering recommender systems","authors":"Murchhana Tripathy, Santilata Champati, S. Patnaik","doi":"10.1504/ijmdm.2022.119580","DOIUrl":"https://doi.org/10.1504/ijmdm.2022.119580","url":null,"abstract":"","PeriodicalId":35475,"journal":{"name":"International Journal of Management and Decision Making","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"66703673","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-01-01DOI: 10.1504/ijmdm.2022.10043406
Edward M. Morrision, J. Barrett, J. Parnell
{"title":"Leveraging Organizational Hierarchies and Networks: Reassessing Strategic Planning and Strategic Doing","authors":"Edward M. Morrision, J. Barrett, J. Parnell","doi":"10.1504/ijmdm.2022.10043406","DOIUrl":"https://doi.org/10.1504/ijmdm.2022.10043406","url":null,"abstract":"","PeriodicalId":35475,"journal":{"name":"International Journal of Management and Decision Making","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"66703285","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-01-01DOI: 10.1504/ijmdm.2022.10046533
Richa Misra, A. Rajesh, Ankur Saini
{"title":"Improvement in Quality of BI Decision-Making Process through Data Quality, Information Quality, BI Management and Motivation","authors":"Richa Misra, A. Rajesh, Ankur Saini","doi":"10.1504/ijmdm.2022.10046533","DOIUrl":"https://doi.org/10.1504/ijmdm.2022.10046533","url":null,"abstract":"","PeriodicalId":35475,"journal":{"name":"International Journal of Management and Decision Making","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"66703369","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-01-01DOI: 10.1504/ijmdm.2022.10041094
Haniruzila Hanifah, Khaled Nawaser, M. Azadi, M. Hakkak, Ali Vafaei Zadeh
{"title":"The Dialectic of Failure or Hope in Organizations: A Grounded Theory Study in a Developing Country Context","authors":"Haniruzila Hanifah, Khaled Nawaser, M. Azadi, M. Hakkak, Ali Vafaei Zadeh","doi":"10.1504/ijmdm.2022.10041094","DOIUrl":"https://doi.org/10.1504/ijmdm.2022.10041094","url":null,"abstract":"","PeriodicalId":35475,"journal":{"name":"International Journal of Management and Decision Making","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"66703192","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-01-01DOI: 10.1504/ijmdm.2022.10044203
Haniruzila Hanifah, Khaled Nawaser, Fatemeh Gheitarani, Ali Vafaei Zadeh
{"title":"Human-behavioral micro-foundations of dynamic capabilities: A systematic review of the last two decades of research","authors":"Haniruzila Hanifah, Khaled Nawaser, Fatemeh Gheitarani, Ali Vafaei Zadeh","doi":"10.1504/ijmdm.2022.10044203","DOIUrl":"https://doi.org/10.1504/ijmdm.2022.10044203","url":null,"abstract":"","PeriodicalId":35475,"journal":{"name":"International Journal of Management and Decision Making","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"66703353","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-01-01DOI: 10.1504/ijmdm.2022.121908
A. Gavalas
{"title":"Deciphering the complexity of human behaviour and decision-making: towards developing human friendly organisations","authors":"A. Gavalas","doi":"10.1504/ijmdm.2022.121908","DOIUrl":"https://doi.org/10.1504/ijmdm.2022.121908","url":null,"abstract":"","PeriodicalId":35475,"journal":{"name":"International Journal of Management and Decision Making","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"66703696","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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