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International Journal of Applied Management Science最新文献

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A comparative study of static and iterative models of ARIMA and SVR to predict stock indices prices in developed and emerging economies ARIMA与SVR静态与迭代模型在发达与新兴经济体股票指数价格预测中的比较研究
Q4 MANAGEMENT Pub Date : 2023-01-01 DOI: 10.1504/ijams.2023.134452
Mohit Beniwal, Archana Singh, Nand Kumar
Predicting the stock market is a complex and strenuous task. Moreover, the stock market time series is nonlinear, volatile, dynamic, and chaotic. The efficient market hypothesis (EMH) and random walk hypothesis (RWH) state that it is futile to predict the stock market. Auto-regressive integrated moving average (ARIMA) and support vector regression (SVR) are popular methods in time series forecasting. This study empirically compares static and iterative models of ARIMA and SVR's ability to predict stock market indices in developed and emerging economies. Five global stock indices, two from emerging and three from developing economies, are predicted. In the long-term, in contrast to EMH and RWH, the results show that the SVR has predictable power. Further, the SVR has better predictability in emerging economies than in developed ones in long-term forecasting. The market shows efficient behaviour in daily prediction, and the naïve model is the best performer. Additionally, the ARIMA model is equivalent to the naïve model in daily and long-term prediction.
预测股市是一项复杂而艰巨的任务。此外,股票市场时间序列具有非线性、波动性、动态性和混沌性。有效市场假说(EMH)和随机漫步假说(RWH)认为股票市场的预测是无效的。自回归综合移动平均(ARIMA)和支持向量回归(SVR)是时间序列预测的常用方法。本研究实证比较了ARIMA和SVR的静态模型和迭代模型对发达经济体和新兴经济体股市指数的预测能力。预计将出现5个全球股指,其中2个来自新兴经济体,3个来自发展中经济体。从长期来看,与EMH和RWH相比,SVR具有可预测的能力。此外,在长期预测中,新兴经济体的SVR比发达经济体具有更好的可预测性。市场在日常预测中表现出有效的行为,naïve模型表现最好。此外,ARIMA模型在日预报和长期预报方面与naïve模型相当。
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引用次数: 0
A Machine Learning Based Credit Lending Eligibility Prediction and Suitable Bank Recommendation: An Android App for Entrepreneurs 基于机器学习的信贷资格预测和合适的银行推荐:面向企业家的Android应用程序
Q4 MANAGEMENT Pub Date : 2023-01-01 DOI: 10.1504/ijams.2023.10058475
M. Hoq Chowdhury, Jakia Parvin
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引用次数: 0
Determinants of Tunisian multimodal travel choice: a hybrid model based on multinomial logit and wavelet transform 突尼斯多式联运出行选择的决定因素:基于多项logit和小波变换的混合模型
Q4 MANAGEMENT Pub Date : 2023-01-01 DOI: 10.1504/ijams.2023.133677
Habiba Abdessalem, Aida Bouzir, Saloua Benammou
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引用次数: 0
Global schema as local data integrator using active learning to identify candidates attributes 全局模式作为本地数据集成商,使用主动学习来识别候选属性
Q4 MANAGEMENT Pub Date : 2023-01-01 DOI: 10.1504/ijams.2023.134427
Clóvis Santos, Carina Dorneles
Data integration represents a challenge in application development. Although there are several alternatives to data integration, such as federated and distributed databases, there are still problems with the standardisation of distinct data sources, and this happens because different companies develop distinct systems with different paradigms and concepts. In this paper, we present a case study, in the agriculture and environment domain, of an essential point in the data integration domain which is to show resources to identify nearby attributes concerning the characteristics of the content foreseen in the requirements presented in the proposed schema. Information technology experts in agribusiness help map the most relevant attributes for the investigated scenario. In our experimental tests, we used a quantitative method data analysis approach to validate the results with quantitative comparisons regarding the percentages of proximity between the attribute contents in the databases. Our proposal presents an alternative to simplify data integration without intermediate application or middleware layers. The results were measured on a scale between 0% and 100% to identify candidate attributes. The results were good in identifying attributes in the databases in almost 67% of the cases.
数据集成是应用程序开发中的一个挑战。尽管有几种数据集成的替代方案,比如联邦数据库和分布式数据库,但是不同数据源的标准化仍然存在问题,这是因为不同的公司使用不同的范例和概念开发不同的系统。在本文中,我们提出了一个农业和环境领域的案例研究,该案例研究了数据集成领域中的一个关键点,即显示资源以识别与所提出模式中所提出的需求中所预见的内容的特征相关的附近属性。农业综合企业的信息技术专家帮助为所调查的场景绘制最相关的属性。在我们的实验测试中,我们使用定量方法数据分析方法,通过对数据库中属性内容之间的接近百分比进行定量比较来验证结果。我们的建议提供了一种替代方案,可以在没有中间应用程序或中间件层的情况下简化数据集成。结果在0%到100%之间进行测量,以确定候选属性。在几乎67%的情况下,结果很好地识别了数据库中的属性。
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引用次数: 0
Applying an extended theory of planned behaviour to predict Indian customer's e-vehicle purchase intention 应用扩展计划行为理论预测印度消费者电动汽车购买意愿
Q4 MANAGEMENT Pub Date : 2023-01-01 DOI: 10.1504/ijams.2023.10059248
Shantanu Saha, Vishal Soodan
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引用次数: 0
An optimal Bayesian acceptance sampling plan using decision tree method 基于决策树方法的最优贝叶斯验收抽样方案
Q4 MANAGEMENT Pub Date : 2023-01-01 DOI: 10.1504/ijams.2023.10059655
Julia T. Thomas, Mahesh Kumar
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引用次数: 0
Global schema as local data integrator using active learning to identify candidates attributes 全局模式作为本地数据集成商,使用主动学习来识别候选属性
Q4 MANAGEMENT Pub Date : 2023-01-01 DOI: 10.1504/ijams.2023.10059814
Carina Dorneles, Clóvis Santos
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引用次数: 0
P-Model of inventory optimisation for high technology multi-generation products under limited warehouse storage space 有限仓储空间下高科技多代产品库存优化的p -模型
Q4 MANAGEMENT Pub Date : 2023-01-01 DOI: 10.1504/ijams.2023.133669
Gaurav Nagpal, Udayan Chanda
This research work puts forward the inventory optimisation model for the high technology multi-generation products under the situation of limited warehouse storage space. It is assumed that the manufacturer has its own space which has a lesser opportunity cost of usage as compared to another rented space. Therefore, the manufacturer utilises the own storage space for the period of time where his own space is sufficient to keep the inventories. While the research work has been done earlier on various demand patterns under such a scenario, there is no research present under storage space constraints for the generations of innovative products whose demand follows the Norton Bass Model of Innovation Diffusion. This paper lays down such a model for inventory optimisation, but also puts forward a few theorems on the dynamics of inventory decisions, and also performs numerical illustrations of the proposed model.
本研究提出了仓库存储空间有限情况下高技术多代产品的库存优化模型。假设制造商拥有自己的空间,与其他租用空间相比,使用空间的机会成本更低。因此,制造商利用自己的存储空间在一段时间内,他自己的空间是足够的,以保持库存。虽然前人已经对这一情景下的各种需求模式进行了研究,但对于需求遵循诺顿巴斯创新扩散模型的几代创新产品,目前还没有在存储空间约束下的研究。本文提出了这样一个库存优化模型,提出了库存决策动力学的几个定理,并对所提出的模型进行了数值说明。
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引用次数: 0
Applying an extended theory of planned behaviour to predict Indian customer's e-vehicle purchase intention 应用扩展计划行为理论预测印度消费者电动汽车购买意愿
Q4 MANAGEMENT Pub Date : 2023-01-01 DOI: 10.1504/ijams.2023.133670
Vishal Soodan, Shantanu Saha
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引用次数: 0
The multi-criteria group decision-making FlowSort method using the output aggregation 采用多准则分组决策的FlowSort方法进行输出聚合
Q4 MANAGEMENT Pub Date : 2023-01-01 DOI: 10.1504/ijams.2023.10059815
Hela Moalla Frikha, Fedia Daami Remadi
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引用次数: 0
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International Journal of Applied Management Science
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