ENBIS-15 in Prague

6 – 10 September 2015; Prague, Czech Republic Abstract submission: 1 February – 3 July 2015

Contributed Session: Business

9 September 2015, 09:00 – 10:00

Newsvendor Model in Presence of Correlated Discrete Demand
09:00 – 09:20 Christian Weiß (Department of Mathematics and Statistics, Helmut Schmidt University Hamburg), Layth C. Alwan (Sheldon B. Lubar School of Business, University of Wisconsin-Milwaukee)

EaR Confidence Interval Calculation Using Clustered Bootstrap
09:20 – 09:40 Jérôme Collet (EDF R&D)

Profit Analysis of Cointegration Pairs Trading Strategy
09:40 – 10:00 Meihui Guo (National Sun Yat-sen University), P.S. Wu (National Sun Yat-sen University), M.C. Chiou (National Sun Yat-sen University)

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