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Author : Nicholas R. Farnum
Publisher : Wadsworth Publishing Company
ISBN 13 : 9780534916862
Total Pages : 598 pages
Book Rating : 4.9/5 (168 download)
Download or read book Quantitative Forecasting Methods written by Nicholas R. Farnum and published by Wadsworth Publishing Company. This book was released on 1989 with total page 598 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Charles W. Chase
Publisher : John Wiley & Sons
ISBN 13 : 0470531010
Total Pages : 335 pages
Book Rating : 4.4/5 (75 download)
Download or read book Demand-Driven Forecasting written by Charles W. Chase and published by John Wiley & Sons. This book was released on 2009-07-23 with total page 335 pages. Available in PDF, EPUB and Kindle. Book excerpt: Praise for Demand-Driven Forecasting A Structured Approach to Forecasting "There are authors of advanced forecasting books who take an academic approach to explaining forecast modeling that focuses on the construction of arcane algorithms and mathematical proof that are not very useful for forecasting practitioners. Then, there are other authors who take a general approach to explaining demand planning, but gloss over technical content required of modern forecasters. Neither of these approaches is well-suited for helping business forecasters critically identify the best demand data sources, effectively apply appropriate statistical forecasting methods, and properly design efficient demand planning processes. In Demand-Driven Forecasting, Chase fills this void in the literature and provides the reader with concise explanations for advanced statistical methods and credible business advice for improving ways to predict demand for products and services. Whether you are an experienced professional forecasting manager, or a novice forecast analyst, you will find this book a valuable resource for your professional development." —Daniel Kiely, Senior Manager, Epidemiology, Forecasting & Analytics, Celgene Corporation "Charlie Chase has given forecasters a clear, responsible approach for ending the timeless tug of war between the need for 'forecast rigor' and the call for greater inclusion of 'client judgment.' By advancing the use of 'domain knowledge' and hypothesis testing to enrich base-case forecasts, he has empowered professional forecasters to step up and impact their companies' business results favorably and profoundly, all the while enhancing the organizational stature of forecasters broadly." —Bob Woodard, Vice President, Global Consumer and Customer Insights, Campbell Soup Company
Author : Rob J Hyndman
Publisher : OTexts
ISBN 13 : 0987507117
Total Pages : 380 pages
Book Rating : 4.9/5 (875 download)
Download or read book Forecasting: principles and practice written by Rob J Hyndman and published by OTexts. This book was released on 2018-05-08 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt: Forecasting is required in many situations. Stocking an inventory may require forecasts of demand months in advance. Telecommunication routing requires traffic forecasts a few minutes ahead. Whatever the circumstances or time horizons involved, forecasting is an important aid in effective and efficient planning. This textbook provides a comprehensive introduction to forecasting methods and presents enough information about each method for readers to use them sensibly.
Author : N.R. Farnum
Publisher :
ISBN 13 : 9780534982799
Total Pages : 656 pages
Book Rating : 4.9/5 (827 download)
Download or read book Quantitative Forecasting Methods written by N.R. Farnum and published by . This book was released on 1989-03-02 with total page 656 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text covers several forecasting methods including Box-Jenkins and exponential smoothing, time series application, leading indicator and business cycle. It is organized by using the classical trend, seasonal and cycle approach to distinguish the forecasting methods covered. Computer printouts (MINITAB and some SAS) are included and, to remain flexible, all of the techniques in the text can be performed with either MINITAB, SAS, SPSS or BMDP. Summary boxes provide a quick reference to all key formulae and steps and the text's real data sets add flexibility and are appropriate for both hand calculators and computer software packages.
Author : Bovas Abraham
Publisher : John Wiley & Sons
ISBN 13 : 0470317299
Total Pages : 474 pages
Book Rating : 4.4/5 (73 download)
Download or read book Statistical Methods for Forecasting written by Bovas Abraham and published by John Wiley & Sons. This book was released on 2009-09-25 with total page 474 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists. "This book, it must be said, lives up to the words on its advertising cover: 'Bridging the gap between introductory, descriptive approaches and highly advanced theoretical treatises, it provides a practical, intermediate level discussion of a variety of forecasting tools, and explains how they relate to one another, both in theory and practice.' It does just that!" -Journal of the Royal Statistical Society "A well-written work that deals with statistical methods and models that can be used to produce short-term forecasts, this book has wide-ranging applications. It could be used in the context of a study of regression, forecasting, and time series analysis by PhD students; or to support a concentration in quantitative methods for MBA students; or as a work in applied statistics for advanced undergraduates." -Choice Statistical Methods for Forecasting is a comprehensive, readable treatment of statistical methods and models used to produce short-term forecasts. The interconnections between the forecasting models and methods are thoroughly explained, and the gap between theory and practice is successfully bridged. Special topics are discussed, such as transfer function modeling; Kalman filtering; state space models; Bayesian forecasting; and methods for forecast evaluation, comparison, and control. The book provides time series, autocorrelation, and partial autocorrelation plots, as well as examples and exercises using real data. Statistical Methods for Forecasting serves as an outstanding textbook for advanced undergraduate and graduate courses in statistics, business, engineering, and the social sciences, as well as a working reference for professionals in business, industry, and government.
Author : J.S. Armstrong
Publisher : Springer Science & Business Media
ISBN 13 : 9780792374015
Total Pages : 880 pages
Book Rating : 4.3/5 (74 download)
Download or read book Principles of Forecasting written by J.S. Armstrong and published by Springer Science & Business Media. This book was released on 2001 with total page 880 pages. Available in PDF, EPUB and Kindle. Book excerpt: This handbook summarises knowledge from experts and empirical studies. It provides guidelines that can be applied in fields such as economics, sociology, and psychology. Includes a comprehensive forecasting dictionary.
Author : A. G. D. Emerson
Publisher : World Scientific
ISBN 13 : 9789812381842
Total Pages : 386 pages
Book Rating : 4.3/5 (818 download)
Download or read book Quantitative Forecasting of Problems in Industrial Water Systems written by A. G. D. Emerson and published by World Scientific. This book was released on 2003 with total page 386 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook is a diagnostic tool. It enables chemical engineers, water technologists and others involved with the design and provision of an industrial water system, while it is still at the design stage, to start with the chemical analysis of a water supply and make a quantitative forecast of the likely problems (scale and corrosion). It is thus possible to make provision for an appropriate water treatment programme from the very outset.The inclusion of a large amount of tabulated data allows results to be read off directly without making complex calculations. This is particularly useful for technologists working on site (for example when ?trouble-shooting?).The ability to make quantitative forecasts enables designers to meet accountants on level terms ? by justifying the cost of including a water treatment programme, and by giving a quantitative assessment of the hazards likely to be encountered if the recommended programme is not installed.Methods of water treatment are not discussed in this textbook, since they can change from time to time; the physical chemistry used in quantitative forecasting does not.
Author : Ioannis T. Christou
Publisher : Springer Science & Business Media
ISBN 13 : 085729766X
Total Pages : 406 pages
Book Rating : 4.8/5 (572 download)
Download or read book Quantitative Methods in Supply Chain Management written by Ioannis T. Christou and published by Springer Science & Business Media. This book was released on 2011-10-05 with total page 406 pages. Available in PDF, EPUB and Kindle. Book excerpt: Quantitative Methods in Supply Chain Management presents some of the most important methods and tools available for modeling and solving problems arising in the context of supply chain management. In the context of this book, “solving problems” usually means designing efficient algorithms for obtaining high-quality solutions. The first chapter is an extensive optimization review covering continuous unconstrained and constrained linear and nonlinear optimization algorithms, as well as dynamic programming and discrete optimization exact methods and heuristics. The second chapter presents time-series forecasting methods together with prediction market techniques for demand forecasting of new products and services. The third chapter details models and algorithms for planning and scheduling with an emphasis on production planning and personnel scheduling. The fourth chapter presents deterministic and stochastic models for inventory control with a detailed analysis on periodic review systems and algorithmic development for optimal control of such systems. The fifth chapter discusses models and algorithms for location/allocation problems arising in supply chain management, and transportation problems arising in distribution management in particular, such as the vehicle routing problem and others. The sixth and final chapter presents a short list of new trends in supply chain management with a discussion of the related challenges that each new trend might bring along in the immediate to near future. Overall, Quantitative Methods in Supply Chain Management may be of particular interest to students and researchers in the fields of supply chain management, operations management, operations research, industrial engineering, and computer science.
Author : Jae K. Shim
Publisher : John Wiley & Sons
ISBN 13 : 0470454350
Total Pages : 450 pages
Book Rating : 4.4/5 (74 download)
Download or read book Budgeting Basics and Beyond written by Jae K. Shim and published by John Wiley & Sons. This book was released on 2008-12-03 with total page 450 pages. Available in PDF, EPUB and Kindle. Book excerpt: If the very thought of budgets pushes your sanity over the limit, then this practical, easy-to-use guide is just what you need. Budgeting Basics and Beyond, Third Edition equips you with an all-in-one resource guaranteed to make the budgeting process easier, less stressful, and more effective. Written by Jae Shim and Joel Siegel, the new edition covers Balanced Scorecard, budgeting for nonprofit organizations, business simulations for executive and management training, and much more!
Author : Nicholas R. Farnum
Publisher :
ISBN 13 : 9780534916879
Total Pages : 154 pages
Book Rating : 4.9/5 (168 download)
Download or read book Solutions Manual, Quantitative Forecasting Methods written by Nicholas R. Farnum and published by . This book was released on 1989 with total page 154 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Steven C. Wheelwright
Publisher : John Wiley & Sons
ISBN 13 :
Total Pages : 296 pages
Book Rating : 4.3/5 (91 download)
Download or read book Forecasting Methods for Management written by Steven C. Wheelwright and published by John Wiley & Sons. This book was released on 1977 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt: Outlines the full range of qualitative and quantitative forecasting methods. Discusses forecasting challenges, including learning the difference between explaining the past and predicting the future, and the impact of judgmental biases; and forecasting applications for short, medium, and long-term horizons. Annotation copyrighted by Book News, Inc., Portland, OR
Author : Jack A. Goldstone
Publisher :
ISBN 13 :
Total Pages : 16 pages
Book Rating : 4.3/5 (91 download)
Download or read book Using Quantitative and Qualitative Models to Forecast Instability written by Jack A. Goldstone and published by . This book was released on 2008 with total page 16 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Henry Liu
Publisher :
ISBN 13 :
Total Pages : 113 pages
Book Rating : 4.7/5 (439 download)
Download or read book Forecasting and Timing Markets: a Quantitative Approach written by Henry Liu and published by . This book was released on 2021-04-25 with total page 113 pages. Available in PDF, EPUB and Kindle. Book excerpt: Note: This is the 2nd edition, in color, updated in April, 2021. Please check the cover for the subtitle of Second Edition before placing an order. If you prefer a cheaper black and white version, please expand "See all formats and editions" to find it. Financial markets are essentially time-series data driven events consisting of valleys, peaks, and in-betweens of ups and downs. For more than a century, many pioneers had attempted to come up with various theoretical models to facilitate forecasting and timing market moves. For example, as early as in 1902, or 119 years ago, S. A. Nelson, a friend of Charles H. Dow, attempted to explain Dow's methods in his book titled The A B C of Stock Speculation, which became later known as "the Dow Theory." 20 years later in 1922, William Peter Hamilton carried on and wrote the book The Stock Market Barometer, which explained the Dow Theory in more detail. More recently in the last few decades, the advent of advanced computing technologies helped create numerous technical indicators, such as Relative Strength Index (RSI) by J. Welles Wilder (1978), Moving Average Convergence Divergence (MACD) by Gerald Appel (2005), Stochastic Oscillator (SO) by George Lane (2007), and Bollinger Bands (BB) by John Bollinger (2002), etc. Those powerful theories and indicators have been heavily studied and well-known in the financial circle. However, they are empirical and lack quantitative verifications out of solid backtest results. This book helps fill these vacancies. This text attempts to help explore how one can forecast and time markets more quantitatively. For this purpose, the author developed a model-based system, named AlphaCovaria, to help demonstrate how to use various simplest, readily available technical indicators to forecast and time markets approximately while eliminating subjective speculations at the same time. Centered on various math models, the author's AlphaCovaria system has three main components: an AlphaCurve program for charting, a BTDriver program for running all backtests, and an AlphaCovaria driver for generating buy/sell signals based on symbol profiles learned through backtests. This kind of formula-driven approach is more promising for building more high-performance strategies. The text is made concise and precise of about 100 pages only, as a working method does not need to be wordy. Math models, data and charts can help explain more effectively and convincingly. Also, inspired by those classical models, the author came up with a new indicator named simple cascading indicator (sci), which beat all those classical models in most cases, based on the backtest results with 29 carefully selected symbols and past 15 years' price data. This 2nd edition of the book also shared my live trading experience using real money in my Fidelity and eTrade accounts with my AlphaCovaria system. Such data can be found nowhere else.
Author : Jon Danielsson
Publisher : John Wiley & Sons
ISBN 13 : 1119977118
Total Pages : 307 pages
Book Rating : 4.1/5 (199 download)
Download or read book Financial Risk Forecasting written by Jon Danielsson and published by John Wiley & Sons. This book was released on 2011-04-20 with total page 307 pages. Available in PDF, EPUB and Kindle. Book excerpt: Financial Risk Forecasting is a complete introduction to practical quantitative risk management, with a focus on market risk. Derived from the authors teaching notes and years spent training practitioners in risk management techniques, it brings together the three key disciplines of finance, statistics and modeling (programming), to provide a thorough grounding in risk management techniques. Written by renowned risk expert Jon Danielsson, the book begins with an introduction to financial markets and market prices, volatility clusters, fat tails and nonlinear dependence. It then goes on to present volatility forecasting with both univatiate and multivatiate methods, discussing the various methods used by industry, with a special focus on the GARCH family of models. The evaluation of the quality of forecasts is discussed in detail. Next, the main concepts in risk and models to forecast risk are discussed, especially volatility, value-at-risk and expected shortfall. The focus is both on risk in basic assets such as stocks and foreign exchange, but also calculations of risk in bonds and options, with analytical methods such as delta-normal VaR and duration-normal VaR and Monte Carlo simulation. The book then moves on to the evaluation of risk models with methods like backtesting, followed by a discussion on stress testing. The book concludes by focussing on the forecasting of risk in very large and uncommon events with extreme value theory and considering the underlying assumptions behind almost every risk model in practical use – that risk is exogenous – and what happens when those assumptions are violated. Every method presented brings together theoretical discussion and derivation of key equations and a discussion of issues in practical implementation. Each method is implemented in both MATLAB and R, two of the most commonly used mathematical programming languages for risk forecasting with which the reader can implement the models illustrated in the book. The book includes four appendices. The first introduces basic concepts in statistics and financial time series referred to throughout the book. The second and third introduce R and MATLAB, providing a discussion of the basic implementation of the software packages. And the final looks at the concept of maximum likelihood, especially issues in implementation and testing. The book is accompanied by a website - www.financialriskforecasting.com – which features downloadable code as used in the book.
Author : Spyros G. Makridakis
Publisher :
ISBN 13 :
Total Pages : 960 pages
Book Rating : 4.3/5 (97 download)
Download or read book Forecasting written by Spyros G. Makridakis and published by . This book was released on 1983-04-20 with total page 960 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presents a wide range of forecasting methods useful for undergraduate or graduate students majoring in business management, economics, or engineering. Develops skills for selecting the proper methodology. Integrates forecasting with the planning and decision-making activities within an organization. Methods of forecasting include: decomposition, regression analysis, and econometrics. Stresses the strengths and weaknesses of the individual methods in various types of organizational areas. Numerous examples are included.
Author : Stephen Satchell
Publisher : Elsevier
ISBN 13 : 0080471420
Total Pages : 432 pages
Book Rating : 4.0/5 (84 download)
Download or read book Forecasting Volatility in the Financial Markets written by Stephen Satchell and published by Elsevier. This book was released on 2011-02-24 with total page 432 pages. Available in PDF, EPUB and Kindle. Book excerpt: This new edition of Forecasting Volatility in the Financial Markets assumes that the reader has a firm grounding in the key principles and methods of understanding volatility measurement and builds on that knowledge to detail cutting-edge modelling and forecasting techniques. It provides a survey of ways to measure risk and define the different models of volatility and return. Editors John Knight and Stephen Satchell have brought together an impressive array of contributors who present research from their area of specialization related to volatility forecasting. Readers with an understanding of volatility measures and risk management strategies will benefit from this collection of up-to-date chapters on the latest techniques in forecasting volatility. Chapters new to this third edition: * What good is a volatility model? Engle and Patton * Applications for portfolio variety Dan diBartolomeo * A comparison of the properties of realized variance for the FTSE 100 and FTSE 250 equity indices Rob Cornish * Volatility modeling and forecasting in finance Xiao and Aydemir * An investigation of the relative performance of GARCH models versus simple rules in forecasting volatility Thomas A. Silvey * Leading thinkers present newest research on volatility forecasting *International authors cover a broad array of subjects related to volatility forecasting *Assumes basic knowledge of volatility, financial mathematics, and modelling
Author : Christian L. Dunis
Publisher : John Wiley & Sons
ISBN 13 : 0470871342
Total Pages : 426 pages
Book Rating : 4.4/5 (78 download)
Download or read book Applied Quantitative Methods for Trading and Investment written by Christian L. Dunis and published by John Wiley & Sons. This book was released on 2004-01-09 with total page 426 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a manual on quantitative financial analysis. Focusing on advanced methods for modelling financial markets in the context of practical financial applications, it will cover data, software and techniques that will enable the reader to implement and interpret quantitative methodologies, specifically for trading and investment. Includes contributions from an international team of academics and quantitative asset managers from Morgan Stanley, Barclays Global Investors, ABN AMRO and Credit Suisse First Boston. Fills the gap for a book on applied quantitative investment & trading models Provides details of how to combine various models to manage and trade a portfolio
