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Technical Reports 2008

"Discrete Time Bayesian Mortgage Default Models",
Technical Report TR-2008-1 - Feng Xu, Refik Soyer

"A Short Note on Bayesian Analysis of Dynamic Probit Models",
Technical Report TR-2008-2 - Refik Soyer, Minje Sung

"Modeling Latent Sources in Call Center Arrival Data",
Technical Report TR-2008-3 - Joshua Landon, Fabrizio Ruggeri, Refik Soyer, Murat Tarimcilar

"Computational Issues in Semiparametric Bayesian Replacement Models",
Technical Report TR-2008-4 - Jason Merrick, Refik Soyer

"Sufficient Dimension Reduction and Optimal Portfolio Selections",
Technical Report TR-2008-5 - Efstathia Bura

"Risk Mitigation Efficacy: An Analytic Description of the Total Expected Cost of Project Risks",
Technical Report TR-2008-6 - Dennis Cioffi, Homayoun Khamooshi

"Justified and Unjustified Rank Reversal in Decision Aid Methodologies and Independence of Irrelevant Alternatives",
Technical Report TR-2008-7 - David Zalkind

"Ceteris Paribus and Goodness of Fit for the Coefficient in Simple Linear Regression",
Technical Report TR-2008-8 - David Zalkind

"Bayesian Analysis of Multivariate GARCH Models",
Technical Report TR-2008-9 - Refik Soyer, Kadir Tanyeri

"Value of Information in Estimating Group Priorities",
Technical Report TR-2008-10 - R. Muzaffer Musal, Refik Soyer

"Market Basket Analysis Using Bayesian Networks",
Technical Report TR-2008-11 - Xiaojun Li, Sanal Mazvancheryl, Srinivas Prasad, Pradeep Rau, Refik Soyer

"Reflections on Data Perturbation and Post-Randomization for Statistical Disclosure Control",
Technical Report TR-2008-12 - Tapan Nayak

"Optimization for Simulation: LAD Accelerator",
Technical Report TR-2008-13 - Miguel Lejeune, Francois Margot

"Reverse-Engineering Banks' Financial Strength Ratings Using Logical Data Analysis",
Technical Report TR-2008-14 - Peter Hammer, Alexander Kogan, Miguel Lejeune

"Reverse-Engineering Country Risk Ratings: A Combinatorial Non-Recursive Model",
Technical Report TR-2008-15 - Peter Hammer, Alexander Kogan, Miguel Lejeune

"An Exact Solution Approach for Portfolio Optimization Problems Under Stochastic and Integer Constraints",
Technical Report TR-2008-16 - Pierre Bonami, Miguel Lejeune

"Probit Versus Logit Models: The Role of the Link Function in the Multivariate Realms",
Technical Report TR-2008-17 - Eugene Hahn, Refik Soyer

"Call Center Modeling: A Bayesian State Space Approach",
Technical Report TR-2008-18 - Tevfik Aktekin, Refik Soyer

"A Unified Approach for Cycle Service Levels",
Technical Report TR-2008-19 - Miguel Lejeune

"Assessment of Mortgage Default Risk via Bayesian Reliability Models",
Technical Report TR-2008-20 - Refik Soyer, Feng Xu

"Selecting Optimal Alternatives and Risk Reduction Strategies in Decision Trees",
Technical Report TR-2008-21 - Hanif Sherali, Evrim Dalkiran, Theodore Glickman

"The Generalized Two-Sided Power Distribution",
Technical Report TR-2008-22 - J. M. Herrerías, R. Herrerías, J. René van Dorp