I2SDS 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