Category: Special Issues

• Preface, Abraham Punnen, Prabha Sharma, Chin Diew Lai, and Mahyar Amouzegar 
  (Pages 59-60), Issue 2, Volume 2005 (2005)
• On the orthogonalization of arbitrary Boolean formulae, Renato Bruni 
  (Pages 61-74), Issue 2, Volume 2005 (2005)
• A problem of finding an acceptable variant in generalized project networks, David Blokh, Gregory Gutin, and Anders Yeo 
  (Pages 75-81), Issue 2, Volume 2005 (2005)
• A combinatorial arc tolerance analysis for network flow problems, P. T. Sokkalingam and Prabha Sharma 
  (Pages 83-94), Issue 2, Volume 2005 (2005)
• -matroid and jump system , Santosh N. Kabadi and R. Sridhar 
  (Pages 95-106), Issue 2, Volume 2005 (2005)
• Minmax strongly connected subgraphs with node penalties, Abraham P. Punnen 
  (Pages 107-111), Issue 2, Volume 2005 (2005)
• A new modeling and solution approach for the number partitioning problem, Bahram Alidaee, Fred Glover, Gary A. Kochenberger, and Cesar Rego 
  (Pages 113-121), Issue 2, Volume 2005 (2005)

Guest Editors: Mahyar A. Amouzegar, Khosrow Moshirvaziri, and Roger Ríos

• The 10th anniversary special issue, Mahyar A. Amouzegar, Khosrow Moshirvaziri, and Roger Z. Ríos-Mercado 
  Editorial (3 pages), Article ID 43435, Volume 2006 (2006)
• Nonparametric analysis of blocked ordered categories data: some examples revisited, D. J. Best, J. C. W. Rayner, and O. Thas 
  (9 pages), Article ID 31089, Volume 2006 (2006)
• Stochastic dominance theory for location-scale family, Wing-Keung Wong 
  (10 pages), Article ID 82049, Volume 2006 (2006)
• Comparison of two common estimators of the ratio of the means of independent normal variables in agricultural research, C. G. Qiao, G. R. Wood, C. D. Lai, and D. W. Luo 
  (14 pages), Article ID 78375, Volume 2006 (2006)
• Effectiveness of high interest rate policy on exchange rates: A reexamination of the Asian financial crisis, Tim Brailsford, Jack H. W. Penm, and Chin Diew Lai 
  (9 pages), Article ID 35752, Volume 2006 (2006)
• Loss protection in pairs trading through minimum profit bounds: A cointegration approach, Yan-Xia Lin, Michael McCrae, and Chandra Gulati 
  (14 pages), Article ID 73803, Volume 2006 (2006)
• Mapping the convergence of genetic algorithms, Zvi Drezner and George A. Marcoulides 
  (16 pages), Article ID 70240, Volume 2006 (2006)
• A measure of the variability of revenue in auctions: A look at the revenue equivalence theorem, Fernando Beltrán and Natalia Santamaría 
  (14 pages), Article ID 27417, Volume 2006 (2006)
• A simulation framework for networked queue models: Analysis of queue bounds in a G/G/c supply chain, Mahyar Amouzegar and Khosrow Moshirvaziri 
  (13 pages), Article ID 87514, Volume 2006 (2006)
• An analytical characterization for an optimal change of Gaussian measures, Henry Schellhorn 
  (9 pages), Article ID 95912, Volume 2006 (2006)

Guest Editors: Graeme Charles Wake and Paul Cowpertwait

• Statistics and Applied Probability: A Tribute to Jeffrey J. Hunter, Paul Cowpertwait, Graeme Wake, Robert D. Anderson, Howard Edwards, and Shayle Searle 
  Editorial (4 pages), Article ID 57619, Volume 2007 (2007)
• Marked Continuous-Time Markov Chain Modelling of Burst Behaviour for Single Ion Channels, Frank G. Ball, Robin K. Milne, and Geoffrey F. Yeo 
  Research Article (14 pages), Article ID 48138, Volume 2007 (2007)
• Putting Markov Chains Back into Markov Chain Monte Carlo, Richard J. Barker and Matthew R. Schofield 
  Review Article (13 pages), Article ID 98086, Volume 2007 (2007)
• Reliability of Modules with Load-Sharing Components, Mark Bebbington, Chin-Diew Lai, and Ricardas Zitikis 
  Research Article (18 pages), Article ID 43565, Volume 2007 (2007)
• Long-Range Dependence in a Cox Process Directed by a Markov Renewal Process, D. J. Daley, T. Rolski, and R. Vesilo 
  Research Article (15 pages), Article ID 83852, Volume 2007 (2007)
• The Geometry of Statistical Efficiency and Matrix Statistics, K. Gustafson 
  Review Article (16 pages), Article ID 94515, Volume 2007 (2007)
• Weibull Model Allowing Nearly Instantaneous Failures, C. D. Lai, Michael B. C. Khoo, K. Muralidharan, and M. Xie 
  Research Article (11 pages), Article ID 90842, Volume 2007 (2007)
• On the Semiparametric Efficiency of the Scott-Wild Estimator under Choice-Based and Two-Phase Sampling, Alan Lee 
  Research Article (23 pages), Article ID 86180, Volume 2007 (2007)
• Correlations in Output and Overflow Traffic Processes in Simple Queues, Don McNickle 
  Research Article (13 pages), Article ID 51801, Volume 2007 (2007)
• An -Estimation-Based Procedure for Determining the Number of Regression Models in Regression Clustering , C. R. Rao, Y. Wu, and Q. Shao 
  Research Article (15 pages), Article ID 37475, Volume 2007 (2007)
• Methods for Stratified Cluster Sampling with Informative Stratification, Alastair Scott and Chris Wild 
  Research Article (12 pages), Article ID 56372, Volume 2007 (2007)
• A Philatelic Excursion with Jeff Hunter in Probability and Matrix Theory, George P. H. Styan and Götz Trenkler 
  Review Article (10 pages), Article ID 13749, Volume 2007 (2007)
• A Paradox in a Queueing Network with State-Dependent Routing and Loss, Ilze Ziedins 
  Research Article (10 pages), Article ID 68280, Volume 2007 (2007)

Guest Editors: Lean Yu, Shouyang Wang, and K. K. Lai

• Intelligent Computational Methods for Financial Engineering, Lean Yu, Shouyang Wang, and K. K. Lai 
  Editorial (2 pages), Article ID 394731, Volume 2009 (2009)
• Optimal Bespoke CDO Design via NSGA-II, Diresh Jewan, Renkuan Guo, and Gareth Witten 
  Research Article (32 pages), Article ID 925169, Volume 2009 (2009)
• Modified Neural Network Algorithms for Predicting Trading Signals of Stock Market Indices, C. D. Tilakaratne, M. A. Mammadov, and S. A. Morris 
  Research Article (22 pages), Article ID 125308, Volume 2009 (2009)
• Selecting the Best Forecasting-Implied Volatility Model Using Genetic Programming, Wafa Abdelmalek, Sana Ben Hamida, and Fathi Abid 
  Research Article (19 pages), Article ID 179230, Volume 2009 (2009)
• Discrete Analysis of Portfolio Selection with Optimal Stopping Time, Jianfeng Liang 
  Research Article (9 pages), Article ID 609196, Volume 2009 (2009)
• A New Decision-Making Method for Stock Portfolio Selection Based on Computing with Linguistic Assessment, Chen-Tung Chen and Wei-Zhan Hung 
  Research Article (20 pages), Article ID 897024, Volume 2009 (2009)
• A Fuzzy Pay-Off Method for Real Option Valuation, Mikael Collan, Robert Fullér, and József Mezei 
  Research Article (14 pages), Article ID 238196, Volume 2009 (2009)
• Valuation for an American Continuous-Installment Put Option on Bond under Vasicek Interest Rate Model, Guoan Huang, Guohe Deng, and Lihong Huang 
  Research Article (11 pages), Article ID 215163, Volume 2009 (2009)
• Callable Russian Options and Their Optimal Boundaries, Atsuo Suzuki and Katsushige Sawaki 
  Research Article (13 pages), Article ID 593986, Volume 2009 (2009)
• Valuation of Game Options in Jump-Diffusion Model and with Applications to Convertible Bonds, Lei Wang and Zhiming Jin 
  Research Article (17 pages), Article ID 945923, Volume 2009 (2009)
• Fuzzy Real Options in Brownfield Redevelopment Evaluation, Qian Wang, Keith W. Hipel, and D. Marc Kilgour 
  Research Article (16 pages), Article ID 817137, Volume 2009 (2009)
• Discriminant Analysis of Zero Recovery for China’s NPL, Yue Tang, Hao Chen, Bo Wang, Muzi Chen, Min Chen, and Xiaoguang Yang 
  Research Article (16 pages), Article ID 594793, Volume 2009 (2009)
• Cumulative Gains Model Quality Metric, Thomas Brandenburger and Alfred Furth 
  Research Article (14 pages), Article ID 868215, Volume 2009 (2009)

Guest Editors: Masanobu Taniguchi, Cathy W. S. Chen, Junichi Hirukawa, Hiroshi Shiraishi, Kenichiro Tamaki, and David Veredas

• Statistical Estimation of Portfolios for Dependent Financial Returns, Masanobu Taniguchi, Cathy W. S. Chen, Junichi Hirukawa, Hiroshi Shiraishi, Kenichiro Tamaki, and David Veredas 
  Editorial (3 pages), Article ID 681490, Volume 2012 (2012)
• Large-Deviation Results for Discriminant Statistics of Gaussian Locally Stationary Processes, Junichi Hirukawa 
  Research Article (15 pages), Article ID 572919, Volume 2012 (2012)
• Asymptotic Optimality of Estimating Function Estimator for CHARN Model, Tomoyuki Amano 
  Research Article (11 pages), Article ID 515494, Volume 2012 (2012)
• Optimal Portfolio Estimation for Dependent Financial Returns with Generalized Empirical Likelihood, Hiroaki Ogata 
  Research Article (8 pages), Article ID 973173, Volume 2012 (2012)
• Statistically Efficient Construction of α-Risk-Minimizing Portfolio, Hiroyuki Taniai and Takayuki Shiohama 
  Research Article (17 pages), Article ID 980294, Volume 2012 (2012)
• Estimation for Non-Gaussian Locally Stationary Processes with Empirical Likelihood Method, Hiroaki Ogata 
  Research Article (22 pages), Article ID 704693, Volume 2012 (2012)
• A Simulation Approach to Statistical Estimation of Multiperiod Optimal Portfolios, Hiroshi Shiraishi 
  Research Article (13 pages), Article ID 341476, Volume 2012 (2012)
• On the Causality between Multiple Locally Stationary Processes, Junichi Hirukawa 
  Research Article (15 pages), Article ID 261707, Volume 2012 (2012)
• Optimal Portfolios with End-of-Period Target, Hiroshi Shiraishi, Hiroaki Ogata, Tomoyuki Amano, Valentin Patilea, David Veredas, and Masanobu Taniguchi 
  Research Article (13 pages), Article ID 703465, Volume 2012 (2012)
• Least Squares Estimators for Unit Root Processes with Locally Stationary Disturbance, Junichi Hirukawa and Mako Sadakata 
  Research Article (16 pages), Article ID 893497, Volume 2012 (2012)
• Statistical Portfolio Estimation under the Utility Function Depending on Exogenous Variables, Kenta Hamada, Dong Wei Ye, and Masanobu Taniguchi 
  Research Article (15 pages), Article ID 127571, Volume 2012 (2012)
• Statistical Estimation for CAPM with Long-Memory Dependence, Tomoyuki Amano, Tsuyoshi Kato, and Masanobu Taniguchi 
  Research Article (12 pages), Article ID 571034, Volume 2012 (2012)

Guest Editors: Richard H. Weston, Albert T. Jones, Bernard Grabot, and Bernard Hon

• Decision Making in Support of Manufacturing Enterprise Transformation, Albert Jones, Richard H. Weston, Bernard Grabot, and Bernard Hon 
  Editorial (2 pages), Article ID 326185, Volume 2013 (2013)
• Modelling Framework to Support Decision-Making in Manufacturing Enterprises, Tariq Masood and Richard H. Weston 
  Research Article (23 pages), Article ID 234939, Volume 2013 (2013)
• Performance Assessment of Product Service System from System Architecture Perspectives, John P. T. Mo 
  Research Article (19 pages), Article ID 640601, Volume 2012 (2012)
• Evaluating Ethical Responsibility in Inverse Decision Support, Ahmad M. Kabil 
  Research Article (15 pages), Article ID 873710, Volume 2012 (2012)
• Multiobjective Optimization of Aircraft Maintenance in Thailand Using Goal Programming: A Decision-Support Model, Yuttapong Pleumpirom and Sataporn Amornsawadwatana 
  Research Article (17 pages), Article ID 128346, Volume 2012 (2012)
• Model Driven Integrated Decision-Making in Manufacturing Enterprises, Richard H. Weston 
  Research Article (29 pages), Article ID 328349, Volume 2012 (2012)
• The Integrated Use of Enterprise and System Dynamics Modelling Techniques in Support of Business Decisions, K. Agyapong-Kodua, R. H. Weston, and S. Ratchev 
  Research Article (25 pages), Article ID 804324, Volume 2012 (2012)
• Design of an Integrated Methodology for Analytical Design of Complex Supply Chains, Shahid Rashid and Richard Weston 
  Research Article (19 pages), Article ID 589254, Volume 2012 (2012)

[Call for Papers]

Special Issue on Contemporary Management Research
Guest Editors: Ninh-Nguyen, Van-Thac Dang

[6 issues published]

• Special Issue in Honour of Michael McAleer
  Guest Editors: Alan Wing-Keung Wong, Massoud Moslehpour, Vincent Shin-Hung Pan
• Decision Making in Support of Manufacturing Enterprise Transformation 
  Guest Editors: Richard H. Weston, Albert T. Jones, Bernard Grabot, and Bernard Hon
• Statistical Estimation of Portfolios for Dependent Financial Returns 
  Guest Editors: Masanobu Taniguchi, Cathy W. S. Chen, Junichi Hirukawa, Hiroshi Shiraishi, Kenichiro Tamaki, and David Veredas
• Intelligent Computational Methods for Financial Engineering 
  Guest Editors: Lean Yu, Shouyang Wang, and K. K. Lai
• Statistics and Applied Probability: A Tribute to Jeffrey J. Hunter 
  Guest Editors: Graeme Charles Wake and Paul Cowpertwait
• 10th Anniversary Special Issue 
  Guest Editors: Mahyar A. Amouzegar, Khosrow Moshirvaziri, and Roger Ríos
• Combinatorial Optimization