Forecasting call frequency at a financial services call centre

A forecasting model is developed for the number of daily applications for loans at a financial services telephone call centre. The purpose of the forecasts and the associated prediction intervals is to provide effective staffing policies within the call centre. The model building process is constrained by the availability of only 2 years and 7 months of data. The distinctive feature of the data is that demand is driven in the main by advertising. The analysis given focuses on applications stimulated by press advertising. Unlike previous analyses of broadly similar data, where ARIMA models were used, a model with a dynamic level, multiplicative calendar effects and a multiplicative advertising response is developed and shown to be effective.     

Issues in Managing Information Technology

This paper describes three case studies which investigated issues relating to the implementation and management of advanced information technology. The benefits derived from information technology were found to vary from one organization to another. These studies provide further evidence to support earlier research findings that senior management has an important role to play in the effective exploitation of information technology, and that the investment approach taken by an organization has a significant effect on the development of computer-based information systems. The effectiveness of a system depends not only on applying the appropriate technology, but also on how successfully technical and behavioural issues are resolved.     

An approach to triquinane synthesis using the Pauson-Khand reaction

Tricyclic skeletons have been generated from acyclic enyne precursors by using an intramolecular Pauson-Khand reaction in combination with aldol, Michael and alkylation reactions.     

A warehouse-based design model for reverse logistics

In this paper, an MILP formulation is proposed for the design of a reverse logistics network based on a warehouse location–allocation model, which optimizes, simultaneously, the forward and reverse networks. A single product model with unlimited capacity is first defined. Subsequently, the model is extended to a multi-product capacitated recovery network model, where capacity limitations and a multi-product system can be considered. The proposed model is compared to published work in the field, where different model assumptions have been proposed. Two cases are described so as to gain a better insight into the model and allow a comparative analysis.     

Invariant Cocycles Have Abelian Ranges

 Let R be a discrete nonsingular equivalence relation on a standard probability space , and let V be an ergodic strongly asymptotically central automorphism of R. We prove that every V-invariant cocycle with values in a Polish group G takes values in an abelian subgroup of G. The hypotheses of this result are satisfied, for example, if A is a finite set, a closed, shift-invariant subset, V is the shift, μ a shift-invariant and ergodic probability measure on X, the two-sided tail-equivalence relation on X, a shift-invariant subrelation which is μ-nonsingular, and a shift-invariant cocycle.     

Quadratic data envelopment analysis

Data Envelopment Analysis (DEA) offers a piece-wise linear approximation of the production frontier. The approximation tends to be poor if the true frontier is not concave, eg in case of economies of scale or of specialisation. To improve the flexibility of the DEA frontier and to gain in empirical fit, we propose to extend DEA towards a more general piece-wise quadratic approximation, called Quadratic Data Envelopment Analysis (QDEA). We show that QDEA gives statistically consistent estimates for all production frontiers with bounded Hessian eigenvalues. Our Monte-Carlo simulations suggest that QDEA can substantially improve efficiency estimation in finite samples relative to standard DEA models.     

Effective dimensionality approach to the RKKY interaction in multilayer systems

We consider RKKY interaction in a quasi 2D system with nonparabolic dispersion. In our paper we calculate the RKKY range function assuming the in-layer confinement via effective dimensionality approach. We show, that indirect magnetic exchange in our system can be modelled by the effective spectral dimension which equals one.     

Solid-phase epitaxy of CaSi2 on Si(1 1 1) and the Schottky-barrier height of CaSi2/Si(1 1 1)

Thin Ca films were evaporated on Si(1 1 1) under UHV conditions and subsequently annealed in the temperature range 200–650 °C. The interdiffusion of Ca and Si was examined by ex situ Auger depth profiling. In situ monitoring of the Si 2p core-level shift by X-ray photoemission spectroscopy (XPS) was employed to study the silicide formation process. The formation temperature of CaSi₂ films on Si(1 1 1) was found to be about 350 °C. Epitaxial growth takes place at T≥400 °C. The morphology of the films, measured by atomic force microscopy (AFM), was correlated with their crystallinity as analyzed by X-ray diffraction (XRD). According to measurements of temperature-dependent I–V characteristics and internal photoemission the Schottky-barrier height of CaSi₂ on Si(1 1 1) amounts to qΦ_Bn=0.25 eV on n-type and to qΦ_Bp=0.82 eV on p-type silicon.     

Randomized greedy matching

We consider a randomized version of the greedy algorithm for finding a large matching in a graph. We assume that the next edge is always randomly chosen from those remaining. We analyze the performance of this algorithm when the input graph is fixed. We show that there are graphs for which this Randomized Greedy Algorithm (RGA) usually only obtains a matching close in size to that guaranteed by worst-case analysis (i.e., half the size of the maximum). For some classes of sparse graphs (e.g., planar graphs and forests) we show that the RGA performs significantly better than the worst-case. Our main theorem concerns forests. We prove that the ratio to maximum here is at least 0.7690…, and that this bound is tight.