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.     

A New Distribution Function for Risk Analysis

This paper presents an alternative to the beta continuous probability distribution for risk analysis. Particular attention has been given to two major applications of distributions, namely project management risk and critical path analysis (PERT). In conjunction with the beta, the triangular and normal distributions are frequently employed in order to give sufficient robustness to risk analysis. The beta distribution, as used in PERT, has a major theoretical implementation flaw. The new distribution was developed to give a possible alternative method of assessing risk. It is shown that the requirement to estimate the most pessimistic variate may be replaced by the probability to exceed the mode. Proposals for other simplifications in risk analysis are discussed. Practical means to validate the most appropriate distributions for risk analysis are outlined, and a cost-data case study is included.     

Synthesis of methyl ethers of methyl 2-acetamido-2-deoxy-α-D-glucopyranoside

A convenient method is proposed for the synthesis of all the individual methyl ethers of methyl 2-acetamido-2-deoxy-α-D-glucopyranoside based on the partial methylation of 2-acetamido-2-deoxy-α-D-glucopyranoside with dimethyl sulfate in an alkaline medium followed by preparative liquid column chromatography on silica gel of the resulting mixture of methyl ethers.     

On the distribution of the number of real zeros of a random polynomial

In this note, we find the distibution of the number of real zeros of a random polynomial. We also derive a formula for the expected number of complex zeros lying in a given domain of the complex plane. Bibliography: 7 titles. __________ Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 320, 2004, pp. 69–79.     

The matrix equation AX-YB=C and related problems

The main result of the paper is a theorem, using which a new proof of Roth’s theorem is obtained, a new solvability criterion for the matrix equation AX-YB = C is proved, a formula for a particular solution of the latter is derived, and the least of the orders of square nonsingular matrices containing a given rectangular matrix as a submatrix is determined. Bibliography: 5 titles. __________ Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 323, 2005, pp. 15–23.