Dépouillements

Impact of policy and process design on the performance of intake and treatment processes in mental health care: a system dynamics case study / M. Smits in Journal of the operational research society (JORS), Vol. 61 N° 10 (Octobre 2010) 

Public ISBD [article]  in Journal of the operational research society (JORS) > Vol. 61 N° 10 (Octobre 2010) . - pp. 1437–1445 Titre : Impact of policy and process design on the performance of intake and treatment processes in mental health care: a system dynamics case study Type de document : texte imprimé Auteurs : M. Smits, Auteur Année de publication : 2011 Article en page(s) : pp. 1437–1445 Note générale : Recherche opérationnelle Langues : Anglais (eng) Mots-clés : Management  Medicine  Planning  Queuing  Simulation  System  dynamics Index. décimale : 001.424 Résumé : For most of its history, medical care has been a customized process. Because customized processes might not lead to optimal performance, health-care managers are considering business process redesign, implementation of standardized (brief) therapies, stepped care, and policy changes to solve supply chain management issues. We develop a system dynamics model to support the management of intake and treatment processes in mental health care. We first model the existing situation in the care unit (Base Scenario of customized care) and simulate the impact of policy changes (assigning scarce personnel resources to different care activities) and redesign of intake and treatment processes (implementing brief therapies and stepped care). We show that shifting personnel resources between intake and treatment activities does not substantially improve performance. We found better results of process redesign and stepped care (+42% client intake rate and +18% revenues per day). DEWEY : 001.424 ISSN : 0361-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n10/abs/jors2009110a.html [article] Impact of policy and process design on the performance of intake and treatment processes in mental health care: a system dynamics case study [texte imprimé] / M. Smits, Auteur . - 2011 . - pp. 1437–1445. Recherche opérationnelle Langues : Anglais (eng) in Journal of the operational research society (JORS) > Vol. 61 N° 10 (Octobre 2010) . - pp. 1437–1445 Mots-clés : Management  Medicine  Planning  Queuing  Simulation  System  dynamics Index. décimale : 001.424 Résumé : For most of its history, medical care has been a customized process. Because customized processes might not lead to optimal performance, health-care managers are considering business process redesign, implementation of standardized (brief) therapies, stepped care, and policy changes to solve supply chain management issues. We develop a system dynamics model to support the management of intake and treatment processes in mental health care. We first model the existing situation in the care unit (Base Scenario of customized care) and simulate the impact of policy changes (assigning scarce personnel resources to different care activities) and redesign of intake and treatment processes (implementing brief therapies and stepped care). We show that shifting personnel resources between intake and treatment activities does not substantially improve performance. We found better results of process redesign and stepped care (+42% client intake rate and +18% revenues per day). DEWEY : 001.424 ISSN : 0361-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n10/abs/jors2009110a.html

Implementing a discrete-event simulation software selection methodology for supporting decision making at Accenture / T. W. Tewoldeberhan in Journal of the operational research society (JORS), Vol. 61 N° 10 (Octobre 2010) 

Public ISBD [article]  in Journal of the operational research society (JORS) > Vol. 61 N° 10 (Octobre 2010) . - pp. 1446–1458 Titre : Implementing a discrete-event simulation software selection methodology for supporting decision making at Accenture Type de document : texte imprimé Auteurs : T. W. Tewoldeberhan, Auteur ; A. Verbraeck, Auteur ; V. Hlupic, Auteur Année de publication : 2011 Article en page(s) : pp. 1446–1458 Note générale : Recherche opérationnelle Langues : Anglais (eng) Mots-clés : Simulation  Software  selection  Methodology Index. décimale : 001.424 Résumé : For large international companies with their own simulation team, it is often hard to make a decision related to selection of new discrete-event simulation software. This paper presents a comprehensive discrete-event simulation software selection methodology that has been successfully used for decision making at Accenture consulting company. Accenture already used a simulation tool at the start of the project, but wanted to find out whether the current tool used still was the most appropriate one for its needs, and to evaluate the latest discrete-event simulation tools. The developed methodology consists of two phases: phase 1 quickly reduces the long list to a short list of packages, and phase 2 matches the requirements of the company with the features of the simulation package in detail. Successful application of the proposed methodology indicates its possible application for decision making in other large organisations, provided that the study is performed by a third party to avoid risks of influencing the outcome of the selection process. DEWEY : 001.424 ISSN : 0361-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n10/abs/jors2009119a.html [article] Implementing a discrete-event simulation software selection methodology for supporting decision making at Accenture [texte imprimé] / T. W. Tewoldeberhan, Auteur ; A. Verbraeck, Auteur ; V. Hlupic, Auteur . - 2011 . - pp. 1446–1458. Recherche opérationnelle Langues : Anglais (eng) in Journal of the operational research society (JORS) > Vol. 61 N° 10 (Octobre 2010) . - pp. 1446–1458 Mots-clés : Simulation  Software  selection  Methodology Index. décimale : 001.424 Résumé : For large international companies with their own simulation team, it is often hard to make a decision related to selection of new discrete-event simulation software. This paper presents a comprehensive discrete-event simulation software selection methodology that has been successfully used for decision making at Accenture consulting company. Accenture already used a simulation tool at the start of the project, but wanted to find out whether the current tool used still was the most appropriate one for its needs, and to evaluate the latest discrete-event simulation tools. The developed methodology consists of two phases: phase 1 quickly reduces the long list to a short list of packages, and phase 2 matches the requirements of the company with the features of the simulation package in detail. Successful application of the proposed methodology indicates its possible application for decision making in other large organisations, provided that the study is performed by a third party to avoid risks of influencing the outcome of the selection process. DEWEY : 001.424 ISSN : 0361-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n10/abs/jors2009119a.html

A fuzzy multi-criteria decision analysis model for advanced technology assessment at Kennedy Space Center / M. Tavana in Journal of the operational research society (JORS), Vol. 61 N° 10 (Octobre 2010) 

Public ISBD [article]  in Journal of the operational research society (JORS) > Vol. 61 N° 10 (Octobre 2010) . - pp. 1459–1470 Titre : A fuzzy multi-criteria decision analysis model for advanced technology assessment at Kennedy Space Center Type de document : texte imprimé Auteurs : M. Tavana, Auteur ; M. A. Sodenkamp, Auteur Année de publication : 2011 Article en page(s) : pp. 1459–1470 Note générale : Recherche opérationnelle Langues : Anglais (eng) Mots-clés : Multi-criteria  decision  analysis  Fuzzy  systems  Analytic  network  process  Entropy  Theory  of  displaced  ideal Index. décimale : 001.424 Résumé : The rapid development of computer and information technology has made project evaluation and selection a difficult task at the Kennedy Space Center (KSC) Shuttle Project Engineering Office. Decision Makers (DMs) are required to consider a vast amount of intuitive and analytical information in the decision process. Fuzzy Euclid is a Multi-criteria Decision Analysis (MCDA) model that captures the DMs’ beliefs through a series of intuitive and analytical methods such as the analytic hierarchy process (AHP) and subjective probability estimation. A defuzzification method is used to obtain crisp values from the subjective judgments provided by multiple DMs. These crisp values are synthesized with Entropy and the theory of displaced ideal to assist the DMs in their selection process by plotting the alternative projects in a four-zone graph based on their Euclidean distance from the ‘ideal choice’. DEWEY : 001.424 ISSN : 0361-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n10/abs/jors2009107a.html [article] A fuzzy multi-criteria decision analysis model for advanced technology assessment at Kennedy Space Center [texte imprimé] / M. Tavana, Auteur ; M. A. Sodenkamp, Auteur . - 2011 . - pp. 1459–1470. Recherche opérationnelle Langues : Anglais (eng) in Journal of the operational research society (JORS) > Vol. 61 N° 10 (Octobre 2010) . - pp. 1459–1470 Mots-clés : Multi-criteria  decision  analysis  Fuzzy  systems  Analytic  network  process  Entropy  Theory  of  displaced  ideal Index. décimale : 001.424 Résumé : The rapid development of computer and information technology has made project evaluation and selection a difficult task at the Kennedy Space Center (KSC) Shuttle Project Engineering Office. Decision Makers (DMs) are required to consider a vast amount of intuitive and analytical information in the decision process. Fuzzy Euclid is a Multi-criteria Decision Analysis (MCDA) model that captures the DMs’ beliefs through a series of intuitive and analytical methods such as the analytic hierarchy process (AHP) and subjective probability estimation. A defuzzification method is used to obtain crisp values from the subjective judgments provided by multiple DMs. These crisp values are synthesized with Entropy and the theory of displaced ideal to assist the DMs in their selection process by plotting the alternative projects in a four-zone graph based on their Euclidean distance from the ‘ideal choice’. DEWEY : 001.424 ISSN : 0361-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n10/abs/jors2009107a.html

On Markovian approximations for virtual-build-to-order systems / P. G. Brabazon in Journal of the operational research society (JORS), Vol. 61 N° 10 (Octobre 2010) 

Public ISBD [article]  in Journal of the operational research society (JORS) > Vol. 61 N° 10 (Octobre 2010) . - pp. 1471–1484 Titre : On Markovian approximations for virtual-build-to-order systems Type de document : texte imprimé Auteurs : P. G. Brabazon, Auteur ; B. L. MacCarthy, Auteur Année de publication : 2011 Article en page(s) : pp. 1471–1484 Note générale : Recherche opérationnelle Langues : Anglais (eng) Mots-clés : Virtual-build-to-order  Order  fulfilment  Markov  process  Mass  customization  Open  pipeline Index. décimale : 001.424 Résumé : The Virtual Build-to-Order (VBTO) approach strives to allow a producer to fulfil customers with the specific product variants they seek more efficiently than a conventional order fulfilment system. It does so by opening the planning pipeline. Here the feasibility of modelling the VBTO system as a Markov process is investigated. Two system configurations are considered—a random pipeline feed policy that assumes only knowledge of the overall demand pattern and an informed policy that ensures a mix of different variants in the system. First-order Markov models, which assume stationarity requirements are satisfied, are developed for small VBTO systems. The model for the informed feed policy has excellent agreement with simulation results and confirms the superiority of this policy over the random policy. The model for the random policy is more accurate at high variety than at low variety levels. Accuracy is improved with a second-order Markov model. Although impractical for modelling large scale VBTO systems for either configuration, the Markov approach is valuable in providing insights, theoretical foundations and validation for simulation models. It aids the interpretation of observations from simulations of large scale systems and explains the mechanism by which an unrepresentative stock mix develops over time for the random policy. DEWEY : 001.424 ISSN : 0361-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n10/abs/jors2009103a.html [article] On Markovian approximations for virtual-build-to-order systems [texte imprimé] / P. G. Brabazon, Auteur ; B. L. MacCarthy, Auteur . - 2011 . - pp. 1471–1484. Recherche opérationnelle Langues : Anglais (eng) in Journal of the operational research society (JORS) > Vol. 61 N° 10 (Octobre 2010) . - pp. 1471–1484 Mots-clés : Virtual-build-to-order  Order  fulfilment  Markov  process  Mass  customization  Open  pipeline Index. décimale : 001.424 Résumé : The Virtual Build-to-Order (VBTO) approach strives to allow a producer to fulfil customers with the specific product variants they seek more efficiently than a conventional order fulfilment system. It does so by opening the planning pipeline. Here the feasibility of modelling the VBTO system as a Markov process is investigated. Two system configurations are considered—a random pipeline feed policy that assumes only knowledge of the overall demand pattern and an informed policy that ensures a mix of different variants in the system. First-order Markov models, which assume stationarity requirements are satisfied, are developed for small VBTO systems. The model for the informed feed policy has excellent agreement with simulation results and confirms the superiority of this policy over the random policy. The model for the random policy is more accurate at high variety than at low variety levels. Accuracy is improved with a second-order Markov model. Although impractical for modelling large scale VBTO systems for either configuration, the Markov approach is valuable in providing insights, theoretical foundations and validation for simulation models. It aids the interpretation of observations from simulations of large scale systems and explains the mechanism by which an unrepresentative stock mix develops over time for the random policy. DEWEY : 001.424 ISSN : 0361-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n10/abs/jors2009103a.html

DEA-based pre-merger planning tool / S. Lozano in Journal of the operational research society (JORS), Vol. 61 N° 10 (Octobre 2010) 

Public ISBD [article]  in Journal of the operational research society (JORS) > Vol. 61 N° 10 (Octobre 2010) . - pp. 1485–1497 Titre : DEA-based pre-merger planning tool Type de document : texte imprimé Auteurs : S. Lozano, Auteur ; G. Villa, Auteur Année de publication : 2011 Article en page(s) : pp. 1485–1497 Note générale : Recherche opérationnelle Langues : Anglais (eng) Mots-clés : Mergers  and  acquisitions  Efficiency  gains  Pre-merger  planning  Data  envelopment  analysis  Branch  closures Index. décimale : 001.424 Résumé : Data envelopment analysis (DEA) can be used as a pre-merger planning tool to estimate expected cost and profit efficiency gains. Specifically, in this paper, two alternative DEA models are presented, one to minimize post-merger input cost and the other to maximize post-merger profit. The first model assumes that input prices are known, whereas the second assumes that output prices are known. As both models explicitly consider the possibility of closing existing units, they are especially apt for in-market horizontal mergers, in which considerable overlap may exist among the branches of the merging firms. Indicative efficiency ratios are proposed based on the results of the models. The proposed approach is, in addition, rather flexible, allowing the optional inclusion of a variety of features and constraints, such as incompatibility among units, employment guarantees, etc. DEWEY : 001.424 ISSN : 0361-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n10/abs/jors2009106a.html [article] DEA-based pre-merger planning tool [texte imprimé] / S. Lozano, Auteur ; G. Villa, Auteur . - 2011 . - pp. 1485–1497. Recherche opérationnelle Langues : Anglais (eng) in Journal of the operational research society (JORS) > Vol. 61 N° 10 (Octobre 2010) . - pp. 1485–1497 Mots-clés : Mergers  and  acquisitions  Efficiency  gains  Pre-merger  planning  Data  envelopment  analysis  Branch  closures Index. décimale : 001.424 Résumé : Data envelopment analysis (DEA) can be used as a pre-merger planning tool to estimate expected cost and profit efficiency gains. Specifically, in this paper, two alternative DEA models are presented, one to minimize post-merger input cost and the other to maximize post-merger profit. The first model assumes that input prices are known, whereas the second assumes that output prices are known. As both models explicitly consider the possibility of closing existing units, they are especially apt for in-market horizontal mergers, in which considerable overlap may exist among the branches of the merging firms. Indicative efficiency ratios are proposed based on the results of the models. The proposed approach is, in addition, rather flexible, allowing the optional inclusion of a variety of features and constraints, such as incompatibility among units, employment guarantees, etc. DEWEY : 001.424 ISSN : 0361-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n10/abs/jors2009106a.html

Saving-based algorithms for vehicle routing problem with simultaneous pickup and delivery / Y. Gajpal in Journal of the operational research society (JORS), Vol. 61 N° 10 (Octobre 2010) 

Public ISBD [article]  in Journal of the operational research society (JORS) > Vol. 61 N° 10 (Octobre 2010) . - pp. 1498–1509 Titre : Saving-based algorithms for vehicle routing problem with simultaneous pickup and delivery Type de document : texte imprimé Auteurs : Y. Gajpal, Auteur ; P. Abad, Auteur Année de publication : 2011 Article en page(s) : pp. 1498–1509 Note générale : Recherche opérationnelle Langues : Anglais (eng) Mots-clés : Vehicle  routing  Pickup  and  delivery  Heuristic  Combinatorial  optimization Index. décimale : 001.424 Résumé : The vehicle routing problem (VRP) with simultaneous pickup and delivery (VRPSPD) is an extension of the classical capacitated VRP (CVRP). In this paper, we present the saving heuristic and the parallel saving heuristic for VRPSPD. Checking the feasibility of a route in VRPSPD is difficult because of the fluctuating load on the route. In the saving heuristic, a new route is created by merging the two existing routes. We use a cumulative net-pickup approach for checking the feasibility when two existing routes are merged. The numerical results show that the performance of the proposed heuristics is qualitatively better than the existing insertion-based heuristics. DEWEY : 001.424 ISSN : 0361-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n10/abs/jors200983a.html [article] Saving-based algorithms for vehicle routing problem with simultaneous pickup and delivery [texte imprimé] / Y. Gajpal, Auteur ; P. Abad, Auteur . - 2011 . - pp. 1498–1509. Recherche opérationnelle Langues : Anglais (eng) in Journal of the operational research society (JORS) > Vol. 61 N° 10 (Octobre 2010) . - pp. 1498–1509 Mots-clés : Vehicle  routing  Pickup  and  delivery  Heuristic  Combinatorial  optimization Index. décimale : 001.424 Résumé : The vehicle routing problem (VRP) with simultaneous pickup and delivery (VRPSPD) is an extension of the classical capacitated VRP (CVRP). In this paper, we present the saving heuristic and the parallel saving heuristic for VRPSPD. Checking the feasibility of a route in VRPSPD is difficult because of the fluctuating load on the route. In the saving heuristic, a new route is created by merging the two existing routes. We use a cumulative net-pickup approach for checking the feasibility when two existing routes are merged. The numerical results show that the performance of the proposed heuristics is qualitatively better than the existing insertion-based heuristics. DEWEY : 001.424 ISSN : 0361-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n10/abs/jors200983a.html

Wind energy management with battery storage / Zhang, L. in Journal of the operational research society (JORS), Vol. 61 N° 10 (Octobre 2010) 

Public ISBD [article]  in Journal of the operational research society (JORS) > Vol. 61 N° 10 (Octobre 2010) . - pp. 1510–1522 Titre : Wind energy management with battery storage Type de document : texte imprimé Auteurs : Zhang, L., Auteur ; A. Wirth, Auteur Année de publication : 2011 Article en page(s) : pp. 1510–1522 Note générale : Recherche opérationnelle Langues : Anglais (eng) Mots-clés : Wind  energy  Battery  storage  Online  Control Index. décimale : 001.424 Résumé : This article considers short-term energy management of a wind power plant with battery storage, in order to smooth the variations of power output to the external grid. An optimal online heuristic is developed for a control environment, in which decision making is independent of wind historical data and forecasts. DEWEY : 001.424 ISSN : 0361-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n10/abs/jors200998a.html [article] Wind energy management with battery storage [texte imprimé] / Zhang, L., Auteur ; A. Wirth, Auteur . - 2011 . - pp. 1510–1522. Recherche opérationnelle Langues : Anglais (eng) in Journal of the operational research society (JORS) > Vol. 61 N° 10 (Octobre 2010) . - pp. 1510–1522 Mots-clés : Wind  energy  Battery  storage  Online  Control Index. décimale : 001.424 Résumé : This article considers short-term energy management of a wind power plant with battery storage, in order to smooth the variations of power output to the external grid. An optimal online heuristic is developed for a control environment, in which decision making is independent of wind historical data and forecasts. DEWEY : 001.424 ISSN : 0361-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n10/abs/jors200998a.html

Analysing consumer segments to budget for loyalty and promotion programmes and maximize market share / H-Y. Tsao in Journal of the operational research society (JORS), Vol. 61 N° 10 (Octobre 2010) 

Public ISBD [article]  in Journal of the operational research society (JORS) > Vol. 61 N° 10 (Octobre 2010) . - pp. 1523–1529 Titre : Analysing consumer segments to budget for loyalty and promotion programmes and maximize market share Type de document : texte imprimé Auteurs : H-Y. Tsao, Auteur ; L. Pitt, Auteur ; C. Campbell, Auteur Année de publication : 2011 Article en page(s) : pp. 1523–1529 Note générale : Recherche opérationnelle Langues : Anglais (eng) Mots-clés : Budget  allocation  Markov-type  market  share  model  Loyalty  programme  Promotion  programme  Lagrange  multiplier  method  Loyalty-based  segment Index. décimale : 001.424 Résumé : This paper seeks to provide a framework and benchmark for the allocation of marketing budget between promotion and loyalty programmes using an approach that combines a Markov-type market share model and the Lagrange multiplier method to maximize market share. The Lagrange multiplier method, that takes into account the market share and the loyalty effect observable in preceding periods along with the estimated promotional effects, permits the allocation to be optimized and future market share to be maximized. Then, loyalty-based consumer segment are used to explain why the budgeting exercise can achieve the maximization objective. To this end, the study uses consumer panel data concerning three categories, namely, adult milk powder, shampoo, and detergent. It extends previous research on loyalty-based segmentation by focusing on the budget allocation between the two options of loyalty enhancement and promotion programming. A Budget Allocation Grid for Loyalty-based Segmentation is proposed as an aid to understand budget allocation between loyalty and promotion programmes based on the relative sizes of exclusive-loyalty and variety-seeking segments. DEWEY : 001.424 ISSN : 0361-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n10/abs/jors2009117a.html [article] Analysing consumer segments to budget for loyalty and promotion programmes and maximize market share [texte imprimé] / H-Y. Tsao, Auteur ; L. Pitt, Auteur ; C. Campbell, Auteur . - 2011 . - pp. 1523–1529. Recherche opérationnelle Langues : Anglais (eng) in Journal of the operational research society (JORS) > Vol. 61 N° 10 (Octobre 2010) . - pp. 1523–1529 Mots-clés : Budget  allocation  Markov-type  market  share  model  Loyalty  programme  Promotion  programme  Lagrange  multiplier  method  Loyalty-based  segment Index. décimale : 001.424 Résumé : This paper seeks to provide a framework and benchmark for the allocation of marketing budget between promotion and loyalty programmes using an approach that combines a Markov-type market share model and the Lagrange multiplier method to maximize market share. The Lagrange multiplier method, that takes into account the market share and the loyalty effect observable in preceding periods along with the estimated promotional effects, permits the allocation to be optimized and future market share to be maximized. Then, loyalty-based consumer segment are used to explain why the budgeting exercise can achieve the maximization objective. To this end, the study uses consumer panel data concerning three categories, namely, adult milk powder, shampoo, and detergent. It extends previous research on loyalty-based segmentation by focusing on the budget allocation between the two options of loyalty enhancement and promotion programming. A Budget Allocation Grid for Loyalty-based Segmentation is proposed as an aid to understand budget allocation between loyalty and promotion programmes based on the relative sizes of exclusive-loyalty and variety-seeking segments. DEWEY : 001.424 ISSN : 0361-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n10/abs/jors2009117a.html

A Bayesian approach for predicting match outcomes / A. K. Suzuki in Journal of the operational research society (JORS), Vol. 61 N° 10 (Octobre 2010) 

Public ISBD [article]  in Journal of the operational research society (JORS) > Vol. 61 N° 10 (Octobre 2010) . - pp. 1530–1539 Titre : A Bayesian approach for predicting match outcomes : the 2006 (Association) Football World Cup Type de document : texte imprimé Auteurs : A. K. Suzuki, Auteur ; L. E. B. Salasar, Auteur ; J. G. Leite, Auteur Année de publication : 2011 Article en page(s) : pp. 1530–1539 Note générale : Recherche opérationnelle Langues : Anglais (eng) Mots-clés : Bayesian  inference  Forecasting  Simulation  Soccer  World  Cup  Sports  Statistics Index. décimale : 001.424 Résumé : In this paper we propose a Bayesian methodology for predicting match outcomes. The methodology is illustrated on the 2006 Soccer World Cup. As prior information, we make use of the specialists’ opinions and the FIFA ratings. The method is applied to calculate the win, draw and loss probabilities at each match and also to simulate the whole competition in order to estimate classification probabilities in group stage and winning tournament chances for each team. The prediction capability of the proposed methodology is determined by the DeFinetti measure and by the percentage of correct forecasts. DEWEY : 001.424 ISSN : 0361-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n10/abs/jors2009127a.html [article] A Bayesian approach for predicting match outcomes : the 2006 (Association) Football World Cup [texte imprimé] / A. K. Suzuki, Auteur ; L. E. B. Salasar, Auteur ; J. G. Leite, Auteur . - 2011 . - pp. 1530–1539. Recherche opérationnelle Langues : Anglais (eng) in Journal of the operational research society (JORS) > Vol. 61 N° 10 (Octobre 2010) . - pp. 1530–1539 Mots-clés : Bayesian  inference  Forecasting  Simulation  Soccer  World  Cup  Sports  Statistics Index. décimale : 001.424 Résumé : In this paper we propose a Bayesian methodology for predicting match outcomes. The methodology is illustrated on the 2006 Soccer World Cup. As prior information, we make use of the specialists’ opinions and the FIFA ratings. The method is applied to calculate the win, draw and loss probabilities at each match and also to simulate the whole competition in order to estimate classification probabilities in group stage and winning tournament chances for each team. The prediction capability of the proposed methodology is determined by the DeFinetti measure and by the percentage of correct forecasts. DEWEY : 001.424 ISSN : 0361-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n10/abs/jors2009127a.html

Evaluating models for classifying customers in retail banking collections / D. J. Hand in Journal of the operational research society (JORS), Vol. 61 N° 10 (Octobre 2010) 

Public ISBD [article]  in Journal of the operational research society (JORS) > Vol. 61 N° 10 (Octobre 2010) . - pp. 1540–1547 Titre : Evaluating models for classifying customers in retail banking collections Type de document : texte imprimé Auteurs : D. J. Hand, Auteur ; F. Zhou, Auteur Année de publication : 2011 Article en page(s) : pp. 1540–1547 Note générale : Recherche opérationnelle Langues : Anglais (eng) Mots-clés : Banking  Decision  analysis  Collections  Credit  AUC  Gini  coefficient Index. décimale : 001.424 Résumé : When seeking to establish a repayment strategy with delinquent borrowers, it is useful to determine how they are likely to behave, so that an optimal use of resources can be made. We examine two behavioural classifications (‘settle immediately’ versus ‘not settle immediately’, and ‘make some repayment’ versus ‘make no repayment’) and apply a variety of rules for predicting into which class each customer is likely to belong. Since no such rule will yield perfect predictions, the way in which performance is evaluated is crucial in choosing a good rule, and hence subsequently in obtaining accurate predictions of likely future behaviour. We examine some popular standard performance evaluation criteria, showing that they have major weaknesses. We describe and illustrate the use of an alternative measure that overcomes these weaknesses. DEWEY : 001.424 ISSN : 0361-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n10/abs/jors2009129a.html [article] Evaluating models for classifying customers in retail banking collections [texte imprimé] / D. J. Hand, Auteur ; F. Zhou, Auteur . - 2011 . - pp. 1540–1547. Recherche opérationnelle Langues : Anglais (eng) in Journal of the operational research society (JORS) > Vol. 61 N° 10 (Octobre 2010) . - pp. 1540–1547 Mots-clés : Banking  Decision  analysis  Collections  Credit  AUC  Gini  coefficient Index. décimale : 001.424 Résumé : When seeking to establish a repayment strategy with delinquent borrowers, it is useful to determine how they are likely to behave, so that an optimal use of resources can be made. We examine two behavioural classifications (‘settle immediately’ versus ‘not settle immediately’, and ‘make some repayment’ versus ‘make no repayment’) and apply a variety of rules for predicting into which class each customer is likely to belong. Since no such rule will yield perfect predictions, the way in which performance is evaluated is crucial in choosing a good rule, and hence subsequently in obtaining accurate predictions of likely future behaviour. We examine some popular standard performance evaluation criteria, showing that they have major weaknesses. We describe and illustrate the use of an alternative measure that overcomes these weaknesses. DEWEY : 001.424 ISSN : 0361-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n10/abs/jors2009129a.html

Progressing from uncertainty to risk for DEA-based decisions / D. T. Barnum in Journal of the operational research society (JORS), Vol. 61 N° 10 (Octobre 2010) 

Public ISBD [article]  in Journal of the operational research society (JORS) > Vol. 61 N° 10 (Octobre 2010) . - pp. 1548–1555 Titre : Progressing from uncertainty to risk for DEA-based decisions Type de document : texte imprimé Auteurs : D. T. Barnum, Auteur ; J. M. Gleason, Auteur ; B. Hemily, Auteur Année de publication : 2011 Article en page(s) : pp. 1548–1555 Note générale : Recherche opérationnelle Langues : Anglais (eng) Mots-clés : Data  envelopment  analysis  Methodology  Econometrics  Regression  Statistics  Probability Index. décimale : 001.424 Résumé : We demonstrate a methodology for estimating, with a specified probability, the interval within which the true DEA efficiency of an individual Decision Making Unit occurs. With this procedure, decisions based on DEA scores are made under conditions of risk, as opposed to the current practice in which decisions are made under uncertainty. The method applies statistical Panel Data Analysis (PDA), which provides proven and powerful methodologies for diagnostic testing of residuals and estimation of confidence intervals. Using PDA, we demonstrate, with a sample of real-world data, that DEA score residuals sometimes are independent and Normally distributed, and estimate confidence intervals based on these validated assumptions. Then, using another sample of real-world data in which violations of these assumptions do occur, we demonstrate well-known PDA Generalized Least Squares statistical models that account for the violations in the estimation of confidence intervals. DEWEY : 001.424 ISSN : 0361-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n10/abs/jors2009120a.html [article] Progressing from uncertainty to risk for DEA-based decisions [texte imprimé] / D. T. Barnum, Auteur ; J. M. Gleason, Auteur ; B. Hemily, Auteur . - 2011 . - pp. 1548–1555. Recherche opérationnelle Langues : Anglais (eng) in Journal of the operational research society (JORS) > Vol. 61 N° 10 (Octobre 2010) . - pp. 1548–1555 Mots-clés : Data  envelopment  analysis  Methodology  Econometrics  Regression  Statistics  Probability Index. décimale : 001.424 Résumé : We demonstrate a methodology for estimating, with a specified probability, the interval within which the true DEA efficiency of an individual Decision Making Unit occurs. With this procedure, decisions based on DEA scores are made under conditions of risk, as opposed to the current practice in which decisions are made under uncertainty. The method applies statistical Panel Data Analysis (PDA), which provides proven and powerful methodologies for diagnostic testing of residuals and estimation of confidence intervals. Using PDA, we demonstrate, with a sample of real-world data, that DEA score residuals sometimes are independent and Normally distributed, and estimate confidence intervals based on these validated assumptions. Then, using another sample of real-world data in which violations of these assumptions do occur, we demonstrate well-known PDA Generalized Least Squares statistical models that account for the violations in the estimation of confidence intervals. DEWEY : 001.424 ISSN : 0361-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n10/abs/jors2009120a.html

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