International Journal of Revenue Management最新文献

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THE INVESTMENT RATE OF RETURN AT THE END OF THE PERIOD: A FUTURE WORTH APPROACH TO CAPITAL BUDGETING 期末投资回报率:资本预算的未来价值方法
International Journal of Revenue Management Pub Date : 2022-01-01 DOI: 10.1504/ijrm.2022.10049684
A. Focacci
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引用次数: 0
Application of machine learning techniques in railway demand forecasting 机器学习技术在铁路需求预测中的应用
International Journal of Revenue Management Pub Date : 2021-05-03 DOI: 10.1504/IJRM.2021.114970
Neda Etebari Alamdari, M. Anjos, G. Savard
{"title":"Application of machine learning techniques in railway demand forecasting","authors":"Neda Etebari Alamdari, M. Anjos, G. Savard","doi":"10.1504/IJRM.2021.114970","DOIUrl":"https://doi.org/10.1504/IJRM.2021.114970","url":null,"abstract":"Demand forecasting lies at the heart of any revenue management system. It aims to estimate the quantity of a product or service that will be purchased in the future. In this paper, we perform railway demand forecasting for a major European railroad company by taking various contributing parameters into account. To have multipurpose results, the current problem is explored in two different aggregation levels. At the high level, the problem is defined as prediction of the total number of bookings for all trains departing on a specific departure date and within a certain time range. Moreover, in a more disaggregated level, the prediction models aim to compute the total number of bookings within each booking period for all trains leaving in a specific time range of a certain departure date. Using state-of-the-art machine learning methods and various heuristic feature construction techniques, remarkable results with high forecast accuracy and reasonable computational complexity are achieved in both aggregation levels. This paper aims to contribute to the application of ML techniques in RM by introducing new heuristic feature engineering techniques, exploring the importance of accurate clustering, and implementing state-of-the-art machine learning methods in the context of railway industry.","PeriodicalId":39519,"journal":{"name":"International Journal of Revenue Management","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2021-05-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48528822","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Indonesian mutual funds: performance determinants and interaction of macroeconomic factors 印度尼西亚共同基金:业绩决定因素和宏观经济因素的相互作用
International Journal of Revenue Management Pub Date : 2021-05-03 DOI: 10.1504/IJRM.2021.114967
Mahartha Titi, U. Salim, Sumiati, Risna Wijayanti
{"title":"Indonesian mutual funds: performance determinants and interaction of macroeconomic factors","authors":"Mahartha Titi, U. Salim, Sumiati, Risna Wijayanti","doi":"10.1504/IJRM.2021.114967","DOIUrl":"https://doi.org/10.1504/IJRM.2021.114967","url":null,"abstract":"We examine the determinants of fund returns of equity, fixed income, mixed, and money market mutual funds in Indonesia. Our empirical findings suggest that previous fund performances are significant determinants of current fund performances. On the other hand, fund age, management fee, and management period of the investment manager are not significant determinants of fund performances. Fund size is a significant determinant of fund performances only for equity funds. Furthermore, introducing the interest rate as a moderator variable weakens the effect of fund size on fund returns only for equity funds and it weakens the effect of the exchange rate on fund performances for equity and money market funds. For fixed income and mixed funds, the moderator variable does not change the effects of fund size and the exchange rate on fund performances. Overall, the robustness tests using three partitions of fund performances, namely bottom 20%, middle 60%, and top 20%, confirm our main findings. An interesting result is that returns of middle performers of fixed income funds are more sensitive to the changes of determinants than those of bottom and top performers.","PeriodicalId":39519,"journal":{"name":"International Journal of Revenue Management","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2021-05-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47517792","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A closed-form approximation for pricing geometric Istanbul options 几何伊斯坦布尔期权定价的封闭近似
International Journal of Revenue Management Pub Date : 2021-03-12 DOI: 10.1504/IJRM.2020.110631
Mohamed Amine Kacef, Kamal Boukhetala
{"title":"A closed-form approximation for pricing geometric Istanbul options","authors":"Mohamed Amine Kacef, Kamal Boukhetala","doi":"10.1504/IJRM.2020.110631","DOIUrl":"https://doi.org/10.1504/IJRM.2020.110631","url":null,"abstract":"The concept of Istanbul options were first introduced by Michel Jacques in 1997. These derivatives products are considered as an extension of the Asian options. In this paper, we propose an analytical approximation formula for a geometric Istanbul call option (GIC) under the standard Black-Scholes model. Our approximate pricing formula is obtained in closed-form using a second-order Taylor expansion. We compare our theoretical results with those of Monte Carlo simulations using the control variates method. We also carry out a comparative price study with an arithmetic Istanbul call option. Finally, we study the effects of changes in the price of the underlying asset on the value of GIC.","PeriodicalId":39519,"journal":{"name":"International Journal of Revenue Management","volume":"1 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2021-03-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47140689","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Optimal hedging in a processing environment: A case of ethanol production 加工环境中的最优对冲:乙醇生产的案例
International Journal of Revenue Management Pub Date : 2021-01-01 DOI: 10.1504/IJRM.2021.10038256
Bruce Dahl, Iddrisu Awudu, Kristopher Skadberg, W. J. Wilson, Mariama Yakubu
{"title":"Optimal hedging in a processing environment: A case of ethanol production","authors":"Bruce Dahl, Iddrisu Awudu, Kristopher Skadberg, W. J. Wilson, Mariama Yakubu","doi":"10.1504/IJRM.2021.10038256","DOIUrl":"https://doi.org/10.1504/IJRM.2021.10038256","url":null,"abstract":"","PeriodicalId":39519,"journal":{"name":"International Journal of Revenue Management","volume":"11 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"66706340","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Data driven pricing strategies for hotels during the COVID-19 pandemic COVID-19大流行期间酒店的数据驱动定价策略
International Journal of Revenue Management Pub Date : 2021-01-01 DOI: 10.1504/ijrm.2021.114966
Girish K Nair
{"title":"Data driven pricing strategies for hotels during the COVID-19 pandemic","authors":"Girish K Nair","doi":"10.1504/ijrm.2021.114966","DOIUrl":"https://doi.org/10.1504/ijrm.2021.114966","url":null,"abstract":"","PeriodicalId":39519,"journal":{"name":"International Journal of Revenue Management","volume":"1 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"66705970","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Data driven pricing strategies for hotels during COVID-19 pandemic COVID-19大流行期间酒店的数据驱动定价策略
International Journal of Revenue Management Pub Date : 2021-01-01 DOI: 10.1504/IJRM.2021.10036359
Girish Nair
{"title":"Data driven pricing strategies for hotels during COVID-19 pandemic","authors":"Girish Nair","doi":"10.1504/IJRM.2021.10036359","DOIUrl":"https://doi.org/10.1504/IJRM.2021.10036359","url":null,"abstract":"Pandemics such as COVID-19 can challenge many of the very well-established strategies of revenue management The purpose of this paper is to subject the four widely used strategies of revenue management in the hotel industry into an empirical analysis for their suitability at the time of crisis The data driven approach to modelling has been adopted in this research based on the real-life data obtained from the property management system of nine of the 5-star hotels in Qatar The results indicate that four of these hypotheses are supported This revelation has been the basis for drawing implications to the finance and marketing managers of hotels to enhance customer satisfaction and maximise hotel revenue during the COVID-19 or any such pandemic The results are based on real-life data and have the foundation of well-established pricing strategies in use at the hotels Copyright © 2021 Inderscience Enterprises Ltd","PeriodicalId":39519,"journal":{"name":"International Journal of Revenue Management","volume":"224 1","pages":"1"},"PeriodicalIF":0.0,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"66706262","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
9-Ending Prices in Retail Advertisements: Indian Consumers’ Price Perception and Proneness to Buy 零售广告中的结束价格:印度消费者的价格感知和购买倾向
International Journal of Revenue Management Pub Date : 2021-01-01 DOI: 10.1504/IJRM.2021.10036948
Mrinalini Pandey, Santosh Kumar
{"title":"9-Ending Prices in Retail Advertisements: Indian Consumers’ Price Perception and Proneness to Buy","authors":"Mrinalini Pandey, Santosh Kumar","doi":"10.1504/IJRM.2021.10036948","DOIUrl":"https://doi.org/10.1504/IJRM.2021.10036948","url":null,"abstract":"","PeriodicalId":39519,"journal":{"name":"International Journal of Revenue Management","volume":"12 1","pages":"1"},"PeriodicalIF":0.0,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"66706287","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
The impact of national culture on overinvestment 民族文化对过度投资的影响
International Journal of Revenue Management Pub Date : 2021-01-01 DOI: 10.1504/ijrm.2021.10040810
Issam Ben Osman, Naima Lassoued
{"title":"The impact of national culture on overinvestment","authors":"Issam Ben Osman, Naima Lassoued","doi":"10.1504/ijrm.2021.10040810","DOIUrl":"https://doi.org/10.1504/ijrm.2021.10040810","url":null,"abstract":"","PeriodicalId":39519,"journal":{"name":"International Journal of Revenue Management","volume":"1 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"66706411","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 5
Unverifiable Net Assets Ratio and Annual Report Reading Difficulty 不可核实净资产率与年报阅读难度
International Journal of Revenue Management Pub Date : 2021-01-01 DOI: 10.1504/IJRM.2021.10036945
Wen-Chyuan Chiang, W. Bradley, Li Sun
{"title":"Unverifiable Net Assets Ratio and Annual Report Reading Difficulty","authors":"Wen-Chyuan Chiang, W. Bradley, Li Sun","doi":"10.1504/IJRM.2021.10036945","DOIUrl":"https://doi.org/10.1504/IJRM.2021.10036945","url":null,"abstract":"","PeriodicalId":39519,"journal":{"name":"International Journal of Revenue Management","volume":"1 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"66706274","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
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