Using Cox's proportional hazard models to implement optimal strategies: An example from behavioural ecology
نویسندگان
چکیده
منابع مشابه
Customer attrition analysis for financial services using proportional hazard models
This paper studies the topic of customer attrition in the context of a European financial services company. More specifically, we investigate predictors of churn incidence as part of customer relationship management (CRM). We contribute to the existing literature: (1) by combining several different types of predictors into one comprehensive retention model including several ‘new’ types of time-...
متن کاملSemiparametric autoregressive conditional proportional hazard models
A new semiparametric proportional hazard rate model is proposed which extends standard models to include a dynamic speci cation. Two main problems are resolved in the course of this paper. First, the partial likelihood approach to estimate the components of a standard proportional hazard model is not available in a dynamic model involving lags of the log integrated baseline hazard. We use a dis...
متن کاملDeterminants of Inter-trade Durations and Hazard Rates Using Proportional Hazard Arma Models
This paper puts a focus on the hazard function of inter-trade durations to characterize the intraday trading process. It sheds light on the time varying trade intensity and, thus, on the liquidity of an asset and the information channels which propagate price signals among asymmetrically informed market participants. We show, based on an exogenous information process, that the way traders aggre...
متن کاملUsing Wind Data to Predict the Risk of Volcanic Eruption: An Example from Damavand Volcano, Iran
Damavand volcano is located 60 km to the East North- East of Tehran. It is a dormant stratovolcano outcrop in the Alborz Mountains of northern Iran and is the highest mountain (5670 m) in the Middle East and West Asia. Mazandaran Province, one of the most populous provinces by population density, Semnan and Gorgan provinces further east are neighbours of the Damavand. Volcanism in Damavand goes...
متن کاملA New Approach to Implement Proportional ShareResource
We describe a new approach to implement proportional share resource allocation and to provide diierent levels of service quality. We consider multiple clients that compete for a time-shared resource, and we associate to each client a certain amount of funds. At the beginning of every time-slice a client is selected and it is granted to use the resource during that time-slice. For selecting a cl...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Mathematical and Computer Modelling
سال: 2001
ISSN: 0895-7177
DOI: 10.1016/s0895-7177(00)00264-8