Neural network prediction analysis: The bankruptcy case

M Leshno, Y Spector - Neurocomputing, 1996 - Elsevier
In this paper we evaluate the prediction capability of various neural network models. The
models examined in this study differ on the following parameters: data span, learning technique …

Theory of constraint methodology where the constraint is the business model

Y Spector - International Journal of Production Research, 2011 - Taylor & Francis
This paper addresses the issue of business model (BM) management and its relationship to
the theory of constraints (TOC). Coman and Ronen (Coman, A. and Ronen,B., 2007. …

Managing system constraints: a cost/utilization approach

B Ronen, Y Spector - The International Journal Of Production …, 1992 - Taylor & Francis
Modern management philosophies, such as just in time (JIT), the theory of constraints (TOC)
and total quality management (TQM), place a strong emphasis on operations management. …

An elementary proof of Blackwell's theorem

M Leshno, Y Spector - Mathematical Social Sciences, 1992 - Elsevier
This paper presents a short and elementary proof of Blackwell's theorem. This theorem
states the statistical conditions under which one information structure (or experiment) is more …

Pass-sentence—a new approach to computer code

Y Spector, J Ginzberg - Computers & Security, 1994 - Elsevier
This article presents a new approach to constructing and identifying computer codes. The
new methodology is based on conceptual processing of natural language using a ‘pass-…

Multidimensional scaling: an analysis of 1980–1990 computers

R Giladi, Y Spector, A Raveh - European Journal of Operational Research, 1996 - Elsevier
Computer performance is an important issue for engineering and economic aspects of
computer usage, planning, design and research. The Co-plot methodology graphically relates …

Cross-asset versus time diversification

H Levy, Y Spector - Journal of Portfolio Management, 1996 - search.proquest.com
Practitioners commonly argue that diversification across time can be a good substitute for
diversification across assets, given a sufficiently long-term investment horizon. Moreover, they …

Stochastic dominance in an ordinal world

Y Spector, M Leshno, MB Horin - European Journal of Operational …, 1996 - Elsevier
Existing stochastic dominance rules apply to variables such as income, wealth and rates of
return, all of which are measured on cardinal scales. This study develops and applies …

Increasing risk, decreasing absolute risk aversion and diversification

Y Kroll, M Leshno, H Levy, Y Spector - Journal of Mathematical Economics, 1995 - Elsevier
This paper defines conditions for ‘Increasing Risk’ when the utility functions of risk averse
investors are characterized by decreasing absolute risk aversion (DARA). Rothschild and …

A Comment on Rothschild and Stiglitz's “Increasing Risk: I. A Definition”

M Leshno, H Levy, Y Spector - Journal of Economic Theory, 1997 - Elsevier
Rothschild and Stiglitz (R&S) were the first to define and introduce the concept of one asset
being more risky than another one. Therefore, their paper is a cornerstone in the theory of risk…