Indian Institute of Management Calcutta

About: Indian Institute of Management Calcutta is a education organization based out in Kolkata, India. It is known for research contribution in the topics: Supply chain & Context (language use). The organization has 415 authors who have published 1354 publications receiving 21725 citations. The organization is also known as: IIMC & IIM Calcutta.

Optimal designs with string property under asymmetric errors and SLS estimation

Abstract: We consider the optimal design problem when the design space consists of binary vectors with a string property, i.e., a single stretch of ones. This is done in the framework of second-order least squares estimation which is known to outperform ordinary least squares estimation when the error distribution is asymmetric. Analytical as well as computational results on optimal design measures, under the D- and A-criteria, are obtained. The issue of robustness to the unknown skewness parameter of the error distribution is also explored. Finally, we present several procedures which entail N-run designs that are highly efficient, if not optimal.

Performance Analysis of a UMTS Cell with Underlying Tunnel-WLANs

Abstract: Users' preference of WLAN-access has potential effect on the performance of a UMTS cell with underlying WLANs. In the models with complementary-WLANs, the hybrid users (i.e., UMTS users having WLAN privileges) are permitted to access WLAN only in the event of blocking of their data-requests in UMTS. So, a user sometimes misses the high speed data services of WLAN because he/she does not access WLAN as long as UMTS bandwidth is available. Though, this model decreases the dropping probability of a UMTS request (i.e., call), the complementary benefit, at high traffic load, decreases. We develop an analytical model with tunnel-WLANs in which a hybrid user always accesses the WLAN as soon as he/she enters a WLAN hotspot. The numerical results show that the dropping probabilities of requests in the models with complementary-WLANs and with tunnel-WLANs are almost same at low traffic environment. But, at higher traffic load, the dropping probability of a request in a model with tunnel-WLANs is better than that in a model with complementary-WLANs.

Idiosyncrasies of Intraday Risk in Emerging and Developed Markets: Efficacy of the MCS-GARCH Model and Extreme Value Theory:

Abstract: This article aims to study the effectiveness of the multi-step multiplicative component generalized autoregressive conditional heteroscedasticity (MCS-GARCH) model in forecasting intraday v...

Application of reliability programming to production planning

Abstract: The linear decision rule method for aggregate production scheduling developed by the well-known HMMS model is frequently mentioned in the production management literature. Alternative methods of building reliability measures through the sales constraint are discussed here and the resulting programming models are numerically solved and their operational implications indicated.