Minority Game of price promotions in fast moving consumer goods markets

A variation of the Minority Game has been applied to study the timing of promotional actions at retailers in the fast moving consumer goods market. The underlying hypotheses for this work are that price promotions are more effective when fewer than average competitors do a promotion, and that a promotion strategy can be based on past sales data. The first assumption has been checked by analysing 1467 promotional actions for three products on the Dutch market (ketchup, mayonnaise and curry sauce) over a 120-week period, both on an aggregated level and on retailer chain level. The second assumption was tested by analysing past sales data with the Minority Game. This revealed that high or low competitor promotional pressure for actual ketchup, mayonnaise, curry sauce and barbecue sauce markets is to some extent predictable up to a forecast of some 10 weeks. Whereas a random guess would be right 50% of the time, a single-agent game can predict the market with a success rate of 56% for a 6 to 9 week forecast. This number is the same for all four mentioned fast moving consumer markets. For a multi-agent game a larger variability in the success rate is obtained, but predictability can be as high as 65%. Contrary to expectation, the actual market does the opposite of what game theory would predict. This points at a systematic oscillation in the market. Even though this result is not fully understood, merely observing that this trend is present in the data could lead to exploitable trading benefits. As a check, random history strings were generated from which the statistical variation in the game prediction was studied. This shows that the odds are 1:1,000,000 that the observed pattern in the market is based on coincidence.Comment: 19 pages, 10 figures, accepted for publication in Physica

Robustness of onion-like correlated networks against targeted attacks

Recently, it was found by Schneider et al. [Proc. Natl. Acad. Sci. USA, 108, 3838 (2011)], using simulations, that scale-free networks with "onion structure" are very robust against targeted high degree attacks. The onion structure is a network where nodes with almost the same degree are connected. Motivated by this work, we propose and analyze, based on analytical considerations, an onion-like candidate for a nearly optimal structure against simultaneous random and targeted high degree node attacks. The nearly optimal structure can be viewed as a hierarchically interconnected random regular graphs, the degrees and populations of which are specified by the degree distribution. This network structure exhibits an extremely assortative degree-degree correlation and has a close relationship to the "onion structure." After deriving a set of exact expressions that enable us to calculate the critical percolation threshold and the giant component of a correlated network for an arbitrary type of node removal, we apply the theory to the cases of random scale-free networks that are highly vulnerable against targeted high degree node removal. Our results show that this vulnerability can be significantly reduced by implementing this onion-like type of degree-degree correlation without much undermining the almost complete robustness against random node removal. We also investigate in detail the robustness enhancement due to assortative degree-degree correlation by introducing a joint degree-degree probability matrix that interpolates between an uncorrelated network structure and the onion-like structure proposed here by tuning a single control parameter. The optimal values of the control parameter that maximize the robustness against simultaneous random and targeted attacks are also determined. Our analytical calculations are supported by numerical simulations.Comment: 12 pages, 8 figure

The Grizzly, May 2, 2000

Asbestos Mess Hits Helfferich Hard • Commencement Set for UC Seniors • Douglass Davis, UC Alumnus and Faculty Member, Dead at 81 • Annual Spring Fling a High-Flying Success • Students Selected to Speak at 2000 Ursinus Graduation Ceremonies • Letters from the Editors • Final Exam Schedule • UC Female Reflects on the Horrors of the Freshman Fifteen • The Poet-Tree Grows at Ursinus • A New Chapter in the History Books: Newmaster Hurls the First Perfect Game in Centennial Conference History • UC Track Gears Up for Last Meet • Profile: Lisa Newmaster • Bears Capture Back-to-Back CC Title • Unpredicted Ending for UC Lacrossehttps://digitalcommons.ursinus.edu/grizzlynews/1468/thumbnail.jp

The Lantern Vol. 68, No. 1, Fall 2000

• In Attempting to Imitate J. Agard (III) • Headstones • Calligraphy Grace • Fifty Years • Morning • The Millstone • Quick Stop-Off • Jesus Wept (SuperBuick Bodybag) • Just a God • Amy • Silver Doubloons • Ogbanje • Left Behind • Asymmetrical Smile • Sundays • Pie in the Sky • No Surprises • Bill Gooden\u27s Son • Downcast Eyes Meet Tablecloth • Wetlands • Desperate Actions • Receiving End • A Pack of Matches • Coffeehttps://digitalcommons.ursinus.edu/lantern/1157/thumbnail.jp

The Lantern Vol. 68, No. 1, Fall 2000

• In Attempting to Imitate J. Agard (III) • Headstones • Calligraphy Grace • Fifty Years • Morning • The Millstone • Quick Stop-Off • Jesus Wept (SuperBuick Bodybag) • Just a God • Amy • Silver Doubloons • Ogbanje • Left Behind • Asymmetrical Smile • Sundays • Pie in the Sky • No Surprises • Bill Gooden\u27s Son • Downcast Eyes Meet Tablecloth • Wetlands • Desperate Actions • Receiving End • A Pack of Matches • Coffeehttps://digitalcommons.ursinus.edu/lantern/1157/thumbnail.jp

Implantação de setor de auditoria interna e controles internos

Orientador: Prof. Blênio César Severo PeixeMonografia (Especializaçao) - Universidade Federal do Paraná,Setor de Ciencias Sociais Aplicadas, Curso de Especializaçao em Auditoria IntegralResumo: Apresenta-se um estudo de caso em uma Companhia de Comércio varejista e de distribuição, para implantação do setor de auditoria interna no nível operacional. A problemática apresentada é: Qual a forma de implantar os melhores controles internos, através de normas e procedimentos operacionais, que melhor se adaptem a realidade atual da empresa e qual a melhor forma de monitoramento? O objetivo Geral e apresentar um modelo para implantação de um setor de auditoria interna na empresa Diplomata Distribuição e Varejo Ltda, apresentando normas e controles internos adaptados a realidade e necessidade da empresa. Como objetivos específicos tem-se; demonstrar a importância de um setor de auditoria interna dentro da companhia; apresentar as normas e procedimentos operacionais desenvolvidos; desenvolver um sistema de monitoramento e controle do cumprimento das normas operacionais. O trabalho apresentado apresenta uma pesquisa descritiva, explicativa e documental, trazendo a teoria da auditoria interna a realidade da empresa investigada. Esta empresa atua na área de distribuição de mercadorias para supermercados e possui lojas próprias supermercados), portanto e uma empresa de distribuição e varejo, esta empresa pertence a um grupo chamado Diplomata Industria e Comercial S/A, com sede na cidade de Cascavel, no Paraná. Neste estudo foi realizado um levantamento das principais operações, dando prioridade aquelas que envolvem a entrada e saída de mercadorias. Esta pesquisa está restrita a auditoria operacional, o que servira de base futura para implantação de um modelo de auditoria de Gestão, assim com auditorias tributarias, contábil, de análise de riscos entre outras. Os instrumentos utilizados na pesquisa foi a observação física dos procedimentos adotados na prática nos supermercados, analise física dos armazéns e verificação de relatórios gerenciais e administrativos. Após esta pesquisa, foram desenvolvidos controles internos, aprovados pela diretoria, utilizando normas e procedimentos operacionais, definindo cargos e responsabilidades, assim como padronizando as operações em todos os pontos de venda. O trabalho foi desenvolvido, primeiramente demonstrando a importância e necessidade da existência de um setor de auditoria interna, já que de nada adianta criar e estabelecer normas e procedimentos operacionais, se estes não estiverem de acordo com o objetivo da organização, assim como se não tiverem uma correta manutenção e acompanhamento. O setor de auditoria interna deve seguir alguns critérios para o sucesso dos trabalhos, seguir condições mínimas para a correta realização dos testes, critérios como independência, padronização na realização das atividades ate a emissão de relatórios