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Information display from board wargame for marketing strategy identification


  • Stéphane Goria

    () (SITE - SITE - LORIA - Laboratoire Lorrain de Recherche en Informatique et ses Applications - Inria - Institut National de Recherche en Informatique et en Automatique - UHP - Université Henri Poincaré - Nancy 1 - Université Nancy 2 - INPL - Institut National Polytechnique de Lorraine - CNRS - Centre National de la Recherche Scientifique)


Marketing warfare is an alternative solution for a company to defend itself or to win market parts. This approach presents consumer spirit as a battleground where companies make military maneuvers to confront each other. But a problem subsists, how make a link between market and battle or war? May be a solution exists: business wargames. But now, they are too complex or only role playing oriented without any solution to map battles. However, before being business wargames, wargames were developed to propose visual solutions to recreate a specific war situation. Now, wargames for civilians exist, with a particular kind: board wargames, which we found very interesting for information display. In this paper, we develop a methodology to apply a board wargame tool for a market situation. This methodology contributes to creative competitive intelligence (or creative watch) a new kind of competitive intelligence, in the sense it participates to information discovery that directly contributes to the creation and innovation process.

Suggested Citation

  • Stéphane Goria, 2011. "Information display from board wargame for marketing strategy identification," Post-Print hal-00584200, HAL.
  • Handle: RePEc:hal:journl:hal-00584200
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    References listed on IDEAS

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    5. Ghysels, Eric & Santa-Clara, Pedro & Valkanov, Rossen, 2006. "Predicting volatility: getting the most out of return data sampled at different frequencies," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 59-95.
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    7. Marinucci, D. & Robinson, P. M., 2000. "Weak convergence of multivariate fractional processes," Stochastic Processes and their Applications, Elsevier, vol. 86(1), pages 103-120, March.
    8. Carrasco, Marine & Chen, Xiaohong, 2002. "Mixing And Moment Properties Of Various Garch And Stochastic Volatility Models," Econometric Theory, Cambridge University Press, vol. 18(01), pages 17-39, February.
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