Operational Research

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Why do we examine calendar anomalies only in financial markets? Month effect evidence from the Greek banking industry
Operational Research - Tập 17 - Trang 99-114 - 2015
Vasileiou Evangelos
Calendar anomalies (CAs) have been puzzling financial economists and practitioners for decades. The existence of CAs violates one of the most significant financial theories: the efficient market hypothesis (Fama in J Finance 25:383–417, 1970). Up to date most financial economists have examined the existence of CAs only in capital markets. However, as most scholars suggest, an economy’s financial s...... hiện toàn bộ
A hybrid approach to the discrepancy in financial performance’s robustness
Operational Research - Tập 22 - Trang 5441-5476 - 2022
Sally G. Arcidiacono, Damiano Rossello
Performance measurement is a crucial ingredient in the industry of investment funds. Mainly grounded on indices of risk-adjusted returns, it requires historical data to estimate the relevant statistics such as the Sharpe ratio. Therefore the measurement process is sensitive to outliers in the time series underlying historical data. Since alternative measures are available for performance evaluatio...... hiện toàn bộ
Flowshop simulator using different sampling methods
Operational Research - Tập 5 - Trang 261-272 - 2005
M. Tari, A. Dahmani
Descriptive sampling is based on a deterministic selection of the input sample values and their random permutation. Descriptive sampling refined is concerned with a block of descriptive samples of prime size. The latter reduces the sampling bias introduced by descriptive sampling and eliminates the problem of descriptive sampling related to the sample size. This paper compares the performance meas...... hiện toàn bộ
An efficient bi-objective algorithm to solve re-entrant hybrid flow shop scheduling with learning effect and setup times
Operational Research - Tập 18 Số 1 - Trang 123-158 - 2018
Seyed Mohammad Mousavi, Iraj Mahdavi, Javad Rezaeian, M. Zandieh
Cơ chế phân bổ người tị nạn: lý thuyết và ứng dụng cho Liên minh châu Âu Dịch bởi AI
Operational Research - Tập 22 - Trang 4557-4584 - 2022
Petros Xepapadeas, Ioannis Mourtos
Chúng tôi nghiên cứu một vấn đề di dời liên quan đến việc phân bổ một số lượng người tị nạn nhất định—những người có sự khác biệt về quốc gia xuất xứ và các đặc điểm như giới tính, độ tuổi hoặc trình độ học vấn—từ Hy Lạp sang các quốc gia khác trong Liên minh châu Âu, những quốc gia đã cam kết tiếp nhận một số lượng người tị nạn nhất định. Để nghiên cứu vấn đề này, chúng tôi đã phát triển một khun...... hiện toàn bộ
#phân bổ người tị nạn #phương pháp phân bổ #Liên minh châu Âu #di dời #sở thích người tị nạn
Pricing and quality competition for substitutable green products with a common retailer
Operational Research - - 2022
Subrata Saha, Zbigniew Banaszak, Grzegorz Bocewicz, Izabela Nielsen
Contracting mechanism with imperfect information in a two-level supply chain
Operational Research - Tập 20 - Trang 349-368 - 2017
Asif Muzaffar, Shiming Deng, Muhammad Nasir Malik
This article investigates a two-level supply chain consisting of a single manufacturer and a retailer. The retailer’s ordering patterns are highly influenced by his risk preferences. We discuss ordering policies when the manufacturer has limited demand information and propose a production-commitment contract, which mitigates double marginalization under imperfect information. Demand distribution i...... hiện toàn bộ
Exact and approximate solution for optimal inventory control of two-stock with reworking and forecasting of demand
Operational Research - Tập 19 - Trang 333-346 - 2017
Alireza Pooya, Morteza Pakdaman, Lotfi Tadj
The aim of this paper is to describe a new optimal control model for optimal inventory control along with reworking items and forecasting the demand. The proposed model contains two stocks, one for serviceable products and one for returned products. The dynamic of the proposed system includes forecasting the demand and also the production planning. The exact analytical solution of the proposed opt...... hiện toàn bộ
Bias correction for estimation of performance measures of a Markovian queue
Operational Research - Tập 20 - Trang 943-958 - 2017
M. A. C. Almeida, F. R. B. Cruz, F. L. P. Oliveira, G. de Souza
There are several situations in our daily lives in which queues are present, such as cafeterias, supermarkets, banks, gas stations, and so forth. The performance of such queues can be described by several measures. In this article, the focus is on estimates of traffic intensity ($$\rho$$), also called the utilization factor of the service station, the expected number of customers in the system (L...... hiện toàn bộ
On the optimal solution of budgeted influence maximization problem in social networks
Operational Research - Tập 19 - Trang 817-831 - 2017
Evren Güney
The budgeted influence maximization problem is a challenging stochastic optimization problem defined on social networks. In this problem, the objective is identifying influential individuals who can influence the maximum number of members within a limited budget. In this work an integer program that approximates the original problem is developed and solved by a sample average approximation (SAA) s...... hiện toàn bộ
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