Showing 1 - 10 of 51
In this paper, we propose to solve the circular packing problem (CPP) whose objective is to pack n different circles C(i) of known radius r(i) , i = 1, …, n into the smallest containing circle C. The objective is to determine the radius r of C as well as the coordinates (x(i) , y(i)) of the...
Persistent link: https://www.econbiz.de/10005510602
In this paper, we study the sensitivity of the optimum of a max-min combinatorial optimization problem, namely the Knapsack Sharing Problem (KSP), to the perturbation of the profit of an arbitrary item. We mainly establish the interval limits of each perturbed item by applying a reduction of the...
Persistent link: https://www.econbiz.de/10005670868
In this paper, we study the sensitivity analysis of the optimum of the knapsack sharing problem (KSP) to the perturbation of the weight of an arbitrary item. We determine the interval limits of the weight of each perturbed item using a heuristic approach which reduces the original problem to a...
Persistent link: https://www.econbiz.de/10005670870
In this paper, we propose three algorithms for approximately solving the circular open dimension problem, known also as the circular strip cutting/ packing problem. We first propose an open strip generation solution procedure that uses the best local position rule into the open strip. Second, we...
Persistent link: https://www.econbiz.de/10005670892
In this paper, we study the constrained circular cutting problem whose objective is to cut a set of circular pieces into a rectangular plate R of dimensions L × W. Each piece's type i, i = 1, …, m is caracterized by its radius r(i) and its demand b(i). This problem is solved using an adaptive...
Persistent link: https://www.econbiz.de/10005670897
investment policy chosen. Next, using graph theory and quantum probability, we compute the probabilities for a dynamic portfolio …
Persistent link: https://www.econbiz.de/10005012512
Sharpe-like ratios have been traditionally used to measure the performances of portfolio managers. However, they are known to suffer major drawbacks. Among them, two are intricate : (1) they are relative to a peer's performance and (2) the best score is generally assumed to correspond to a...
Persistent link: https://www.econbiz.de/10008679899
Sharpe-like ratios have been traditionally used to measure the performances of portfolio managers. However, they suffer two intricate drawbacks (1) they are relative to a perr's performance and (2) the best score is generally assumed to correspond to a "good" portfolio allocation, with no...
Persistent link: https://www.econbiz.de/10008470281
Test for unit root based in wavelets theory is recently defined (Gençay and Fan, 2007). While the new test is supposed …
Persistent link: https://www.econbiz.de/10005510604
Testing the fractionally integrated order of seasonal and non-seasonal unit roots is quite important for the economic and financial time series modelling. In this paper, Robinson test (1994) is applied to various well-known long memory models. Via Monte Carlo experiments, we study and compare...
Persistent link: https://www.econbiz.de/10005510606