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...

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...

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...

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...

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...

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...

This paper presents a theorical framework to model the evolution of a portfolio whose weights vary over time. Such a portfolio is called a dynamic portfolio. In a first step, considering a given investment policy, we define the set of the investable portfolios. Then, considering portfolio...

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...

In this paper, nine memory parameter estimation procedures for the fractionally integrated I(d) process, semi-parametric and parametric, which prevail in the existing literature are reviewed ; through the simulation study under the ARFIMA (p,d,q) setting we cast a light on the finite sample...

This paper focuses on a procedure to test for structural changes in the first two moments of a time series, when no information about the process driving the breaks is available. To approximate the process, an orthogonal Bernstein polynomial is used and testing for the null is achieved either by...