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scheduling in literature and often aims at minimizing staffing costs. Working in shifts, though, impacts employees' private lives … incorporating fairness into scheduling approaches in order to increase employees' satisfaction. This paper presents a literature … review of approaches for personnel scheduling considering fairness aspects. Since fairness is not a quantitative objective …
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VARs. To address these issues, we propose VAR models with outlier-augmented stochastic volatility (SV) that combine …
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We study an optimal liquidation problem under the ambiguity with respect to price impact parameters. Our main results show that the value function and the optimal trading strategy can be characterized by the solution to a semi-linear PDE with superlinear gradient, monotone generator and singular...
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To simultaneously consider mixed-frequency time series, their joint dynamics, and possible structural changes, we introduce a time-varying parameter mixed-frequency VAR. To keep our approach from becoming too complex, we implement time variation parsimoniously: only the intercepts and a common...
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