In this study, we use zero-one variables to control fixed transaction costs independent of trade size in the portfolio selection problem. The optimal solution to the maximum flow, risk constrained stochastic portfolio network is found using Digital Portfolio Theory (DPT). Digital signals...

In this study, we use zero-one variables to control fixed transaction costs independent of trade size in the portfolio selection problem. The optimal solution to the maximum flow, risk constrained stochastic portfolio network is found using Digital Portfolio Theory (DPT). Digital signals...

When a batch of jobs are waiting for services from a machine or resource, sometimes it is desirable to minimise the variance of job waiting times Waiting Time Variance (WTV) for service stability to all the jobs in the batch so that the jobs have about the same waiting times. Many factors,...

When a batch of jobs are waiting for services from a machine or resource, sometimes it is desirable to minimise the variance of job waiting times Waiting Time Variance (WTV) for service stability to all the jobs in the batch so that the jobs have about the same waiting times. Many factors,...