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Cutting and packing
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Bennell, Julia A.
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European Journal of Operational Research
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Black-Scholes Versus Artificial Neural Networks in Pricing Ftse 100 Options
Bennell, Julia A.
-
2004
This paper compares the performance of Black-Scholes with an artificial neural network (ANN) in pricing European style call options on the FTSE 100 index. It is the first extensive study of the performance of ANNs in pricing UK options, and the first to allow for dividends in the closed-form...
Persistent link: https://www.econbiz.de/10012738284
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2
The geometry of nesting problems: A tutorial
Bennell, Julia A.
;
Oliveira, Jose F.
- In:
European Journal of Operational Research
184
(
2008
)
2
,
pp. 397-415
Persistent link: https://www.econbiz.de/10005257077
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3
Hybridising Tabu Search with Optimisation Techniques for irregular Stock Cutting
Bennell, Julia A.
;
Dowsland, Kathryn A.
- In:
Management science : journal of the Institute for …
47
(
2001
)
8
,
pp. 1160
Persistent link: https://www.econbiz.de/10006089949
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4
A tabu search heuristic for ship routing and scheduling with flexible cargo quantities
Bennell, Julia A.
;
Song, Xiang
- In:
Journal of heuristics
16
(
2010
)
2
,
pp. 117-138
Persistent link: https://www.econbiz.de/10008389623
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5
The geometry of nesting problems: A tutorial
Bennell, Julia A.
;
Oliveira, Jose F.
- In:
European journal of operational research : EJOR
184
(
2008
)
2
,
pp. 397-415
Persistent link: https://www.econbiz.de/10007895653
Saved in:
6
Airport runway scheduling
Bennell, Julia A.
;
Mesgarpour, Mohammad
;
Potts, Chris N.
-
2013
Persistent link: https://www.econbiz.de/10010093398
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7
Construction heuristics for two-dimensional irregular shape bin packing with guillotine constraints
Han, Wei
;
Bennell, Julia A.
;
Zhao, Xiaozhou
;
Song, Xiang
- In:
European journal of operational research : EJOR
230
(
2013
)
3
,
pp. 495-504
Persistent link: https://www.econbiz.de/10010140294
Saved in:
8
Cutting and packing
Bennell, Julia A.
;
Oliveira, José Fernando
;
Wäscher, …
- In:
International journal of production economics
145
(
2013
)
2
,
pp. 449-450
Persistent link: https://www.econbiz.de/10010171784
Saved in:
9
A genetic algorithm for two-dimensional bin packing with due dates
Bennell, Julia A.
;
Soon Lee, Lai
;
Potts, Chris N.
- In:
International journal of production economics
145
(
2013
)
2
,
pp. 547-560
Persistent link: https://www.econbiz.de/10010171793
Saved in:
10
Airport runway scheduling
Bennell, Julia A.
;
Mesgarpour, Mohammad
;
Potts, Chris N.
- In:
4OR : quarterly journal of the Belgian, French and …
9
(
2011
)
2
,
pp. 115-139
Persistent link: https://www.econbiz.de/10009017287
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