In this paper, we investigate the capacitated two-parallel machines scheduling problem, where one machine is only available for a special period of time after which it can no longer process any job while the other machine is continuously available. Our objective is to minimize the completion...

This paper considers the scheduling problems with the objective of minimizing the total completion time on two parallel identical machines with given unavailable periods. The jobs are assumed to be nonresumable. If there is one unavailable period on one of the two machines, we prove that SPT has...

This paper considers a parallel-machine scheduling problem with machine maintenance. There are unavailable periods on each of the first k machines, and the remaining m - k machines are always available, where 1 [less-than-or-equals, slant] k [less-than-or-equals, slant] m is an...

This paper considers coordinated scheduling on parallel identical machines with batch delivery. Jobs are first processed on m parallel and identical machines in the manufacturing facility and then delivered to the customer in batches. There are v identical transporters that can carry up to c...

Interaction effects have been consistently found important in explaining the variation in outcomes in many scientific research fields. Yet, in practice, variable selection including interactions is complicated due to the limited sample size, conflicting philosophies regarding model...

We assess whether a group of eight Asia-Pacific securitized real estate markets display similar volatility trend over the past 15 years, 1995–2009, using an econometric model that incorporates common volatility effects across the sample markets. The empirical results indicate the presence of...

The intraday pattern, long memory, and multifractal nature of the intertrade durations, which are defined as the waiting times between two consecutive transactions, are investigated based upon the limit order book data and order flows of 23 liquid Chinese stocks listed on the Shenzhen Stock...

In this paper, we discuss the portfolio selection problem with transaction costs under the assumption that there exist admissible errors on expected returns and risks of assets. We propose a new admissible efficient portfolio selection model and design an improved particle swarm optimization...

Using ultra-high-frequency data extracted from the order flows of 23 stocks traded on the Shenzhen Stock Exchange, we study the empirical regularities of order placement in the opening call auction, cool period and continuous auction. The distributions of relative logarithmic prices against...