In this paper, permutation flow shops with total flowtime minimization are considered. General flowtime computing (GFC) is presented to accelerate flowtime computation. A newly generated schedule is divided into an unchanged subsequence and a changed part. GFC computes total flowtime of a...

For the no-wait flowshop scheduling problem with maximum lateness criterion, properties are developed to speed up three kinds of basic operations generating candidate solutions, i.e., the insertion of a new job into a partial sequence, and the insertion and exchange neighborhood moves. The...

In this paper, a HGA (hybrid genetic algorithm) is proposed for permutation flowshop scheduling problems (PFSP) with total flowtime minimization, which are known to be NP-hard. One of the chromosomes in the initial population is constructed by a suitable heuristic and the others are yielded...

We build a Markov regime switching model to examine the role of heterogeneous expectations in the forward exchange market, where the regime could be fundamentalists or chartists. Our empirical analysis of EUR/USD and USD/JPY forward markets suggest that the fundamen-talists who follow negative...

According to spatial distribution of climate disasters in Nanning City and physiological and ecological indicator demands of sugarcane, with the aid of HJ-1 CCD satellite remote sensing images, basic meteorological data and geographic information data, this paper established the model for...

We investigate the impact of financial crises on two fundamental features of stock returns, namely, the risk-return tradeoff and the leverage effect. We apply the fractionally integrated exponential GARCH-in-mean (FIEGARCH-M) model for daily stock return data, which includes both features and...

The Fama–French pricing model with dynamic factors (DFPM) extracted via the Kalman filter from the six size and book-to-market portfolios has a good performance in understanding stock returns. Using international stock market data, we find that the DFPM significantly improves the...

There exist dual listed stocks which are issued by the same company in some stock markets. Although these stocks bare the same firm-specific risks and enjoy identical dividends and voting policies, they are priced differently. Some previous studies show this seeming deviation from the law of one...

We extend the fractionally integrated exponential GARCH (FIEGARCH) model for daily stock return data with long memory in return volatility of Bollerslev and Mikkelsen (1996) by introducing a possible volatility-in-mean effect. To avoid that the long memory property of volatility carries over to...

We extend the fractionally integrated exponential GARCH (FIEGARCH) model for daily stock return data with long memory in return volatility of Bollerslev and Mikkelsen (1996) by introducing a possible volatility-in-mean effect. To avoid that the long memory property of volatility carries over to...