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Electronics waste (e-waste) is the fastest growing category of hazardous solid waste in the world. While the generation of e-waste has recently attracted the attention of a number of researchers, currently, there is little awareness on its management, monitoring and control among the consumers...
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In this paper, a simulation of high-frequency market data is performed with the Genoa Artificial Stock Market. In the market model, heterogeneous agents trade a risky asset in exchange for cash. Agents have zero intelligence and issue random limit or market orders depending on their budget...
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A stochastic-optimization technique based on time series cluster analysis is described for index tracking and enhanced index tracking problems. Our methodology solves the problem in two steps, i.e., by first selecting a subset of stocks and then setting the weight of each stock as a result of an...
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