In this paper, we propose a fundamental timing strategy in both U.S. and Chinese stock market to trade the fundamental sorted portfolios such as value and profitability portfolios in the time series dimension. We find that fundamental timing strategies based on moving average (MA) timing signals...

In this paper, we study the capacitated multi-trip vehicle routing problem with time windows (CMTVRPTW) and its use in different scenarios, which have a common feature: vehicles can make multiple trips. This feature is widely used in the real world; not only can it reduce the number of vehicles...