a Kalman filter. The approach combines information from a mean-variance (MV) optimization technique along with a three … constrained optimization case always provides a Sharpe ratio higher than the Naïve portfolio, after transactions costs are taken …

The design and operation of logistic systems is a complex problem of engineering. The optimization of logistic systems … optimization field. The networking of the logistic systems and processes leaded to the development of new heuristic methods and … tools to support the optimization of systems with high complexity. A huge number of logistic problems can be related with …

production processes, which leaded to the decrease of production depth. The optimization of production depth is not only a … buy problems or outsourcing questions. Within the frame of this paper authors are focusing on the optimization of … heuristic optimization algorithm, which makes it possible to find the optimal production depth in the case of cross related …

modernization and, moreover, construction of new asphalt-concrete plants requires the optimization of choosing the most efficient …