In modern finance, social investment portfolios have attracted the attention of researchers, investors, and practitioners. Regarding the long-term nature of this investment, the selection of the portfolios for a single period should be reconsidered as On-Line portfolio selection (OLPS) which...

In modern finance, social investment portfolios have attracted the attention of researchers, investors, and practitioners. Regarding the long-term nature of this investment, the selection of the portfolios for a single period should be reconsidered as an online portfolio selection which focuses...

The promising results of deep learning in data analytic competitions and real-world applications have generated numerous new methods for time series analysis and forecasting. However, in most cases, deep forecasting methods require adequate amounts of time series data for learning the important...

This article investigates a JIT single machine scheduling problem with a periodic preventive maintenance. Also to maintain the quality of the products, there is a limitation on the maximum number of allowable jobs in each period. The proposed bi-objective mixed integer model minimizes total...

This article investigates a JIT single machine scheduling problem with a periodic preventive maintenance. Also to maintain the quality of the products, there is a limitation on the maximum number of allowable jobs in each period. The proposed bi-objective mixed integer model minimizes total...

One concern of many investors is to own the assets which can be liquidated easily. Thus, in this paper, we incorporate portfolio liquidity in our proposed model. Liquidity is measured by an index called turnover rate. Since the return of an asset is uncertain, we present it as a trapezoidal...