Integration of production planning and scheduling is a class of problems commonly found in manufacturing industry. This class of problems associated with precedence constraint has been previously modeled and optimized by the authors, in which, it requires a multidimensional optimization at the...

Assembly plays an important role in any production system as it constitutes a significant portion of the lead time and cost of a product. Virtual computer-integrated manufacturing (VCIM) system is a modern production system being conceptually developed to extend the application of traditional...

The stock market has always been an attractive area for researchers since no method has been found yet to predict the stock price behavior precisely. Due to its high rate of uncertainty and volatility, it carries a higher risk than any other investment area, thus the stock price behavior is...

This paper features a tri-criteria analysis of Eurekahedge fund data strategy index data. We use nine Eurekahedge equally weighted main strategy indices for the portfolio analysis. The tri-criteria analysis features three objectives: return, risk and dispersion of risk objectives in a...

We consider a novel generalization of the resource-constrained project scheduling problem (RCPSP). Unlike many established approaches for the RCPSP that aim to minimize the makespan of the project for given static capacity constraints, we consider the important real-life aspect that capacity...

We report about a metaheuristic solving approach for a vehicle routing problem with a heterogeneous vehicle fleet. Customer locations require the visit of two different types of vehicles. Operation starting times at the customers are coupled by a specific time window constraint called implicit...

This paper presents a Genetic Algorithm for the Vehicle Routing and Scheduling Problem with time windows and temporal synchronization constraints. That means that as opposed to the usual procedure, in addition to the usual task covering, some vertices must be served by more than one vehicle at...

Hedging in the presence of transaction costs leads to complex optimization problems. These problems typically lack closed-form solutions, and their implementation relies on numerical methods that provide hedging strategies for specific parameter values. In this paper we use a genetic programming...