We present an investment process that: (i) decomposes securities into risk factors; (ii) allows for the construction of portfolios of assets that would selectively expose the manager to desired risk factors; (iii) perform a risk allocation between these portfolios, allowing for tracking error...

This paper proposes a genetic-based hybrid approach to predict the possibility of corporate failure. We use Genetic Algorithm (GA) to select the critical variables set and optimise the weight of each classifier for integrating the best features of several classification approaches (such as...

In this paper, we consider heuristic approaches for the determination of delivery quantities in a Supply Chain (SC). The problem under consideration is important for the design of delivery quantity negotiations between manufacturers and suppliers. We describe a Mixed Integer Programming (MIP)...

This paper proposes a genetic-based hybrid approach to predict the possibility of corporate failure. We use Genetic Algorithm (GA) to select the critical variables set and optimise the weight of each classifier for integrating the best features of several classification approaches (such as...

The present scenario of global economy, the competition is not between individual organisations but between competing supply chains to optimise revenue and reduce the operating cost of supply chain. The areas of Revenue Management and Supply Chain Management represent two fundamental pillars for...

The present scenario of global economy, the competition is not between individual organisations but between competing supply chains to optimise revenue and reduce the operating cost of supply chain. The areas of Revenue Management and Supply Chain Management represent two fundamental pillars for...

The present paper introduces a new clonal particle swarm optimisation (CPSO) and PSO techniques to develop efficient adaptive forecasting models for short and long-term prediction of S&P 500 and DJIA stock indices. The basic structure of the models is an adaptive linear combiner whose weights...