In this paper, Trajectory Scheduling Methods (TSMs) are proposed for the permutation flowshop scheduling problem with total tardiness minimization criterion. TSMs belong to an iterative local search framework, in which local search is performed on an initial solution, a perturbation operator is...

According to spatial distribution of climate disasters in Nanning City and physiological and ecological indicator demands of sugarcane, with the aid of HJ-1 CCD satellite remote sensing images, basic meteorological data and geographic information data, this paper established the model for...

In this paper, Trajectory Scheduling Methods (TSMs) are proposed for the permutation flowshop scheduling problem with total tardiness minimization criterion. TSMs belong to an iterative local search framework, in which local search is performed on an initial solution, a perturbation operator is...

This paper studies the performance of hybrid methods combining normal and non-normal GARCH-type filters with extreme value theory (EVT) in predicting VaRs of four major stock indices in Chinese stock market. Based on the out-of-sample VaR forecasts results over the 24 models considered, we find...

This study aims to investigate the characteristics of the efficient evolution of China's iron and steel industry against the backdrop of limited openness and regulation and to discuss the important effects of regulatory policy and total factor productivity (TFP) of China's iron and steel...

Interfacial reaction and morphology are investigated between pure iron sheet and aluminum alloy with different silicon additions in hot-dip aluminizing at 700°C. The intermetallic reaction layer hot-dipped in a pure aluminum bath is mainly governed by the diffusion controlled growth of the...

This paper reports the application of our new spatial computable general equilibrium (SCGE) model for analyzing the wider effects of strategic transport and land use development options. We examine the insights afforded by a SCGE model relative to those provided by existing land use and...

We extend the fractionally integrated exponential GARCH (FIEGARCH) model for daily stock return data with long memory in return volatility of Bollerslev and Mikkelsen (1996) by introducing a possible volatility-in-mean effect. To avoid that the long memory property of volatility carries over to...

We investigate the impact of financial crises on two fundamental features of stock returns, namely, the risk-return tradeoff and the leverage effect. We apply the fractionally integrated exponential GARCH-in-mean (FIEGARCH-M) model for daily stock return data, which includes both features and...

In this paper a two-component volatility model based on the component's first moment is introduced to describe the dynamic of speculative return volatility. The two components capture the volatile and persistent part of volatility respectively. Then the model is applied to 10 Asia-Pacific stock...