This paper is concerned with a vehicle routing problem with soft time windows (VRPSTW) in a fuzzy random environment. Two objectives are considered: (1) minimize the total travel cost and (2) maximize the average satisfaction level of all customers. After setting up the model for the VRPSTW in a...

Nanometer magnetic solid base catalysts were prepared by loading CaO on Fe3O4 with Na2CO3 and NaOH as precipitator, respectively. The optimum conditions for preparation of this catalyst were investigated. The influence of the proportion of Ca2+ to Fe3O4 on the catalytic performance has been...

A kind of solid catalyst of Fe(Ⅱ)–Zn double-metal cyanide (DMC) complexes was prepared through co-reaction of potassium ferrocyanide, zinc chloride and complexing agent of tert-butanol. This catalyst was characterized by using several techniques such as XRD, TG/FT-IR, EA, BET and SEM. And it...

Modeling the relationship between multiple financial markets has had a great deal of attention in both literature and real-life applications. One state-of-the-art technique is that the individual financial market is modeled by generalized autoregressive conditional heteroskedasticity (GARCH)...

Intraday volatility measures have recently become the norm in risk measurement and forecasting. This article empirically investigates the unbiasedness of three of these measures over four different datasets. We find that the three measures are significantly biased and that the bias can have...

This research focuses on the decisions on recovery services to deal with short-term disruptions in public tram systems. The disruption recovery approach used in Munich, Germany – the best service acclaimed by the public, is adopted as the basis to examine whether to collaborate with a taxi...

This paper examines the relationship between the volatility implied in option prices and the subsequently realized volatility by using the S&P/ASX 200 index options (XJO) traded on the Australian Stock Exchange (ASX) during a period of 5 years. Unlike stock index options such as the S&P 100...

This paper is concerned with the potential profit opportunities in trading calendar spreads of 90-day Bank Accepted Bill (BAB) futures contracts on the Sydney Futures Exchange (SFE) during the 1990s. It is shown that statistically significant gross profits can be generated by a naïve strategy...