Purpose The purpose of this paper is to propose robust optimization models addressing the container slot allocation problem with minimum quantity commitment (MQC) under uncertain demand, which is faced by international companies export to USA. Design/methodology/approach A novel robust...

We present a stochastic optimization model for hotel revenue management with multiple-day stays under an uncertain environment. Since a decision maker may face several scenarios when renting out rooms, we use a semi-absolute deviation model to measure the risk of hotel revenue, and only consider...

No abstract received.

This paper analyzes the core factors and the impact path of aviation fuel demand in China and conducts a structural decomposition analysis of the aviation fuel cost changes and increase of the main aviation enterprises’ business profits. Through the establishment of an integrated forecast...

To improve the forecasting accuracy of crude oil price with deeper understanding of the market microstructure, this paper proposes a wavelet decomposed ensemble model. The proposed model follows the Heterogeneous Market Hypothesis that assumes the unstationarity and dynamic changing nature of...

In recent years, exchange markets are increasingly integrated together. Fluctuations and risks across different exchange markets exhibit co-moving and complex dynamics. In this paper we propose the entropy-based multivariate wavelet based approaches to analyze the multiscale characteristic in...

We mainly study a taxpayer's optimal strategies of tax evasion and its relevant properties, in order to deduce some effective suggestions and theoretical bases for the tax authority to restrain tax evasion. Based on the Christiansen static model of tax evasion, we formulate a two-period model...

Air transport demand forecasting is receiving increasing attention, especially because of intrinsic difficulties and practical applications. Total passengers are used as a proxy for air transport demand. However, the air passenger time series usually has a complex behavior due to their...