Country: Netherlands

Found 18376 papers in total
The optimal portfolio problem with coherent risk measure constraints
The optimal portfolio problem with coherent risk measure constraints
2003,
One of the basic problems of applied finance is the optimal selection of stocks, with...
Grey input–output analysis and its applications for environmental cost allocation
Grey input–output analysis and its applications for environmental cost allocation
2003,
Deterministic input–output analysis has been applied to solving a variety of...
Market price calculations in restructured electricity markets
Market price calculations in restructured electricity markets
2003,
In the traditional organisation of the power market, the generation Unit Commitment...
Game optimization of gas market development
Game optimization of gas market development
2004,
A two-person noncooperative game is studied with special payoff functions for which...
Managing electricity market price risk
Managing electricity market price risk
2003,
This paper introduces an application of financial risk management methods to the...
An efficient linear programming algorithm for combined heat and power production
An efficient linear programming algorithm for combined heat and power production
2003,
Combined heat and power (CHP) production is an increasingly important energy...
Simultaneous solution strategies for inclusion of input saturation in the optimal design of dynamically operable plants
Simultaneous solution strategies for inclusion of input saturation in the optimal design of dynamically operable plants
2004,
Recent work has considered the inclusion of input saturation in optimization-based...
Evolutionary algorithm integrating stress heuristics for truss optimization
Evolutionary algorithm integrating stress heuristics for truss optimization
2004,
The optimal truss design using problem-oriented evolutionary algorithm is presented in...
Optimization of construction of tire reinforcement by genetic algorithm
Optimization of construction of tire reinforcement by genetic algorithm
2004,
A new tire design procedure capable of determining the optimum tire construction was...
The axiomatic basis of risk–value models
The axiomatic basis of risk–value models
2003,
Due to their simplicity and intuitive plausibility, risk–value models have often...
The valuation of European options in uncertain environment
The valuation of European options in uncertain environment
2003,
A new model on European options with uncertainty of both randomness and fuzziness in...
Simulation of the European Central Bank decisions and forecast of short term Euro rate with an adaptive fuzzy expert system
Simulation of the European Central Bank decisions and forecast of short term Euro rate with an adaptive fuzzy expert system
2003,
The elaboration of optimal monetary policy strategies, and the statistical estimation...
Personnel allocation among bank branches using a two-stage multi-criterial approach
Personnel allocation among bank branches using a two-stage multi-criterial approach
2003,
This paper presents a normative two-stage approach for personnel allocation among...
An evolutionary heuristic for the index tracking problem
An evolutionary heuristic for the index tracking problem
2003,
Index tracking is a popular form of passive fund management. The index tracking...
Efficiency of banks in a developing economy: The case of India
Efficiency of banks in a developing economy: The case of India
2003,
The objective of this paper is to measure the productive efficiency of banks in a...
A decision support modelling framework for multiple use forest management: The Queen Elizabeth Forest case study in Scotland
A decision support modelling framework for multiple use forest management: The Queen Elizabeth Forest case study in Scotland
2003,
A multiple criteria interactive modelling framework has been developed to support...
A multivariate methodology to uncover regional disparities: A contribution to improve European Union and governmental decisions
A multivariate methodology to uncover regional disparities: A contribution to improve European Union and governmental decisions
2003,
The aim of this paper is to present a new methodology to classify the levels of...
The measurement of English and Welsh police force efficiency: A comparison of distance function models
The measurement of English and Welsh police force efficiency: A comparison of distance function models
2003,
Since the Labour government came to power in 1997, it has introduced a regime whereby...
On the control of a compound immigration process through total catastrophes
On the control of a compound immigration process through total catastrophes
2003,
We consider a compound immigration process that can be controlled by the introduction...
Hospital lift system simulator: A performance evaluator–predictor
Hospital lift system simulator: A performance evaluator–predictor
2003,
Hospitals often experience lift congestion as a result of their heavy traffic, complex...
Hospital capacity management decisions: Emphasis on cost control and quality enhancement
Hospital capacity management decisions: Emphasis on cost control and quality enhancement
2003,
This paper empirically examines the effects of several key hospital demographic...
A decision support system for the care of HIV and AIDS patients in India
A decision support system for the care of HIV and AIDS patients in India
2003,
The spread of the HIV epidemic in India has been ferocious in recent years and if it...
Ambulance location and relocation models
Ambulance location and relocation models
2003,
This article traces the evolution of ambulance location and relocation models proposed...
Multiple lotsizing in production to order with random yields: review of recent advances
Multiple lotsizing in production to order with random yields: review of recent advances
2004,
This article provides a review of models, analytical results and insights pertaining...
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