Journal: Mathematics and Computers in Simulation

Found 242 papers in total
An optimisation-oriented model of distributed supply-chain
2008,
In this paper, a suitable model of distributed supply-chains (DSCs) is presented with...
Modelling risk in agricultural finance: Application to the poultry industry in Taiwan
2009,
The volatility in agricultural prices, such as for broiler and color broiler chickens...
Modelling and forecasting tourism from East Asia to Thailand under temporal and spatial aggregation
2009,
Tourism is one of the key service industries in Thailand, with a 5.27% share of...
Multivariate exponential smoothing: A Bayesian forecast approach based on simulation
2009,
This paper deals with the prediction of time series with correlated errors at each...
Fast computation of equispaced Pareto manifolds and Pareto fronts for multiobjective optimization problems
2009,
In this paper, we consider the problem of generating a well sampled discrete...
Optimal power split in a hybrid electric vehicle using direct transcription of an optimal control problem
2009,
To efficiently operate electromechanical systems powered by two energy sources, it is...
An algorithm for the recognition of levels of congestion in road traffic problems
2009,
Detection and recognition of the level of congestion at an intersection is a very...
Aircraft design optimization
2009,
In this paper we describe briefly a set of procedures for the optimal design of full...
Linear programming support vector regression with wavelet kernel: A new approach to nonlinear dynamical systems identification
2009,
Wavelet theory has a profound impact on signal processing as it offers a rigorous...
Ensuring finite moments in Monte Carlo simulations via iterated ex post facto sampling
2009,
Monte Carlo simulations may involve skewed, heavy-tailed distributions. When variances...
Modelling the credit risk for portfolios of consumer loans: Analogies with corporate loan models
2009,
The New Basel accord has highlighted the need for models of the credit risk in...
Modelling the financial risk associated with U.S. movie box office earnings
2009,
In this paper we use extreme value theory to model the U.S. movie box office returns,...
A two-asset stochastic model for long-term portfolio selection
2009,
In mean–variance (M–V) analysis, an investor with a holding period [0, T ]...
Optimization of a fertilizer spreading process
2009,
An optimization method for accurate fertilizer application by centrifugal spreader is...
Option pricing under the Merton model of the short rate
2009,
Previous option pricing research typically assumes that the risk-free rate or the...
Dynamic analysis of an ecological model with impulsive control strategy and distributed time delay
2009,
In this paper, by using the theories and methods of ecology and ordinary differential...
Evaluation of software development projects using a fuzzy multi-criteria decision approach
2008,
Software development is an inherently uncertain activity. To deal with the uncertainty...
Intelligent techniques for cigarette formula design
2008,
This paper proposes a novel intelligent system for improving product formula design...
Weights determination of Ordered Weighted Average (OWA) operators by parametric identification
2008,
This contribution presents a new approach on weights determination in industrial...
A fuzzy model of customer satisfaction index in e-commerce
2008,
Customer satisfaction index (CSI) is an important concept for evaluating the quality...
Estimation of cost efficiency of Australian universities
2008,
The purpose of this paper is to quantify the efficiency with which Australian...
Minimisation of the risk of trampling in a crowd
2007,
Over the past decade, there have been many crowd related tragedies. To help avoid such...
Multiple attribute decision-making methods for the dynamic operator allocation problem
2007,
This study explores two multiple attribute decision-making methods to solve a dynamic...
Papers per page: