Research ArticleOpen accessAll words, across the recordA Generalized Discrete-Time Long Memory Volatility Model for Financial Stock ExchangeChin Wen CheongWe proposed a simple way to combine a few long memory models in financial market volatility modeling using daily, range and high frequency data. This model was able to fit the return, range of daily return or realized volatility under a parametric heavy-tailed distribution. Model was flexible to include additional volatility information as the contemporaneous variables. Empirical results found that … …American Journal of Applied Sciences, Vol. 4, Issue 12 · 31 Dec 2007 · 6,869 accessesView PDFCite
Research ArticleOpen accessAll words, across the recordDevelopment of Integrated Production Scheduling System in the Process IndustryMohamed K. Omar, Yasothei A.P. Suppiah, Siew C. TeoThis study introduces a three-level hierarchical production planning and scheduling approach developed and implemented in a resin factory. Our approach proposes at the first level a mixed-integer linear programming for solving the aggregate planning model. At the second level, a weighted-integer goal-programming model is developed to disaggregate the developed aggregate plans. A sequencing algorithm is developed for the third level … …Journal of Computer Science, Vol. 1, Issue 3 · 30 Sep 2005 · 6,862 accessesView PDFCite