Research ArticleOpen accessIn the keywordsShould Individual Investors Use Technical Trading Rules to Attempt to Beat the Market?Thomas S. Coe, Kittipong LaosethakulProblem statement: Despite widespread academic acceptance of the Efficient Markets Hypothesis, some stock traders still use technical trading rules in an attempt to beat the market. Approach: This study looked at four trading rules, namely, the arithmetic moving average, the relative strength index, a stochastic oscillator and its moving average. These trading rules compare the relationship of current prices to … …American Journal of Economics and Business Administration, Vol. 2, Issue 3 · 30 Sep 2010 · 9,442 accessesView PDFCite
Research ArticleOpen accessIn the keywordsApproximate Maximum Likelihood Commercial Bank Loan Management ModelGodwin Norense Osarumwense AsemotaProblem statement: Loan management is a very complex and yet, a vitally important aspect of any commercial bank operations. The balance sheet position shows the main sources of funds as deposits and shareholders contributions. Approach: In order to operate profitably, remain solvent and consequently grow, a commercial bank needs to properly manage its excess cash to yield returns in the … …Journal of Social Sciences, Vol. 5, Issue 4 · 31 Dec 2009 · 7,242 accessesView PDFCite
Research ArticleOpen accessIn the keywordsA Theory of the Risks of Venture Capital FinancingEdmund H. MantellProblem statement: There is no general theory analyzing how the time-varying cash flows of venture capitalist financing affect the likelihood of success of a new venture. This research addressed that lacuna in the literature. Approach: Research in the area of venture capital financing was needed because of the importance of new ventures as germinators of technological innovation. The research in … …American Journal of Economics and Business Administration, Vol. 1, Issue 2 · 30 Jun 2009 · 7,765 accessesView PDFCite
Research ArticleOpen accessIn the keywordsHydropower System Management Considering the Minimum OutflowM. L. Arganis, R. DomínguezThis paper deals with the operating rules of the Grijalva River hydropower serial system obtained by means of stochastic dynamic programming and its subsequent simulation using historical records and synthetic series. Penalties in spills and deficit were considered in optimum policies. During simulation several restrictions were added to the original problem, particularly to ensure minimum outflow so as to guarantee … …American Journal of Environmental Sciences, Vol. 4, Issue 3 · 30 Jun 2008 · 6,544 accessesView PDFCite
Research ArticleOpen accessIn the keywordsGeneralized Shortest Path Problem in Uncertain Environment Based on PSOHayder A. Mukhef, Ekhlas M. Farhan, Mohammed R. JassimGeneralized network problems describe situations in which flow can be generated or consumed through arcs. This research considers generalized shortest path problem in stochastic environment in which the changing rate of flow is random. To satisfy the demands of decision makers, three types of models have been formulated to solve the generalized shortest path problem under different decision criteria. The … …Journal of Computer Science, Vol. 4, Issue 4 · 30 Apr 2008 · 6,756 accessesView PDFCite
Research ArticleOpen accessIn the keywordsTwister Generator of Random Normal Numbers by Box-Muller ModelAleksei F. Deon, Yulian A. MenyaevTwisting generators of the pseudorandom normal variables can use uniform random sequences as a basis. However, such technique could provide poor quality result in cases where the original sequences have insufficient uniformity or skipping of random values. This work offers a new approach for creating the random normal variables using the Box-Muller model as a basis together with the twisting … …Journal of Computer Science, Vol. 16, Issue 1 · 10 Jan 2020 · 11,560 accessesView PDFCite
Research ArticleOpen accessIn the keywordsUniform Twister Plane GeneratorAleksei F. Deon, Yulian A. MenyaevRandom plane generators may use various types of the random number algorithms to create multidimensional planes. At the same time, the discrete Descartes random planes have to be uniform. The matter is that using the concept of the uncontrolled random generation may lead to a result of weak quality due to initial sequences having either insufficient uniformity or skipping of … …Journal of Computer Science, Vol. 14, Issue 2 · 26 Feb 2018 · 11,519 accessesView PDFCite
Research ArticleOpen accessIn the keywordsMODEL BUILDING FOR AUTOCORRELATED PROCESS CONTROL: AN INDUSTRIAL EXPERIENCEM. A. Djauhari, S. L. Lee, Z. IsmailWe show that many time series data are governed by Geometric Brownian Motion (GBM) law. This motivates us to propose a procedure of time series model building for autocorrelated process control that might consist of two steps. First, we test whether the process data are governed by GBM law. If it is affirmative, the appropriate model is directly given by … …American Journal of Applied Sciences, Vol. 11, Issue 6 · 29 Mar 2014 · 6,628 accessesView PDFCite
Research ArticleOpen accessIn the keywordsSolving One-Dimensional Cutting Stock Problem with Discrete Demands and Capacitated Planning ObjectiveSirirat Wongprakornkul, Peerayuth CharnsethikulProblem statement: One-dimensional cutting stock problem with discrete demands and capacitated planning objective is an NP hard problem. Approach: The mathematical model with column-generation technique by a branch-and-bound procedure and the heuristic based on the first fit decreasing method are proposed. Then, both approaches were compared and some characteristics were investigated such as upper-bound value, percentage above lower-bound value, computation … …Journal of Mathematics and Statistics, Vol. 6, Issue 2 · 30 Jun 2010 · 7,952 accessesView PDFCite
Research ArticleOpen accessIn the keywordsAdjustment of Peak Streamflows of a Tropical River for UrbanizationAta Amini, Thamer Mohammad Ali, Abdul Halim B Ghazali, Bujang Kim HuatPeak runoff from a catchment is influenced by many factors such as intensity and duration of rainfall, catchment topography, catchment shape, land use and other variables. For a particular catchment, landuse change and other human activities will alter the characteristic of catchment hydrograph. Problem statement: As a result of urbanization, the magnitude of floods occurring in a catchment increased. It … …American Journal of Environmental Sciences, Vol. 5, Issue 3 · 30 Jun 2009 · 7,550 accessesView PDFCite