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Industrial Engineering and Management Systems最新文献

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Organizational Management in Post Pandemic Crisis 大流行后危机中的组织管理
IF 0.7
Industrial Engineering and Management Systems Pub Date : 2022-01-01 DOI: 10.1007/978-3-030-98052-8
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引用次数: 4
A Short Review over Twenty Years on the Black- Litterman Model in Portfolio Optimization 二十年来投资组合优化中的Black- Litterman模型研究述评
IF 0.7
Industrial Engineering and Management Systems Pub Date : 2021-12-31 DOI: 10.7232/iems.2021.20.4.769
R. Subekti, Abdurakhman Abdurakhman, D. Rosadi
{"title":"A Short Review over Twenty Years on the Black- Litterman Model in Portfolio Optimization","authors":"R. Subekti, Abdurakhman Abdurakhman, D. Rosadi","doi":"10.7232/iems.2021.20.4.769","DOIUrl":"https://doi.org/10.7232/iems.2021.20.4.769","url":null,"abstract":"","PeriodicalId":45245,"journal":{"name":"Industrial Engineering and Management Systems","volume":" ","pages":""},"PeriodicalIF":0.7,"publicationDate":"2021-12-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44279223","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
An Integrated Optimization Model for Medicine Order Distribution and Delivery Problem of Online Pharmacy Based on the Optimal Supply Chain Strategy 基于最优供应链策略的网上药房药品配送问题集成优化模型
IF 0.7
Industrial Engineering and Management Systems Pub Date : 2021-12-31 DOI: 10.7232/iems.2021.20.4.555
K. Sholpanbaeva, A. A. Apysheva, N. K. Shaikhanova, A. Modenov
{"title":"An Integrated Optimization Model for Medicine Order Distribution and Delivery Problem of Online Pharmacy Based on the Optimal Supply Chain Strategy","authors":"K. Sholpanbaeva, A. A. Apysheva, N. K. Shaikhanova, A. Modenov","doi":"10.7232/iems.2021.20.4.555","DOIUrl":"https://doi.org/10.7232/iems.2021.20.4.555","url":null,"abstract":"","PeriodicalId":45245,"journal":{"name":"Industrial Engineering and Management Systems","volume":" ","pages":""},"PeriodicalIF":0.7,"publicationDate":"2021-12-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43423581","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Financial Resource Multi Project Scheduling using Evolutionary Algorithm 基于进化算法的财务资源多项目调度
IF 0.7
Industrial Engineering and Management Systems Pub Date : 2021-12-31 DOI: 10.7232/iems.2021.20.4.672
B. Sergeevna, KulikovaNatalia Nikolaevna, VarfalovskayaVictoria Viktoro
{"title":"Financial Resource Multi Project Scheduling using Evolutionary Algorithm","authors":"B. Sergeevna, KulikovaNatalia Nikolaevna, VarfalovskayaVictoria Viktoro","doi":"10.7232/iems.2021.20.4.672","DOIUrl":"https://doi.org/10.7232/iems.2021.20.4.672","url":null,"abstract":"","PeriodicalId":45245,"journal":{"name":"Industrial Engineering and Management Systems","volume":" ","pages":""},"PeriodicalIF":0.7,"publicationDate":"2021-12-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41986751","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Optimization and Adjustment of Production Process Parameters in Order to Reduce Production Costs and Increase Quality 优化调整生产工艺参数降低生产成本提高质量
IF 0.7
Industrial Engineering and Management Systems Pub Date : 2021-12-31 DOI: 10.7232/iems.2021.20.4.621
Xu Zhang
{"title":"Optimization and Adjustment of Production Process Parameters in Order to Reduce Production Costs and Increase Quality","authors":"Xu Zhang","doi":"10.7232/iems.2021.20.4.621","DOIUrl":"https://doi.org/10.7232/iems.2021.20.4.621","url":null,"abstract":"","PeriodicalId":45245,"journal":{"name":"Industrial Engineering and Management Systems","volume":" ","pages":""},"PeriodicalIF":0.7,"publicationDate":"2021-12-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43836270","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A Power Industry Planning Problem in the Workshop Flow System with the Aim of Reducing Energy Consumption and Delay Time 以降低能耗和延迟时间为目标的车间流程系统中的电力工业规划问题
IF 0.7
Industrial Engineering and Management Systems Pub Date : 2021-12-31 DOI: 10.7232/iems.2021.20.4.529
Valentin Yakovlevich Afanasyev, V. Ukolov, V. Kuzmin
{"title":"A Power Industry Planning Problem in the Workshop Flow System with the Aim of Reducing Energy Consumption and Delay Time","authors":"Valentin Yakovlevich Afanasyev, V. Ukolov, V. Kuzmin","doi":"10.7232/iems.2021.20.4.529","DOIUrl":"https://doi.org/10.7232/iems.2021.20.4.529","url":null,"abstract":"","PeriodicalId":45245,"journal":{"name":"Industrial Engineering and Management Systems","volume":" ","pages":""},"PeriodicalIF":0.7,"publicationDate":"2021-12-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48822946","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
An Optimal Electronic Project Portfolio under Conditions of Uncertainty and Interactions between Projects 不确定性和项目间相互作用条件下的最优电子项目组合
IF 0.7
Industrial Engineering and Management Systems Pub Date : 2021-12-31 DOI: 10.7232/iems.2021.20.4.536
V. Afanasyev, V. Ukolov, N. Lyubimova
{"title":"An Optimal Electronic Project Portfolio under Conditions of Uncertainty and Interactions between Projects","authors":"V. Afanasyev, V. Ukolov, N. Lyubimova","doi":"10.7232/iems.2021.20.4.536","DOIUrl":"https://doi.org/10.7232/iems.2021.20.4.536","url":null,"abstract":"","PeriodicalId":45245,"journal":{"name":"Industrial Engineering and Management Systems","volume":" ","pages":""},"PeriodicalIF":0.7,"publicationDate":"2021-12-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42745133","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Production-Distribution Problem Optimization in a Green Closed-Loop Supply Chain 绿色闭环供应链中的生产分配问题优化
IF 0.7
Industrial Engineering and Management Systems Pub Date : 2021-12-31 DOI: 10.7232/iems.2021.20.4.509
A. Kurilova, Hafis Ahmed Oglu Moldasheva, ElviraIrekovna Abdullina, A.S. Plisova, AntoninaAlexandrovna Arkhipen
{"title":"Production-Distribution Problem Optimization in a Green Closed-Loop Supply Chain","authors":"A. Kurilova, Hafis Ahmed Oglu Moldasheva, ElviraIrekovna Abdullina, A.S. Plisova, AntoninaAlexandrovna Arkhipen","doi":"10.7232/iems.2021.20.4.509","DOIUrl":"https://doi.org/10.7232/iems.2021.20.4.509","url":null,"abstract":"","PeriodicalId":45245,"journal":{"name":"Industrial Engineering and Management Systems","volume":"15 2","pages":""},"PeriodicalIF":0.7,"publicationDate":"2021-12-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41290679","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 4
The Volatility of Dow Jones Conventional and Islamic Indices: Does Covid-19 Pandemic Matter? 道琼斯传统指数和伊斯兰指数的波动:新冠疫情是否重要?
IF 0.7
Industrial Engineering and Management Systems Pub Date : 2021-12-31 DOI: 10.7232/iems.2021.20.4.795
B. Almansour
{"title":"The Volatility of Dow Jones Conventional and Islamic Indices: Does Covid-19 Pandemic Matter?","authors":"B. Almansour","doi":"10.7232/iems.2021.20.4.795","DOIUrl":"https://doi.org/10.7232/iems.2021.20.4.795","url":null,"abstract":"The pandemic of Covid-19 has affected the equity market to become highly volatile. This study aims to investigate the Autoregressive Conditional Heteroskedasticity (ARCH) family models in forecasting the Dow Jones conventional and Islamic indices, and to examine the impact of the Covid-19 pandemic on both the Dow Jones conventional and Islamic indices. This study employs a time series of daily data over the period 2013 to 2021. The results show that the GARCH, TGARCH and EGARCH were the best models in predicting the Dow Jones indices. However, when the data is divided into sub-period, it is found that only TGARCH is the best model in forecasting Dow Jones indices. Interestingly, the findings show that bad and good news can significantly affect the conditional volatility of all Dow Jones conventional and Islamic indices returns. The findings of this study conclude that securities regulation department in the United States of America had captured the influence of corona pandemic. This is mainly because of the strong relationship between the fluctuation of the stock prices and the pandemic itself. Accordingly, the international investors should pay attention to prediction models which offers to utilize these results to adjust their investment counter position for the future volatility and employ hedging strategies during the corona pandemic.","PeriodicalId":45245,"journal":{"name":"Industrial Engineering and Management Systems","volume":" ","pages":""},"PeriodicalIF":0.7,"publicationDate":"2021-12-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45506118","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
A New Approach for Robust Mean-Variance Portfolio Selection Using Trimmed k-Means Clustering 基于修剪k-均值聚类的稳健均值方差投资组合选择新方法
IF 0.7
Industrial Engineering and Management Systems Pub Date : 2021-12-31 DOI: 10.7232/iems.2021.20.4.782
La Gubu, D. Rosadi, Abdurakhman Abdurakhman
{"title":"A New Approach for Robust Mean-Variance Portfolio Selection Using Trimmed k-Means Clustering","authors":"La Gubu, D. Rosadi, Abdurakhman Abdurakhman","doi":"10.7232/iems.2021.20.4.782","DOIUrl":"https://doi.org/10.7232/iems.2021.20.4.782","url":null,"abstract":"","PeriodicalId":45245,"journal":{"name":"Industrial Engineering and Management Systems","volume":" ","pages":""},"PeriodicalIF":0.7,"publicationDate":"2021-12-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41456744","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
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