Can We Make Money with Fifth-order Autocorrelation in Japanese Stock Prices?
نویسندگان
چکیده
منابع مشابه
A Simulation-Optimization Model For Capacity Coordination In Make To Stock/Make To Order Production Environments
Capacity coordination, as the tactical level of hierarchical production planning in hybrid MTS/MTO systems, includes numerous important decisions. In this paper, two of these decisions i.e. finding the best strategy for the acceptance/rejection of incoming orders and determining orders’ due dates – are investigated. Also a simulation model is proposed to evaluate the efficiency of the presented...
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Satisfying customer demand necessitates manufacturers understanding the importance of Available-To-Promise (ATP). It directly links available resources to customer orders and has significant impact on overall performance of a supply chain. In this paper, an improvement of the batch-mode ATP function in which the partial fulfillment of the orders is available will be proposed. In other words, in...
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Today competitive environment has enforced practitioners and researchers to pay great attention to issues enhancing both production and marketing competitiveness. To do so, it has been obligatory for the firms to consider production side activities while customer requirements are on the other side of competition. In this regard, hybrid make-to-stock (MTS)/make-to-order (MTO) production systems ...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2005
ISSN: 1556-5068
DOI: 10.2139/ssrn.770565