increasing competitiveness between software companies , that stems from customer needs and new information technologies, obliges the companies to improve their products’ quality according to high speed and low cost. this research seeks to introduce and determine the software production assembly line, one of the software development approaches. a three stage questionnaire was used to collect inf...

Investment portfolios should be rebalanced to take account of changing market conditions and changes in funding. Standard mean-variance (MV) portfolio selection methods are not appropriate for portfolio rebalancing, as the initial portfolio, change in funding and transaction costs are not considered. A quadratic mixed integer programming portfolio rebalancing model, which takes account of these...

We analyze the error between a discretely rebalanced portfolio and its continuously rebalanced counterpart in the presence of jumps or mean-reversion in the underlying asset dynamics. With discrete rebalancing, the portfolio’s composition is restored to a set of fixed target weights at discrete intervals; with continuous rebalancing, the target weights are maintained at all times. We examine th...

An Econometric Model of Credit Spreads with Rebalancing, ARCH, and Jump Effects In this paper, we examine the dynamic behavior of credit spreads on corporate bond portfolios. We propose an econometric model of credit spreads that incorporates portfolio rebalancing, the near unit root property of spreads, the autocorrelation in spread changes, the ARCH conditional heteroscedasticity, jumps, and ...

Recently Indonesian textile and garment manufacturer has experienced a problem with shop floor production. The complexities in the manufacturing process led to many problems such as inefficiency, thus prevented company from achieving its target. In fact, even though established efficiency target of 80%, production cannot realize it. Thus, this research aims increase line reach company’s At begi...

ÐWe investigate the data-parallel implementation of a set of ªinformation filtersº used to rule out uninteresting data from a database or data stream. We develop an analytic model for the costs and advantages of load rebalancing the parallel filtering processes, as well as a quick heuristic for its desirability. Our model uses binomial models of the filter processes and fits key parameters to t...