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Related papers: Value-Based Inventory Management

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The high costs for the management of the modern and complex industrial control systems make it necessary to enhance the current maintenance processes. Therefore, the need arises to clearly define the goals of the maintenance, in order to…

Software Engineering · Computer Science 2014-05-01 Roberto Nappi

We consider an investment process that includes a number of features, each of which can be active or inactive. Our goal is to attribute or decompose an achieved performance to each of these features, plus a baseline value. There are many…

Computational Finance · Quantitative Finance 2021-02-12 Nicholas Moehle , Stephen Boyd , Andrew Ang

The present paper is based on studying, analyzing and implementing the expert systems in the financial and accounting domain of the companies, describing the use method of the informational systems that can be used in the multi-national…

Computational Engineering, Finance, and Science · Computer Science 2010-03-25 D. Mates , E. Iancu , I. Bostan , V. Grosu

We solve an expected utility-maximization problem with a Value-at-risk constraint on the terminal portfolio value in an incomplete financial market due to stochastic volatility. To derive the optimal investment strategy, we use the dynamic…

Portfolio Management · Quantitative Finance 2025-05-21 Marcos Escobar-Anel , Yevhen Havrylenko , Rudi Zagst

We consider a manufacturing plant that purchases raw materials for product assembly and then sells the final products to customers. There are M types of raw materials and K types of products, and each product uses a certain subset of raw…

Optimization and Control · Mathematics 2010-04-06 Michael J. Neely , Longbo Huang

We study the optimal control problem for a weighted mean-field system. A new feature of the control problem is that the coefficients depend on the state process as well as its weighted measure and the control variable. By applying…

Optimization and Control · Mathematics 2022-08-25 Yanyan Tang , Jie Xiong

This paper proves continuity of value functions in discounted periodic-review single-commodity total-cost inventory control problems with \revision{continuous inventory levels,} fixed ordering costs, possibly bounded inventory storage…

Optimization and Control · Mathematics 2022-07-27 Eugene A. Feinberg , David N. Kraemer

This paper is an original attempt to understand the foundations of economic reasoning. It endeavors to rigorously define the relationship between subjective interpretations and objective valuations of such interpretations in the context of…

Logic in Computer Science · Computer Science 2024-05-20 Daniel Lu

Market makers provide liquidity to other market participants: they propose prices at which they stand ready to buy and sell a wide variety of assets. They face a complex optimization problem with both static and dynamic components. They…

Trading and Market Microstructure · Quantitative Finance 2017-05-09 Olivier Guéant

Inventory management problems with periodic and controllable resets occur in the context of managing water storage in the developing world and retailing limited-time availability products. In this paper, we consider a set of sequential…

Optimization and Control · Mathematics 2022-09-09 Yoon Lee , Yonatan Mintz , Anil Aswani , Zuo-Jun Max Shen , Cong Yang

Evaluating the financial performance of manufacturing firms requires consideration of both the time value of money and the relative importance of multiple decision criteria. Conventional approaches relying solely on deterministic…

Theoretical Economics · Economics 2026-02-05 Duaa Abdullah , Marwa Abdullah

This short note provides a systematic construction of market models without unbounded profits but with arbitrage opportunities.

Pricing of Securities · Quantitative Finance 2013-12-12 Johannes Ruf , Wolfgang Runggaldier

Machine learning (ML) has become a ubiquitous tool across various domains of data mining and big data analysis. The efficacy of ML models depends heavily on high-quality datasets, which are often complicated by the presence of missing…

Machine Learning · Computer Science 2024-10-14 Abu Fuad Ahmad , Md Shohel Sayeed , Khaznah Alshammari , Istiaque Ahmed

This article introduces an advanced analytical approach for predicting backorders in inventory management. Backorder refers to an order that cannot be immediately fulfilled due to stock depletion. Multiple classification techniques,…

Machine Learning · Computer Science 2023-12-25 Sarit Maitra , Sukanya Kundu

Cloud computing is continually evolving, enhancing hardware technologies, improving software and enhancing business processes. A payroll management system deployed on the Cloud harnesses on-demand of delivery of computational power and…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-02-25 Adeyemi Aina , Isaac Odun-Ayo

Context: Developing software-intensive products or services usually involves a plethora of software artefacts. Assets are artefacts intended to be used more than once and have value for organisations; examples include test cases, code,…

Software Engineering · Computer Science 2023-04-17 Ehsan Zabardast , Javier Gonzalez-Huerta , Tony Gorschek , Darja Šmite , Emil Alégroth , Fabian Fagerholm

Traditional recommendation systems make recommendations based solely on the customer's past purchases, product ratings and demographic data without considering the profitability the items being recommended. In this work we study the…

Computers and Society · Computer Science 2009-08-27 Aparna Das , Claire Mathieu , Daniel Ricketts

Organizations use cash management models to control balances to both avoid overdrafts and obtain a profit from short-term investments. Most management models are based on control bounds which are derived from the assumption of a particular…

Computational Finance · Quantitative Finance 2024-01-17 Francisco Salas-Molina

The economic ordering quantity (EOQ) is the first inventory model which has still being studying extensively till nowadays. Several considerations have been incorporated throughout the time such as backorders and imperfect quality. More…

Optimization and Control · Mathematics 2020-05-11 Alfonso Angel Medina-Santana , Leopoldo Eduardo Cárdenas-Barrón

We extend the classical risk minimization model with scalar risk measures to the general case of set-valued risk measures. The problem we obtain is a set-valued optimization model and we propose a goal programming-based approach with…

Risk Management · Quantitative Finance 2012-09-20 Davide La Torre , Marco Maggis