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This paper propose an improved MIP formulation to reach the objective of Unequal area facility layout problems (FLP) that is to minimize the total material handling cost. Facility layout problem is defined as locating departments in facility with a given dimension, and the departments can't overlap. The FLP can be formulated as a mixed-integer programming (MIP). In past researches, many researchers...
The paper suggests an improved supplier selection model for equipment R&D project. The study reviews the literatures about the supplier selection and fuzzy evaluation methods. Then the triangular fuzzy number is defined to analyze the fuzzy cost information for the R&D project. The cost of the project becomes an important independent decision criterion in the target model. And the paper builds...
In this paper, we study the problem of hedging a basket credit derivatives, in particular, we are interested in basket default swaps. For the pricing of credit derivatives, we consider a factor Copula approach. Single-name credit default swaps will be chosen as the hedging instruments. The hedging mechanism is tested using simulated data with a given measure. Numerical results reveal the efficiency...
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