Systems Engineering —Theory & Practice 2009 Issue 8 Minimum variance hedge ratio based on Copula

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Systems Engineering —Theory & Practice
1000-6788
2009 Issue 8

Minimum variance hedge ratio based on Copula
WANG Yu-gang;CHI Guo-tai;YANG Wan-wu

..............page:1-10

Accuracy analysis of forecasting crude oil spot prices using futures prices
CHENG Gang;ZHANG Xun;WANG Shou-yang

..............page:11-18

Collection pricing decision in a remanufacturing system considering random yield and random demand
LI Xiang;LI Yong-jian;CAI Xiao-qiang

..............page:19-27

Closed-loop supply chain game models with product remanufacturing
YI Yu-yin

..............page:28-35

xi tong gong cheng li lun yu shi jian tou gao xu zhi

..............page:封底

Robust fault detection for continuous stochastic systems subject to sensor saturation
CHEN Zhi-sheng;LI Yong-gang

..............page:111-116

Multi-objective flexible Job-shop scheduling problem in steel tubes production
LI Lin;HUO Jia-zhen

..............page:117-126

Parallel and integrated simulation of human-task interaction
DONG Sheng-ping;HU Bin

..............page:127-133

Optimization algorithm based on decomposition for satellites observation scheduling problem
LI Ju-fang;BAI Bao-cun;CHEN Ying-wu;HE Ren-jie

..............page:134-143

Strongest association rules mining for personalized recommendation
LI Jie;XU Yong;WANG Yun-feng;ZHU zhao-xian

..............page:144-152

Quantitative HAZOP analysis for gas turbine compressor unit based on fuzzy information fusion theory
HU Jin-qiu;ZHANG Lai-bin;LIANG Wei;WANG Zhao-hui

..............page:153-159

Grey opposite-direction accumulated generating and optimization of GOM(1,1)model
YANG Zhi;REN Peng;DANG Yao-guo

..............page:160-164

Deficiency of the smoothness condition and its remedy
WEI Yong;HU Da-hong

..............page:165-170

Travel time reliability in urban arterial networks
ZHANG Yong;BAI Yu;YANG Xiao-guang

..............page:171-176

Inequality problems of dynamic user optimal assignment
LIAN Ai-ping;GAO Zi-you;REN Hua-ling

..............page:177-184

Assign problem of container yard section based on mixed storage model
TAO Jing-hui;WANG Min

..............page:185-192

Experimental design for split-plot with related factors
HE Zhen;LIANG Zhao-lei

..............page:56-63

Economic growth with land factors in New-Classical Theory
WU Kang-ping;YANG Wan-li

..............page:50-55

Impact of trust and relationship commitment among supply chain partners on information sharing and operational performance
YE Fei;XU Xue-jun

..............page:36-49

Design of accelerated degradation tests with several stresses based on Wiener process
PAN Zheng-qiang;ZHOU Jing-lun;PENG Bao-hua

..............page:64-71

Hyper-graph common data model for equipment lifecycle information integration
WANG Bo;GUO Bo

..............page:72-80

Vehicle routing problems with time windows and stochastic times:Models & algorithm
LI Xiang-yong;TIAN Peng

..............page:81-90

Modeling the inheritance and variation based on the fractal for techno-innovation network structure:Viewpoint of integrating time with hierarchy
JIANG Jun-feng

..............page:91-101

Game-theory-based robust-enhanced model for resource allocation in computational grids
HU Zhou-jan;HU Zhi-gang;DING Chang-song

..............page:102-110