A Semi-Markov Dynamic Capital Injection Problem for Distressed Banks

BANKS IN CAPITAL MARKETS: A SURVEY by

Banks are an important source of funding in economies all around the world, making it vital to understand how banks directly and indirectly affect funding through capital markets. Few issues have perhaps been as controversial as the appropriate scope of bank activities and whether banks should participate directly in capital market activities, providing both lending and other services, such as ...

A genetic algorithm for a bi-objective mathematical model for dynamic virtual cell formation problem

Nowadays, with the increasing pressure of the competitive business environment and demand for diverse products, manufacturers are force to seek for solutions that reduce production costs and rise product quality. Cellular manufacturing system (CMS), as a means to this end, has been a point of attraction to both researchers and practitioners. Limitations of cell formation problem (CFP), as one o...

The KTH Visit in Semi-Markov Processes

A Semi-Markov decision problem for proactive and reactive transshipments between multiple warehouses

Lateral transshipments are an effective strategy to pool inventories. We present an exact Semi-Markov decision problem formulation for proactive and reactive transshipments in a multi-location continuous review distribution inventory system with Poisson demand and exponential replenishment lead times. In a numerical study, we investigate the benefits of proactive over different reactive transsh...

A Boosted Semi-Markov Perceptron

This paper proposes a boosting algorithm that uses a semi-Markov perceptron. The training algorithm repeats the training of a semi-Markov model and the update of the weights of training samples. In the boosting, training samples that are incorrectly segmented or labeled have large weights. Such training samples are aggressively learned in the training of the semi-Markov perceptron because the w...