This paper re-examines changes in the causal link between money and income in the United States for over the past half century (1959 2014). Three methods for the datadriven discovery of change points in causal relationships are proposed, all of which can be implemented without prior detrending of the data. These methods are a forward recursive algorithm, a recursive rolling algorithm and the ro...

Transportation of cars by sea is mainly performed by specialized vessels. These vessels are purpose built for transporting cars and trucks, but some also transport other rolling equipment (high and heavy) and non-containerized cargo (break bulk). In this paper we introduce a routing and scheduling problem for deployment of the fleet of roll-on roll-off (RoRo) vessels. This problem is based on a...

The offline pickup and delivery problem with time windows (PDPTW) is a classical combinatorial optimization in the transportation community, which has proven to be very challenging computationally. Due complexity of problem, practical instances can solved only via heuristics, trade-off solution quality for computational tractability. Among various common strategy decomposition, that is, reducti...

Many optimal portfolio problems, due to uncertainties with rare occurrences and the need to bypass so-called “end of the world effects” require considering an infinite time horizon. Among these in particular are insurer’s portfolios which may include catastrophic risks such as earthquakes, floods, etc. This paper sets up an approximation framework, and obtains bounds for a class of infinite hor...

there is a complicated relation between cold flat rolling parameters such as effective input parameters of cold rolling, output cold rolling force and exit thickness of strips. in many mathematical models, the effect of some cold rolling parameters has been ignored and the outputs have not a desirable accuracy. in the other hand, there is a special relation among input thickness of strips, the ...