We investigate the optimal portfolio deleveraging (OPD) problem with permanent and temporary price impacts, where objective is to maximize equity while meeting a prescribed debt/equity requirement. take real situation cross impact among different assets into consideration. The resulting is, however, nonconvex quadratic program constraint box constraint, which known be NP-hard. In this paper, we...

This article is devoted to the study of certain stages transport enterprises operation processes. The subject consideration technological processes production a type products at single enterprise during process in mechanical assembly shop. To fully represent and all factors influence, was considered as human-machine system further, research, an analysis structure principles its carried out. pro...