Microgrid works as a local energy provider for domestic buildings to reduce energy expenses and gas emissions by utilising distributed energy resources (DERs). The rapid advances in computing and communication capabilities enable the concept smart buildings become possible. Most energy-consuming household tasks do not need to be performed at specific times but rather within a preferred time. If...

A general parametric framework based on the generalized Student t distribution is developed for pricing S&P500 options. Higher order moments in stock returns as well as time-varying volatility are priced. An important computational advantage of the proposed framework over Monte Carlo-based pricing methods is that options can be priced using one-dimensional quadrature integration. The empirical ...

Under the assumption of normally distributed returns, we analyze whether the Cumulative Prospect Theory of Tversky and Kahneman (1992) is consistent with the Capital Asset Pricing Model. We find that in every financial market equilibrium the Security Market Line Theorem holds. However, under the specific functional form suggested by Tversky and Kahneman (1992) financial market equilibria do not...

Thispaper improves a previously proposed scheduling algorithm that is responsible to share the allocated capacity to the uplink traffic of an integrated satellite and WiMAX network. The target of this improvement is to schedule traffic of real time connections based on Quality of Experience (QoE) metrics. After a bibliographic search on QoE metrics, the FC-MDI (Frame Classification-Media Delive...

Cloud computing is a model for convenient on-demand user’s access to changeable and configurable computing resources such as networks, servers, storage, applications, and services with minimal management of resources and service provider interaction. Task scheduling is regarded as a fundamental issue in cloud computing which aims at distributing the load on the different resources of a distribu...

This paper addresses a routing and scheduling problem from two different perspectives: economic environmental. From perspective, we aim to optimize the vehicle plan reduce operating cost, but environmental speed decisions carbon emissions. research can provide decision plans under these perspectives, comparison of results perspectives will be very meaningful helpful logistics decision-makers. W...

one of the main challenges for manufacturers in production systems on order is balancing between orders, inputs and limited resources. hence, they have to choose some orders and reject the others. in addition, work schedule must be considered in order acceptance. in this research the integrated problem of scheduling and order acceptance in a no wait flexible flow line production system is discu...