Inexact fuzzy-stochastic mixed integer programming approach for long-term planning of waste management–––Part B: Case study

2009 ◽  
Vol 91 (2) ◽  
pp. 441-460 ◽  
Author(s):  
P. Guo ◽  
G.H. Huang
Keyword(s):  
Integer Programming ◽  
Waste Management ◽  
Mixed Integer Programming ◽  
Mixed Integer ◽  
Programming Approach ◽  
Stochastic Mixed Integer Programming

Mixed integer programming approach for seasonal anomalies in stock markets: A case study for BIST

2018 ◽  
Vol 5 (2) ◽  
pp. 19-28
Author(s):  
Oguzhan Ahmet Arik
Keyword(s):  
Integer Programming ◽  
Mixed Integer Programming ◽  
Stock Prices ◽  
Stock Markets ◽  
Stock Exchange ◽  
Mixed Integer ◽  
Programming Approach ◽  
The Past ◽  
Istanbul Stock Exchange

This paper proposes a mixed integer programming approach for seasonal anomalies in stock markets and presents a case study for the XU030 index in the stock market of Istanbul Stock Exchange (BIST). Stock markets are significant for economies of countries all over the world. Investors get economical wealth or lose some of their investment by selling and buying stocks. Therefore, buying and selling times of stocks are so important. This paper investigates a well-known effect called as ‘Sell in May and Go Away’ by proposing a MIP approach that searches best times for buying and selling of stocks in a year. Furthermore, this paper includes a numerical example of XU030 stock prices for the past 5 years and shows that most of the XU030 stocks have seasonal anomalies.Keywords: First keyword, second keyword, third keyword, forth keyword.

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