scholarly journals Utilization of the spare capacity of exclusive bus lanes based on a dynamic allocation strategy

2014 ◽  
Author(s):  
X. Wang ◽  
Q. Li
2020 ◽  
Vol 18 (3) ◽  
pp. 52
Author(s):  
Marcelo Lewin ◽  
Carlos Heitor Campani

<p>We propose a dynamic allocation strategy for an investor which considers three unobservable economic regimes, which we estimate using returns on five Brazilian asset classes. The strategy is based on an approximate analytical solution of a realistic configuration of the economy. The out-of-sample performance exceeds those of every benchmark we consider in 6 out of 10 years, with a weekly average return significantly higher than any benchmark at the usual confidence levels. From 2010 to 2019, our strategy achieves an average return of 21.6% per annum against, for example, 9.8% p.a. of the CDI and 4.7% p.a. of the Ibovespa. In particular, a comparative analysis makes clear how important it is to include multiple regimes in portfolio allocation.</p>


2020 ◽  
Vol 13 (6) ◽  
pp. 2201-2213 ◽  
Author(s):  
Xiang Wu ◽  
Huanhuan Wang ◽  
Wei Tan ◽  
Dashun Wei ◽  
Minyu Shi

2003 ◽  
Vol 8 (4) ◽  
pp. 1061-1064
Author(s):  
Zhu Fu-xi ◽  
Fu Jian-ming ◽  
Wu Chan-le ◽  
Cao Zheng

2020 ◽  
Vol 1575 ◽  
pp. 012031
Author(s):  
Xinsheng Zhou ◽  
Lili Zhao ◽  
Pengpeng Yu ◽  
Qicai Dong ◽  
Juan Yang ◽  
...  

2012 ◽  
Vol 472-475 ◽  
pp. 526-532
Author(s):  
Wei Yan ◽  
Yuan Jiang ◽  
Jun Liang He

A rolling-horizon approach was proposed, which aims at the problem of sidings allocation for automated container yard stacking system designed and invented by ZPMC. The dynamic allocation model using objective programming was initially developed for sidings allocation. The model objective function was subject to the minimization of the total job waiting time. Furthermore A* search algorithm was employed for solving the model, which can return optimal solutions. Finally an actual case was firstly studied to illustrate the proposed approach for sidings allocation strategy, and then verified the validity and usefulness of this model and algorithm.


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