An analysis of lead-lag structures using a frequency domain approach: empirical evidence from the Finnish and Swedish stock markets

Article Abstract:

A study was conducted on the lead and lag structures of the Finnish and Swedish stock markets. Univariate spectral and cross-spectral analysis were used to study the spectral characteristics of the two Nordic markets. Results showed that the Swedish stock market's return series is more volatile than its Finnish counterpart, particularly during the initial part of the observation period. Major differences between the spectra of the two markets were observed in higher frequencies corresponding to one-week lags or less.

Finland, Analysis, Sweden, Stock-exchange, Stock exchanges, Securities, Return on investment, Rate of return

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Failure rate distributions for flexible manufacturing systems: an empirical study

Article Abstract:

A study on flexible manufacturing systems presents a description of failure and repair rate characteristics along with distribution data for a typical FMS being employed in a mid-western US production plant. One objective of the study is to help researchers and managers grasp the complex reality of failures and repairs in highly integrated, advanced technological systems including flexible manufacturing systems. Experimental methods and results are discussed.

Case studies, Manufacturing processes, Manufacturing, Flexible manufacturing systems, Production engineering research, System failures (Engineering)

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A simulated annealing heuristic for the one-dimensional cutting stock problem

Article Abstract:

A simulated annealing (SA) algorithm for the solving an integer linear programming model of a one-dimensional cutting stock problem is developed. The model incorporates the stocking limits of different roll sizes and fixed-charge criteria while the cutting stock algorithm is classified into three phases. It is shown that the new approach outperforms an existing SA-based methodology by providing more accurate solutions in less time.

Models, Simulated annealing (Mathematics)

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