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José Euclides de Melo Ferraz,Christian Johannes Zimmer
Pág. pp. 195 - 221
In this article we propose a new way to include transaction costs into a mean-variance portfolio optimization. We consider brokerage fees, bid/ask spread and the market impact of the trade. A pragmatic algorithm is proposed, which approximates the optima...
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Yolanda Stander,Daniël Marais,Ilse Botha
AbstractA new approach is proposed to identify trading opportunities in the equity market by using the information contained in the bivariate dependence structure of two equities. The relationships between the equity pairs are modelled with bivariate cop...
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Silvia Andrés González-Moralejo
Pág. 265 - 278
In this paper, we analyze the current Spanish tariff system as applied by low-temperature distribution companies on transport in part loads of perishable freight that are destined to Spain?s main European export markets. Using 2008 data that have been di...
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Sabastine Mushori,Delson Chikobvu
Pág. 256 - 264
A dynamic stochastic methodology in optimal portfolio selection that maximizes investment opportunities and minimizes maximum downside risk while taking into account implicit transaction costs incurred in initial trading and in subsequent rebalancing of ...
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Mitra Kamidelivand, Peter Deeney, Fiona Devoy McAuliffe, Kevin Leyne, Michael Togneri and Jimmy Murphy
This paper has developed an operation and maintenance (O&M) model for projected 20 MW tidal stream farm case studies at two sites in the northeast Atlantic in France and at EMEC?s Fall of Warness site in the UK. The annual energy production, number o...
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Jimyong Kim, Sangguk Yum, Seunghyun Son, Kiyoung Son and Junseo Bae
Educational facilities hold a higher degree of uncertainty in predicting maintenance and repair costs than other types of facilities. Moreover, achieving accurate and reliable maintenance and repair costs is essential, yet very little is known about a ho...
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Aynaz Biniyaz, Behnam Azmoon, Ye Sun and Zhen Liu
Subsurface drainage has been widely accepted to mitigate the hazard of landslides in areas prone to flooding. Specifically, the use of drainage wells with pumping systems has been recognized as an effective short-term solution to lower the groundwater ta...
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Michal Juszczyk
The completion of a bridge construction project within budget is one of the project?s key factors of success. This prerequisite is more likely to be achieved if the cost estimates, especially those provided in the early stage of a project, are realistic ...
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Svitlana Onysh?henko,Alla Bondar,Vera Andrievska,Nadiia Sudnyk,Oleh Lohinov
Pág. 33 - 42
The study addresses the task on determining the optimal road map for the enterprise development ? the choice of the sequence of projects and their parameters, which would ensure the achievement of the goal taking into consideration the basic requirements...
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Paidamwoyo Mhangara, Willard Mapurisa and Naledzani Mudau
Nanosatellites are increasingly being used in space-related applications to demonstrate and test scientific capability and engineering ingenuity of space-borne instruments and for educational purposes due to their favourable low manufacturing costs, chea...
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Lingbo Nan, Yumeng Wang, Diyi Chen, Weining Huang, Zuchao Zhu and Fusheng Liu
Traditional centrifugal pump performance prediction (CPPP) employs the semi-theoretical and semi-empirical approaches; however, it can lead to many prediction errors. Considering the superiority of deep learning when applied to nonlinear systems, in this...
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Luis Bañón, José Ignacio Pagán, Isabel López, Carlos Banon and Luis Aragonés
In the past few years, unmanned aerial systems (UAS) have achieved great popularity for civil uses. One of the present main uses of these devices is low-cost aerial photogrammetry, being especially useful in coastal environments. In this work, a high-res...
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Haifeng Zhang, Feng Gao, Jiang Wu, Kun Liu and Xiaolin Liu
Wind Power Producers (WPPs) seek to maximize profit and minimize the imbalance costs when bidding into the day-ahead market, but uncertainties in the hourly available wind and forecasting errors make the bidding risky. This paper assumes that hourly wind...
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Ime Johnson Ikpo
Pág. pp. 40 - 44
This paper investigated the variability levels of prime cost sums in building projects in order to establish the reliability of such estimates in bills of quantities. It involved a purposive sampling of forty-six executed projects in South-western Nigeri...
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Jingxiong Lei, Xuzhi Liu, Haolang Yang, Zeyu Zeng and Jun Feng
High-resolution remote sensing images (HRRSI) have important theoretical and practical value in urban planning. However, current segmentation methods often struggle with issues like blurred edges and loss of detailed information due to the intricate back...
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Fernando Ferreira Lima dos Santos and Farzaneh Khorsandi
All-Terrain Vehicles (ATVs) are popular off-road vehicles in the United States, with a staggering 10.5 million households reported to own at least one ATV. Despite their popularity, ATVs pose a significant risk of severe injuries, leading to substantial ...
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Dan Parsons, Jason Ryan, Michael Malouf and Wayne Martin
Wildlife strikes in aviation represent a serious economic concern; however, in some jurisdictions, the costs associated with this phenomenon are not collected or shared. This hampers the industry?s ability to quantify the risk and assess the potential be...
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Xu Chen, Shaohua Wang, Huilai Li, Fangzheng Lyu, Haojian Liang, Xueyan Zhang and Yang Zhong
The ability to quickly calculate or query the shortest path distance between nodes on a road network is essential for many real-world applications. However, the traditional graph traversal shortest path algorithm methods, such as Dijkstra and Floyd?Warsh...
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Shokri Amzin
Combustible carbon-based energy is still prevailing as the world?s leading energy due to its high energy density. However, the oxidation of these hydrocarbons disturbs the natural carbon cycle greatly by increasing greenhouse gases. As emission legislati...
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Dinghuan Yuan, Yung Yau, Wenyi Lin and Jianxin Cheng
A well-designed institutional arrangement for urban village redevelopment projects (UVRPs) must consider transaction costs, but academic papers discussing it from the perspective of transaction cost economics are lacking. This paper applies theory of tra...
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