arXiv subjects

Alexander Eckrot

Publications and source records attributed to Alexander Eckrot.

2 recordsLinked to original sources

arXiv2017

A simulated annealing approach to optimal storing in a multi-level warehouse

We propose a simulated annealing algorithm specifically tailored to optimise total retrieval times in a multi-level warehouse under complex pre-batched picking constraints. Experiments on real data from a picker-to-parts order picking process in the warehouse of a European manufacturer show that optimal storage assignments do not necessarily display features presumed in heuristics, such as clustering of positively correlated items or ordering of items by picking frequency. In an experiment run on more than 4000 batched orders with 1 to 150 items per batch, the storage assignment suggested by the algorithm produces a 21\% reduction in the total retrieval time with respect to a frequency-based storage assignment.

cs.AI↗

arXiv2015

Cross correlations in European government bonds and EuroStoxx

We use principle component analysis (PCA) of cross correlations in European government bonds and European stocks to investigate the systemic risk contained in the European economy. We tackle the task to visualize the evolution of risk, introducing the conditional average rolling sum (CARS). Using this tool we see that the risk of government bonds and stocks had an independent movement. But in the course of the European sovereign debt crisis the coupling between bonds and stocks has strongly ncreased. This results in an in-phase oscillation of risk for both markets since mid 2010. In our data, we observe a steep amplitude increase, suggesting a high vulnerability of the two coupled systems.

q-fin.ST↗