arXiv subjects

Martin G. Ravetti

Publications and source records attributed to Martin G. Ravetti.

3 recordsLinked to original sources

arXiv2018

A hybrid Lagrangean metaheuristic for the two-machine cross-docking flow shop scheduling problem

Cross-docking is a logistics strategy that minimizes the storage and picking functions of conventional warehouses. The objective is to unload the cargo from inbound trucks and directly load it into outbound trucks, with little or no storage. The success of the strategy depends on an efficient transshipment operation. This work undertakes a study of truck scheduling in a cross-docking center. The problem is modeled as a two-machine flow shop scheduling problem with precedence constraints, with the objective of minimizing the makespan. The proposed method is based on a Lagrangean relaxation solved by a Volume algorithm over a time-indexed formulation. We use polynomial time heuristics for generating efficient upper and lower bounds in a computationally efficient time, outperforming current results in the literature for small and large size instances.

math.OC↗

arXiv2017

Quantifying instabilities in Financial Markets

Financial global crisis has devastating impacts to economies since early XX century and continues to impose increasing collateral damages for governments, enterprises, and society in general. Up to now, all efforts to obtain efficient methods to predict these events have been disappointing. However, the quest for a robust estimator of the degree of the market efficiency, or even, a crisis predictor, is still one of the most studied subjects in the field. We present here an original contribution that combines Information Theory with graph concepts, to study the return rate series of 32 global trade markets. Specifically, we propose a very simple quantifier that shows to be highly correlated with global financial instability periods, being also a good estimator of the market crisis risk and market resilience. We show that this estimator displays striking results when applied to countries that played central roles during the last major global market crisis. The simplicity and effectiveness of our quantifier allow us to anticipate its use in a wide range of disciplines.

q-fin.ST↗

arXiv2015

Information Theory Perspective on Network Robustness

A crucial challenge in network theory is the study of the robustness of a network after facing a sequence of failures. In this work, we propose a dynamical definition of network's robustness based on Information Theory, that considers measurements of the structural changes caused by failures of the network's components. Failures are defined here, as a temporal process defined in a sequence. The robustness of the network is then evaluated by measuring dissimilarities between topologies after each time step of the sequence, providing a dynamical information about the topological damage. We thoroughly analyze the efficiency of the method in capturing small perturbations by considering both, the degree and distance distributions. We found the network's distance distribution more consistent in capturing network structural deviations, as better reflects the consequences of the failures. Theoretical examples and real networks are used to study the performance of this methodology.

physics.soc-ph↗