Zuhaimy Ismail | Searcharxiv

arXiv2016

Foreign Exchange Market Performance: Evidence from Bivariate Time Series Approach

There are many studies dealing with the analysis of similarity among currencies in foreign exchange market by using network analysis approach. In those studies, each currency is represented by a univariate time series of exchange rate return. This is the standard practice to analyze the underlying information in the foreign exchange market. In this paper, Escoufier's RV coefficient is applied to measure the similarity among currencies where each of them is represented by bivariate time series. Based on that coefficient, we analyze the topological structure of the currencies. An example of FOREX analysis will be presented and discussed to illustrate the advantages of RV coefficient.

q-fin.ST↗

arXiv2012

A Scheduling Problem for Hospital Operating Theatre

This paper provides a classification of real scheduling problems. Various ways have been examined and described on the problem. Scheduling problem faces a tremendous challenges and difficulties in order to meet the preferences of the consumer. Dealing with scheduling problem is complicated, inefficient and time-consuming. This study aims to develop a mathematical model for scheduling the operating theatre during peak and off peak time. Scheduling problem is a well known optimization problem and the goal is to find the best possible optimal solution. In this paper, we used integer linear programming technique for scheduling problem in a high level of synthesis. In addition, time and resource constrained scheduling was used. An optimal result was fully obtained by using the software GLPK/AMPL. This model can be adopted to solve other scheduling problems, such as the Lecture Theatre, Cinemas and Work Shift.

math.OC↗