http://www.upv.es/deioac/Investigacion/revision.pdf

The hybrid flow shop scheduling problem

Review: Review and classification of hybrid flow shop scheduling problems from a production system and a solutions procedure perspective

This paper reviews statistical methods for analyzing output data from computer simulations. First, it focuses on the estimation of steady-state system parameters. The estimation techniques include the replication/deletion approach, the regenerative method, the batch means method, and methods based on standardized time series. Second, it reviews recent statistical procedures to find the best system among a set of competing alternatives.

Proceedings of the 2000 winter simulation conference

Measuring and improving the efficiency of the Chinese commercial banking system has recently attracted increasing interest. Few studies, however, have adopted the two-stage network DEA to explore this issue in the Chinese context. Because the entire operational process of the banking system could be divided into two sub-processes (deposit producing and profit earning), the evaluation of the sub-process efficiencies could be used to assist in identifying the sources of the inefficiency of the entire banking system. In this study, we utilize the network DEA approach to disaggregate, evaluate and test the efficiencies of 16 major Chinese commercial banks during the third round of the Chinese banking reform period (2003–2011) with the variable returns to scale setting and the consideration of undesirable/bad output. The main findings of this study are as follows: (i) the two-stage DEA model is more effective than the conventional black box DEA model in identifying the inefficiency of banking system, and the inefficiency of the Chinese banking system primarily results from the inefficiency of its deposit producing sub-process; (ii) the overall efficiency of the Chinese banking system improves over the study period because of the reform; (iii) the state-owned commercial banks (SOBs) appear to be more overall efficient than the joint-stock commercial banks (JSBs) only in the pre-reform period, and the efficiency difference between the SOBs and the JSBs is reduced over the post-reform period; (iv) the disposal of non-performing loans (NPLs) from the Chinese banking system in general explains its efficiency improvement, and the joint-equity reform of the SOBs specifically increases their efficiencies.

Efficiency measures of the Chinese commercial banking system using an additive two-stage DEA

An MCDM approach to portfolio optimization

In recent years, SN ratio has come into use in areas of design and development. It is desirable as the SN ratio is defined to find the solution with the smallest scatter. However, it can not be applied to every case. In design of parameters by Taguchi method, decision based on the SN ratio may cause some problems. Observation of experiment varies due to the sampling error even if it is sampled from the same population. And the SN ratio calculated from samples varies, too. When judged only by the SN ratio of the experiment result, it has the danger to end up unacceptable as the desired optimal condition. The failure to locate the optimal condition can be prevented when the amount of influence to the SN ratio by sampling error is estimated quantitatively. We analyze the characteristics of the behavior of SN ratio, and propose an improved procedure to determine the optimal parameters.

Hiroshi Morita

Papers

Optimal Factor-Level Condition in Parameter Design by Using Static SN Ratio