Pub Date : 2022-01-01DOI: 10.1007/978-3-030-98052-8
{"title":"Organizational Management in Post Pandemic Crisis","authors":"","doi":"10.1007/978-3-030-98052-8","DOIUrl":"https://doi.org/10.1007/978-3-030-98052-8","url":null,"abstract":"","PeriodicalId":45245,"journal":{"name":"Industrial Engineering and Management Systems","volume":"22 6 1","pages":""},"PeriodicalIF":0.7,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"76889543","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2021-12-31DOI: 10.7232/iems.2021.20.4.769
R. Subekti, Abdurakhman Abdurakhman, D. Rosadi
{"title":"A Short Review over Twenty Years on the Black- Litterman Model in Portfolio Optimization","authors":"R. Subekti, Abdurakhman Abdurakhman, D. Rosadi","doi":"10.7232/iems.2021.20.4.769","DOIUrl":"https://doi.org/10.7232/iems.2021.20.4.769","url":null,"abstract":"","PeriodicalId":45245,"journal":{"name":"Industrial Engineering and Management Systems","volume":" ","pages":""},"PeriodicalIF":0.7,"publicationDate":"2021-12-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44279223","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2021-12-31DOI: 10.7232/iems.2021.20.4.555
K. Sholpanbaeva, A. A. Apysheva, N. K. Shaikhanova, A. Modenov
{"title":"An Integrated Optimization Model for Medicine Order Distribution and Delivery Problem of Online Pharmacy Based on the Optimal Supply Chain Strategy","authors":"K. Sholpanbaeva, A. A. Apysheva, N. K. Shaikhanova, A. Modenov","doi":"10.7232/iems.2021.20.4.555","DOIUrl":"https://doi.org/10.7232/iems.2021.20.4.555","url":null,"abstract":"","PeriodicalId":45245,"journal":{"name":"Industrial Engineering and Management Systems","volume":" ","pages":""},"PeriodicalIF":0.7,"publicationDate":"2021-12-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43423581","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2021-12-31DOI: 10.7232/iems.2021.20.4.621
Xu Zhang
{"title":"Optimization and Adjustment of Production Process Parameters in Order to Reduce Production Costs and Increase Quality","authors":"Xu Zhang","doi":"10.7232/iems.2021.20.4.621","DOIUrl":"https://doi.org/10.7232/iems.2021.20.4.621","url":null,"abstract":"","PeriodicalId":45245,"journal":{"name":"Industrial Engineering and Management Systems","volume":" ","pages":""},"PeriodicalIF":0.7,"publicationDate":"2021-12-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43836270","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2021-12-31DOI: 10.7232/iems.2021.20.4.529
Valentin Yakovlevich Afanasyev, V. Ukolov, V. Kuzmin
{"title":"A Power Industry Planning Problem in the Workshop Flow System with the Aim of Reducing Energy Consumption and Delay Time","authors":"Valentin Yakovlevich Afanasyev, V. Ukolov, V. Kuzmin","doi":"10.7232/iems.2021.20.4.529","DOIUrl":"https://doi.org/10.7232/iems.2021.20.4.529","url":null,"abstract":"","PeriodicalId":45245,"journal":{"name":"Industrial Engineering and Management Systems","volume":" ","pages":""},"PeriodicalIF":0.7,"publicationDate":"2021-12-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48822946","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2021-12-31DOI: 10.7232/iems.2021.20.4.536
V. Afanasyev, V. Ukolov, N. Lyubimova
{"title":"An Optimal Electronic Project Portfolio under Conditions of Uncertainty and Interactions between Projects","authors":"V. Afanasyev, V. Ukolov, N. Lyubimova","doi":"10.7232/iems.2021.20.4.536","DOIUrl":"https://doi.org/10.7232/iems.2021.20.4.536","url":null,"abstract":"","PeriodicalId":45245,"journal":{"name":"Industrial Engineering and Management Systems","volume":" ","pages":""},"PeriodicalIF":0.7,"publicationDate":"2021-12-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42745133","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2021-12-31DOI: 10.7232/iems.2021.20.4.509
A. Kurilova, Hafis Ahmed Oglu Moldasheva, ElviraIrekovna Abdullina, A.S. Plisova, AntoninaAlexandrovna Arkhipen
{"title":"Production-Distribution Problem Optimization in a Green Closed-Loop Supply Chain","authors":"A. Kurilova, Hafis Ahmed Oglu Moldasheva, ElviraIrekovna Abdullina, A.S. Plisova, AntoninaAlexandrovna Arkhipen","doi":"10.7232/iems.2021.20.4.509","DOIUrl":"https://doi.org/10.7232/iems.2021.20.4.509","url":null,"abstract":"","PeriodicalId":45245,"journal":{"name":"Industrial Engineering and Management Systems","volume":"15 2","pages":""},"PeriodicalIF":0.7,"publicationDate":"2021-12-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41290679","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2021-12-31DOI: 10.7232/iems.2021.20.4.795
B. Almansour
The pandemic of Covid-19 has affected the equity market to become highly volatile. This study aims to investigate the Autoregressive Conditional Heteroskedasticity (ARCH) family models in forecasting the Dow Jones conventional and Islamic indices, and to examine the impact of the Covid-19 pandemic on both the Dow Jones conventional and Islamic indices. This study employs a time series of daily data over the period 2013 to 2021. The results show that the GARCH, TGARCH and EGARCH were the best models in predicting the Dow Jones indices. However, when the data is divided into sub-period, it is found that only TGARCH is the best model in forecasting Dow Jones indices. Interestingly, the findings show that bad and good news can significantly affect the conditional volatility of all Dow Jones conventional and Islamic indices returns. The findings of this study conclude that securities regulation department in the United States of America had captured the influence of corona pandemic. This is mainly because of the strong relationship between the fluctuation of the stock prices and the pandemic itself. Accordingly, the international investors should pay attention to prediction models which offers to utilize these results to adjust their investment counter position for the future volatility and employ hedging strategies during the corona pandemic.
{"title":"The Volatility of Dow Jones Conventional and Islamic Indices: Does Covid-19 Pandemic Matter?","authors":"B. Almansour","doi":"10.7232/iems.2021.20.4.795","DOIUrl":"https://doi.org/10.7232/iems.2021.20.4.795","url":null,"abstract":"The pandemic of Covid-19 has affected the equity market to become highly volatile. This study aims to investigate the Autoregressive Conditional Heteroskedasticity (ARCH) family models in forecasting the Dow Jones conventional and Islamic indices, and to examine the impact of the Covid-19 pandemic on both the Dow Jones conventional and Islamic indices. This study employs a time series of daily data over the period 2013 to 2021. The results show that the GARCH, TGARCH and EGARCH were the best models in predicting the Dow Jones indices. However, when the data is divided into sub-period, it is found that only TGARCH is the best model in forecasting Dow Jones indices. Interestingly, the findings show that bad and good news can significantly affect the conditional volatility of all Dow Jones conventional and Islamic indices returns. The findings of this study conclude that securities regulation department in the United States of America had captured the influence of corona pandemic. This is mainly because of the strong relationship between the fluctuation of the stock prices and the pandemic itself. Accordingly, the international investors should pay attention to prediction models which offers to utilize these results to adjust their investment counter position for the future volatility and employ hedging strategies during the corona pandemic.","PeriodicalId":45245,"journal":{"name":"Industrial Engineering and Management Systems","volume":" ","pages":""},"PeriodicalIF":0.7,"publicationDate":"2021-12-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45506118","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2021-12-31DOI: 10.7232/iems.2021.20.4.782
La Gubu, D. Rosadi, Abdurakhman Abdurakhman
{"title":"A New Approach for Robust Mean-Variance Portfolio Selection Using Trimmed k-Means Clustering","authors":"La Gubu, D. Rosadi, Abdurakhman Abdurakhman","doi":"10.7232/iems.2021.20.4.782","DOIUrl":"https://doi.org/10.7232/iems.2021.20.4.782","url":null,"abstract":"","PeriodicalId":45245,"journal":{"name":"Industrial Engineering and Management Systems","volume":" ","pages":""},"PeriodicalIF":0.7,"publicationDate":"2021-12-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41456744","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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