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Wyszukujesz frazę "Baig, Sajjad Ahmad" wg kryterium: Autor


Wyświetlanie 1-2 z 2
Tytuł:
Optimization of Aggregate Production Planning Problems with and without Productivity Loss using Python Pulp Package
Autorzy:
Rehman, Hakeem Ur
Ahmad, Ayyaz
Ali, Zarak
Baig, Sajjad Ahmad
Manzoor, Umair
Powiązania:
https://bibliotekanauki.pl/articles/2023845.pdf
Data publikacji:
2021-12
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
aggregate production planning
productivity
Python PuLP
optimization
Opis:
Traditionally the aggregate production plan helps in determining the inventory, production, and work-force, based on the demand forecasts without considering the productivity loss at a tactical level in supply chain planning. In this paper, we include the productivity loss into traditional aggregate production plan and the prescriptive analytics technique, linear programming, is used to solve this problem of practical interest in the domain of multifarious businesses and industries. In this study, we discussed two model variations of the aggregate production planning problem with and without productivity loss, i) fixed work-force, and ii) variable Work Force. The mathematical models were designated to be solved by using an open-source python pulp package in order to evaluate the impacts of the productivity loss on both the models. PuLP is an open-source modeling framework provided by the COIN-OR Foundation (Computational Infrastructure for Operations Research) for linear and integer Programing problems written in Python. The computational results indicate that the productivity loss has direct impact on the workforce hiring and firing.
Źródło:
Management and Production Engineering Review; 2021, 14, 4; 38-44
2080-8208
2082-1344
Pojawia się w:
Management and Production Engineering Review
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
The volatility of bank stock prices and macroeconomic fundamentals in the Pakistani context: an application of GARCH and EGARCH models
Autorzy:
Mohsin, Muhammad
Naiwen, Li
Zia-UR-Rehman, Muhammad
Naseem, Sobia
Baig, Sajjad Ahmad
Powiązania:
https://bibliotekanauki.pl/articles/19233590.pdf
Data publikacji:
2020
Wydawca:
Instytut Badań Gospodarczych
Tematy:
bank stock return
OLS-HAC
GARCH
EGARCH
Opis:
Research Background: The banking sector plays a crucial role in the world's economic development. This research paper evaluates the volatility spillover, symmetric, and asymmetric effects between the macroeconomic fundamentals, i.e., market risks, interest rates, exchange rates, and bank stock returns, for the listed banks of Pakistan. Purpose of the article: The main purpose of this study is to examine the volatility of Pakistani banking stock returns due to the influence of market risk, interest rates, and exchange rates. Pakistan is selected for the study because the volatility of its banking stock returns is strongly influential in achieving sustainable economic development. Methods: By applying the OLS with the Heteroskedasticity and Autocorrelation Consistent (HAC) covariance matrix, the GARCH (1, 2), and the EGARCH (1, 1), analysis is conducted for the period from January 1, 2009 to December 31, 2019 using samples of 13 listed banks. Findings & Value added: The ARCH parameter is significant in the OLS with the HAC covariance matrix estimation, which is a clear indication of the existence of heteroskedasticity in the squared residuals and the inaccuracy of the OLS with the HAC covariance matrix. The results of the OLS with the HAC covariance matrix suggest using the GARCH model family to accurately measure the volatility of bank stock prices. The results of the mean equation in the GARCH (1, 2) and EGARCH (1, 1) indicate the positive significance of market risk and the low significance of interest and exchange rates, confirming that market returns strongly affect the sensitivity of bank stock returns compared to interest and exchange rates. It should be noted that the ARCH (α) and GARCH (β) parameters of the variance equation fulfill the non-negative conditions of the GARCH model. Furthermore, the leverage parameter (λ) is found to be positively significant for all banks, and volatility is found to be influenced by positive shocks compared to negative shocks. Conclusively, it can be stated that market returns determine the dynamics of the conditional returns of bank stocks. Nevertheless, the interest and exchange rate volatilities determine the conditional bank stock returns' volatility.
Źródło:
Oeconomia Copernicana; 2020, 11, 4; 609-636
2083-1277
Pojawia się w:
Oeconomia Copernicana
Dostawca treści:
Biblioteka Nauki
Artykuł
    Wyświetlanie 1-2 z 2

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