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implied volatilitiesoption pricesinformation contentarch modelsvolatility informationindex returnsmodel freeshare pricerisk neutralstock returnslong memoryoption pricing theorycontent impliedfree volatilityforecasting modelvolatility expectationsrealized volatilityincremental informationindex volatilityprice dynamicstime series analysiscapital incomemarket dependencevolatilities modelexchange ratetime seriesforeign exchangesamp indexarch modelvolatility estimatesminute returns
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Years of publications: 1944 - 2025

92 records from EconBiz based on author Name Information logo


1. Operational Research : methods and applications

Petropoulos, Fotios; Laporte, Gilbert; Aktas, Emel; Alumur, Sibel A.; Archetti, Claudia; Ayhan, Hayriye; Battarra, Maria; Bennell, Julia A.; Bourjolly, Jean-Marie; Boylan, John Edward; Breton, Michèle; Canca, David; Charlin, Laurent; Chen, Bo; Cicek, Cihan Tugrul; Cox, Louis A.; Currie, Christine S. M.; Demeulemeester, Erik; Ding, Li; Disney, Stephen M.; Ehrgott, Matthias; Eppler, Martin J.; Erdoğan, Güneş; Fortz, Bernard; Franco, L. Alberto; Frische, Jens; Greco, Salvatore; Gregory, Amanda J.; Hämäläinen, Raimo P.; Herroelen, Willy S.; Hewitt, Mike; Holmström, Jan; Hooker, John; Işık, Tuğçe; Johnes, Jill; Kara, Bahar Y.; Karsu, Özlem; Kent, Katherine; Köhler, Charlotte; Kunc, Martin; Kuo, Yong-Hong; Letchford, Adam N.; Leung, Janny; Li, Dong; Li, Haitao; Lienert, Judit; Ljubić, Ivana; Lodi, Andrea; Lozano, Sebastián; Lurkin, Virginie; Martello, Silvano; McHale, Ian; Midgley, Gerald; Morecroft, John D.W.; Mutha, Akshay; Oğuz, Ceyda; Petrovic, Sanja; Pferschy, Ulrich; Psaraftis, Harilaos N.; Rose, Sam; Saarinen, Lauri; Salhi, Saïd; Song, Jing-Sheng; Sotiros, Dimitrios; Stecke, Kathryn E.; Strauss, Arne; Tarhan, İstenç; Thielen, Clemens; Toth, Paolo; Van Woensel, Tom; Vanden Berghe, Greet; Vasilakis, Christos; Vaze, Vikrant; Vigo, Daniele; Virtanen, Kai; Wang, Xun; Weron, Rafał; White, Leroy; Yearworth, Mike; Yıldırım, E. Alper; Zaccour, Georges; Zhao, Xuying;
2024
Type: Aufsatz in Zeitschrift; Article in journal;
Availability: Link Link

2. Truck driver scheduling with interdependent routes and working time constraints

abstract

In transportation and logistic applications, scheduling hours of service for multiple, interdependent truck drivers to ensure compliance with regulatory resting requirements and service time windows is an extremely challenging task. Models previously designed to schedule truck drivers with interdependent routes have been capable of capturing such scenarios. However, until now, there has been no efficient way to schedule drivers when facing multiple types of interdependency constraints. To overcome this challenge, we introduce properties of truck driver schedules under working time constraints for single-day journeys. A two-stage algorithm exploits these properties to quickly produce schedules for a large number of truck routes. The algorithm minimizes the latest completion time of multiple truck schedules while ensuring that all drivers can complete their route with sufficient recovery periods and within their working hours. Computational experiments demonstrate the superiority of the approach compared to both existing algorithms and a mathematical programming approach.

Sartori, Carlo S.; Smet, Pieter; Vanden Berghe, Greet;
2022
Type: Aufsatz in Zeitschrift; Article in journal;
Availability: The PDF logo Link

3. The exam location problem : mathematical formulations and variants

Çalık, Hatice; Wauters, Tony; Vanden Berghe, Greet;
2024
Type: Aufsatz in Zeitschrift; Article in journal;
Availability: Link Link

4. Truck scheduling in tank terminals

abstract

Tank terminals play a significant role in the storage and international transportation of goods such as liquids and gases. This paper focuses on a real-world problem where trucks must be assigned to loading stations which connect to tanks containing the product to (un)load. The typically limited operational space results in a specific type of blocking where trucks may be blocked not only at their assigned loading station, but also on their way towards it. The difficulty of fully understanding the repercussions of scheduling trucks to certain loading positions makes it extremely challenging for human operators to schedule trucks efficiently. The problem is contrasted against a range of active problems from the scheduling literature in order to establish its unique scientific merit. We provide a mixed integer programming formulation for this problem and a heuristic approach. The heuristic outperforms an estimation of the dispatching rules currently enforced by terminals, thereby providing such terminals with a practical tool for optimizing their operations. Moreover, in order to stimulate further research, a set of instances derived from real-world data has been made publicly available.

Van den Bossche, Thomas; Çalık, Hatice; Jacobs, Evert-Jan; Toffolo, Túlio A.M.; Vanden Berghe, Greet;
2020
Type: Aufsatz in Zeitschrift; Article in journal;
Availability: The PDF logo Link
Citations: 2 (based on OpenCitations)

5. The Vessel Swap-Body Routing problem

Martins Santos Gandra, Vinícius; Çalık, Hatice; Toffolo, Túlio A. M.; Carvalho, Marco Antonio Moreira de; Vanden Berghe, Greet;
2022
Type: Aufsatz in Zeitschrift; Article in journal;
Availability: Link

6. Special issue: advances in the practice and theory of automated timetabling, part 2

Özcan, Ender; De Causmaecker, Patrick; Vanden Berghe, Greet;
2022
Type: Aufsatzsammlung; Beiträge ; Einzelbeiträge; Sammelwerk ;
Availability: Link

7. Scheduling truck drivers with interdependent routes under European Union regulations

Sartori, Carlo S.; Smet, Pieter; Vanden Berghe, Greet;
2022
Type: Aufsatz in Zeitschrift; Article in journal;
Availability: Link
Citations: 4 (based on OpenCitations)

8. Special issue: advances in the practice and theory of automated timetabling, part 1

Özcan, Ender; De Causmaecker, Patrick; Vanden Berghe, Greet;
2022
Type: Aufsatzsammlung; Beiträge ; Einzelbeiträge; Sammelwerk ;
Availability: Link

9. Advances in the practice and theory of automated timetabling

Özcan, Ender; De Causmaecker, Patrick; Vanden Berghe, Greet;
2022
Type: Aufsatz in Zeitschrift; Article in journal;
Availability: The PDF logo Link

10. Cargo securing under multi-drop and axle weight constraints

Çalık, Hatice; Juwet, Marc; Yaman, Hande; Berghe, Greet Vanden;
2023
Type: Aufsatz in Zeitschrift; Article in journal;
Availability: Link
Citations: 1 (based on OpenCitations)

The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata

Stephen Taylor


Alternative spellings:
S. J. Taylor
S.J. Taylor

B: 1954
Biblio: Wirtschaftsmathematiker; tätig am Dep. of Accounting and Finance, Univ. of Lancaster, UK; tätig an der School of Management and Consumer Studies, Univ. of Dundee
Place of Activity: Lancaster
Place of Activity: Dundee

Profession

  • Economist
  • Wirtschaftsmathematiker
  • External links

  • Gemeinsame Normdatei (GND) im Katalog der Deutschen Nationalbibliothek
  • Open Researcher and Contributor ID (ORCID)
  • Wikipedia (English)
  • NACO Authority File
  • Virtual International Authority File (VIAF)
  • Wikidata
  • International Standard Name Identifier (ISNI)

  • Google Scholar logo Google Scholar
    ORCID logo ORCID
    Scopus logo Scopus Preview

    Publishing years

    1
      2023
    1
      2021
    2
      2020
    5
      2019
    3
      2014
    2
      2013
    4
      2010
    4
      2009
    5
      2008
    6
      2007
    1
      2006
    2
      2005
    2
      2004
    2
      2003
    2
      2002
    10
      2001
    1
      2000
    4
      1998
    2
      1997
    1
      1996
    1
      1995
    3
      1994
    2
      1992
    1
      1989
    1
      1988
    1
      1987
    1
      1986
    1
      1985

    Series

    1. Working paper / Centre for Financial Research (2)
    2. Discussion paper / the Pensions Institute, Birkbeck College, University of London (2)
    3. EFA 2008 Athens Meetings Paper (1)
    4. World Scientific Series On Nonlinear Science Series A (1)
    5. [Workshop on Developments in Exchange Rate Modelling] (1)
    6. Dundee discussion papers in economics (1)
    7. Special issue on European capital markets (1)