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Algorytm dla wieloasortymentowego stochastycznego zadania transportowego

100%
Anholcer M.
Studia Ekonomiczne
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2015
|
vol. 248
7-16
PL
W wieloasortymentowym zadaniu transportowym celem jest optymalizacja transportu kilku (co najmniej dwóch) dóbr od dostawców do odbiorców. W stochastycznej wersji zadania wielkości popytu poszczególnych odbiorców na poszczególne dobra są zmiennymi losowymi, a celem jest minimalizacja sumy kosztów transportu i wartości oczekiwanej dodatkowych kosztów związanych z realizacją dostaw w wielkości innej niż rzeczywista realizacja popytu. W uogólnionej wersji zagadnienia zakłada się ponadto, że ilości transportowanych dóbr zmieniają się w czasie transportu. W pracy przedstawiony został model zadania i zaproponowana metoda jego rozwiązywania.
EN
In the multicommodity transportation problem the goal is to optimize the transport of several (at least two) goods from suppliers to destination points. In the stochastic version of the problem the demands of customers for individual goods are random variables, and the goal is to minimize the total costs of transportation together with the expected additional costs, depending on the difference between the supply size and the particular realization of the demand. In the generalized version of the problem we assume, moreover, that the amount of transported goods change during the transportation process. The model of the problem and the solution method have been presented in the paper.
2
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Algorithm for Bi-Criteria Stochastic Generalized Transportation Problem

100%
Anholcer M.
Multiple Criteria Decision Making
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2013
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vol. 8
5-17
EN
The Generalized Transportation Problem is a variant of the classical Transpor-tation Problem, where the sum of the amounts of goods delivered to the destina-tion points is different from (usually lower than) the total amount sent from the sources. The Stochastic Generalized Transportation Problem (SGTP) is a version with random demand. We present the Bi-Criteria SGTP and propose an algorithm for determining the set of effective solutions.
3
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Dwuetapowe stochastyczne zagadnienie rozdziału

100%
Anholcer M.
Studia Ekonomiczne
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2015
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vol. 235
7-17
PL
Zagadnienie rozdziału, zwane również uogólnionym zagadnieniem transportowym (Generalized Transportation Problem, GTP), pozwala modelować sytuację, w której ilość towaru opuszczającego dostawców nie jest równa ilości docierającej do odbiorców (z sytuacją taką mamy do czynienia np. w sytuacji transportu towarów szybko psujących się lub w przypadku występowania reklamacji w wyniku braków). W pracy przedstawiono model dwuetapowego GTP z losowym popytem o ciągłym rozkładzie. Zaprezentowany został algorytm rozwiązywania omawianego zagadnienia.
EN
The Generalized Transportation Problem (GTP) allows to model a situation, where the amounts of goods delivered to the destinations are not equal to the amounts leaving the supply points (this is the case i.e. when perishable goods are transported or some complaints occur because of products’ defects). In the article a model of two-stage stochastic GTP (2SGTP) has been presented, where the demands of customers are given as continuous random variables. An algorithm for such type of problems has been presented.
4
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How Google Trends can improve market predictions - the case of the Warsaw Stock Exchange

63%
Kropiński P., Anholcer M.
Economics and Business Review
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2022
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vol. 8
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issue 2
7-28
EN
The aim of this paper is to investigate interdependencies between the WIG20 index and economic policy uncertainty (EPU) related keywords quantiefid by a Google Trends search index. Tests for two periods from January 2015 till December 2019 and from June 2016 till May 2021 have been performed. This allowed the period of relative stability from the time of economic shock caused by the COVID-19 pandemics followed by various restrictions imposed by the governments to be distinguished. A bivariate VAR model to selected search terms and the value of the WIG20 index was applied. Aeftr using AIC to establish the optimal number of lags the Granger cau sality test was performed. The increased empirical relationship has been conrfimed be tween twelve EPU related terms and changes in the WIG20 index in the second period versus six terms for the pre-COVID period. It was also found that in the post-COVID period the intensity of reverse relations increased.
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