Search
Now showing items 1-10 of 25
A Stochastic Linear Programming Model for Asset Liability Management: The Case of an Indian Insurance Company
(2009-08-21)
Asset - Liability management is one of the most critical tasks for any financial institution, determining its cushion against the risk and the net returns. The problem of asset liability management for an insurance company ...
Term Structure Estimation In Illiquid Government Bond Markets: An Empirical Analysis For India
(2009-03-11)
With increasing liquidity of the Indian sovereign debt market from 1997, it has become possible to estimate the term structure in India. However, several frictions that cause individual securities to be priced differently ...
Design and Application of Risk Adjusted Cumulative Sum (RACUSUM) for Online Strength Monitoring of Ready Mixed Concrete
(2009-07-29)
The Cumulative Sum (CUSUM) procedure is an effective statistical process control tool that can be used to monitor quality of ready mixed concrete (RMC) during its production process. Online quality monitoring refers to ...
TERM STRUCTURE ESTIMATION IN ILLIQUID GOVERNMENT BOND MARKETS: AN EMPIRICAL ANALYSIS FOR INDIA
(2009-09-02)
With increasing liquidity of the Indian sovereign debt market from 1997, it has become possible to estimate the term structure in India. However, several frictions that cause individual securities to be priced differently ...
Operations research for developing countries: a different view
(2009-12-12)
In this paper, we discuss the recent success stories of operations research in developing countries. Personal experiences in developing two similar mathematical models for two steel companies (one in a developing country ...
System dynamics simulation model of a blast furnace
(2009-12-12)
In this paper, we present a simulation model of a blast furnace. In a blast furnace the quality and productivity of the output (hot metal) depends on a large number of input variables and operating variables. The complex ...
Multi - period optimization based decision support system for strategic and operations planning
(2009-12-12)
We discuss how a generic multi-period optimization based decision support system (DSS) can be used for strategic and operational planning in a company with five fundamental elements, namely, Materials, Facilities, Activities, ...
Database structure for a class of multi-period mathematical programming models
(2009-12-14)
We introduce how a generic multi-period optimization based decision support system (DSS) can be used for strategic and operational planning in a company with five fundamental elements, namely Materials, Facilities, Activities, ...
Survey of mathematical programming applications in integrated steel plants
(2009-12-14)
Mathematical programming techniques were used in the steel industry as early as 1958, and many applications of optimization in steel production have been reported since then. In this survey, we summarize published applications ...
Lessons for success in OR/MS practice gained from experiences in Indian and US steel plants
(2009-12-12)
I worked on modeling integrated steel plants in India (as an analyst) and in the USA (as a doctoral student). The following factors influence the successful OR/MS practice: positioning of OR/MS in Operations and not in ...