A reactive tabu search algorithm for the vehicle routing problem with simultaneous pickups and deliveries

The vehicle routing problem with pickups and deliveries (VRPPD) extends the vehicle routing problem (VRP) by allowing customers to both send and receive goods. The main difficulty of the problem is that the load of vehicles is fluctuating rather than decreasing as in the VRP. We design a reactive tabu search metaheuristic that can check feasibility of proposed moves quickly and reacts to repetitions to guide the search. Several new best solutions are found for benchmark problems.     

Modeling and forecasting realized covariance matrices with accounting for leverage

The existing dynamic models for realized covariance matrices do not account for an asymmetry with respect to price directions. We modify the recently proposed conditional autoregressive Wishart (CAW) model to allow for the leverage effect. In the conditional threshold autoregressive Wishart (CTAW) model and its variations the parameters governing each asset's volatility and covolatility dynamics are subject to switches that depend on signs of previous asset returns or previous market returns. We evaluate the predictive ability of the CTAW model and its restricted and extended specifications from both statistical and economic points of view. We find strong evidence that many CTAW specifications have a better in-sample fit and tend to have a better out-of-sample predictive ability than the original CAW model and its modifications.     

Social Guardianship and Social Isolation: An Application and Extension of Lifestyle/Routine Activities Theory to Rural Adolescents*

Abstract Although the overall crime rate dropped between 1993 and 2000, both adolescent violence and violent crime in rural areas has been on the rise. However, little research has been conducted on the determinants of rural violence using targeted regional samples of rural youth. This study examines the applicability of lifestyle/routine activities (RA) theory to a large sample of rural adolescents from Alabama. Multivariate logistic regression analyses indicate that: (1) social guardianship reduces the risk of assault and robbery victimization; (2) blacks are less likely to be assault and robbery victims; and (3) males are less likely to be robbery victims. Social isolation at the individual level is also a strong risk factor for both robbery and assault victimization. The theoretical implications of these findings and suggestions for future research are also discussed.     

Finding checkerboard patterns via fractional 0–1 programming

Biclustering is a data mining technique used to simultaneously partition the set of samples and the set of their attributes (features) into subsets (clusters). Samples and features clustered together are supposed to have a high relevance to each other. In this paper we provide a new mathematical programming formulation for unsupervised biclustering. The proposed model involves the solution of a fractional 0–1 programming problem. A linear-mixed 0–1 reformulation as well as two heuristic-based approaches are developed. Encouraging computational results on clustering real DNA microarray data sets are presented. In addition, we also discuss theoretical computational complexity issues related to biclustering.     

Access to social services as a rite of integration: Power,rights, and identity

Access to social services is a multifaceted and multifactorial process, involving social policy lines, services organization, and professional front line practices. It appears to have a crucial role in how personal social services work: depending on the way the process is handled, access to social services could provide a bridge to an inclusive and solidarizing community or worsen discrimination and marginalization. Many underline how studying the actual encounters between citizens and practitioners can provide a privileged site to highlight the interconnections between the abovementioned factors. This is the focus of our research that explored access in a specific Italian region using a case study strategy. After a pilot study, the main points of access to social services were identified, and three units were selected as best examples of different approaches. The three units were explored using mainly qualitative methods inspired by ethnography. We were able to gain in depth understanding of three cultural approaches to access, defined as the “ethical duty,” the “good organization,” and the “professional approach” and reach an in‐depth understanding of their impact on access. There is a vast literature on the power of street‐level bureaucrats, seen as similar to gatekeepers. However, our research suggests that specific organizational cultures also play an important part: different organizational cultures may impact the implementation of local social policy, the organizational procedures, and social workers' practices.     

EU-Funds Efficiency and the First National Development Plan in Hungary 2004–2006

The author highlights the importance of the difference between the efficiency and effectiveness of using the EU-subsidies. If Hungary cannot use the financial means of the EU efficiently and effectively, then the goal of cohesion and convergence to the level of the old, developed countries of the EU will be much more difficult and slower. The efficiency of the EU-subsidies involves a quantitative approach, where the ratio of the obliged and disposable amount of EU-subsidies can be measured. The effectiveness of EU-subsidies, on other hand, requires a much more complicated and complex approach, than the efficiency. The effectiveness of the usage on a project level can be measured by the “added value” of the project; on program level it can be measured by the added GDP growth or employment. The article presents the results of research carried out in the Research Group of Professor Tibor Palánkai at Corvinus University of Budapest, Hungary. S. G. Nagy is a member of the OTKA Research Group of Professor Tibor Palánkai (NI 68085).     

GMM,GEL, Serial Correlation,and Asymptotic Bias

For stationary time series models with serial correlation, we consider generalized method of moments (GMM) estimators that use heteroskedasticity and autocorrelation consistent (HAC) positive definite weight matrices and generalized empirical likelihood (GEL) estimators based on smoothed moment conditions. Following the analysis of Newey and Smith (2004) for independent observations, we derive second order asymptotic biases of these estimators. The inspection of bias expressions reveals that the use of smoothed GEL, in contrast to GMM, removes the bias component associated with the correlation between the moment function and its derivative, while the bias component associated with third moments depends on the employed kernel function. We also analyze the case of no serial correlation, and find that the seemingly unnecessary smoothing and HAC estimation can reduce the bias for some of the estimators.     

Robust multi-sensor scheduling for multi-site surveillance

This paper presents mathematical programming techniques for solving a class of multi-sensor scheduling problems. Robust optimization problems are formulated for both deterministic and stochastic cases using linear 0–1 programming techniques. Equivalent formulations are developed in terms of cardinality constraints. We conducted numerical case studies and analyzed the performance of optimization solvers on the considered problem instances.