Finance and Operations Management Research

Faculty members are engaged in research projects over a wide range of topics. A few of these are:

David Enke has published in the area of risk management, value at risk, and intelligent system modeling including:

“The Effects of Congressional Elections on Future Equity Market Returns”, accepted to the Global Journal of Business Research, in-press 2008, with V. Ovila and M. Davis.

“Intelligent Technical Analysis Based on Equivolume Charting for Stock Trading using Neural Networks”, accepted to Expert Systems with Applications, in press 2008, with T. Chavarnakul.

“Using Data Processing Algorithms and Neural Networks to Forecast One-Month Price Moves of the S&P 500 Index”, Intelligent Engineering Systems through Artificial Neural Networks, Vol 18 (2008): 551-557, with Terry Wright.

Wen-Chyuan Chiang’s areas of expertise are: revenue management, line balancing, and facility layout. His publications include:

“An Overview of research on Revenue management: Current Issues and Future Research”, International Journal of Revenue Management, 1(1), 2007, with J.X. Xu.

“Line Balancing in a Just-In-Time Production Environment: Balancing Multiple U-Lines”, IIE Transactions, 39(4), April 2007, pages 347-359, with P. Kouvelis.

 “Single and Multi-Objective Facility Layout with Workflow Interference Considerations”, European Journal of Operational Research, November 2006, pages 1414-1426, with P. Kouvelis and T. Urban.

Robert A. Russell’s primary research areas are scheduling and vehicle routing. His recent publications include:

 “Vehicle Routing with Soft Time Windows and Erland Travel Times”, accepted in the Journal of the Operational research Society, 2007, with Tim Urban.

“Integrating Multi-Production and Distribution in Newspaper Logistics”, accepted in Computer and Operations Research, 2007, with Wen Chiang and David Zepeda.

“Scatter Search for the Vehicle Routing Problem with Time Windows”, European Journal of Operational Research, forthcoming with Wen Chiang.

Timothy L. Urban’s research is in the area of inventory models, facility layout and line balancing. A few of his publications are:

“Vehicle Routing with Soft Time Windows and Erlang Travel Times”, Journal of Operational research Society, forthcoming with Robert Russell.

“Coordinated Pricing and Inventory Decisions under Reference Price Effects”, International Journal of Manufacturing Technology and Management, forthcoming.

“The Effect of Margin Guarantees on Pricing and Production”, International Journal of Manufacturing Technology and Management, 12(4), 2007, 314-326.

“Single and Multi-Objective Facility Layout with Workflow Interference Considerations”, European Journal of Operational Research, 174(3), November 2006, 1414-1426, with Wen-Chyuan Chiang and Panagiotis Kouvelis