Abstract
Scheduling continues to play an important role in manufacturing systems. It enables the production of suitable scheduling plans, considering shared resources between several different products, through several manufacturing environments including networked ones. High levels of uncertainty characterize networked manufacturing environments. Processes have specific and complex requirements and management requisites, along with diversified objectives, which are dynamic and often conflicting. Dynamic adaptation and a real-time response for manufacturing scheduling is still possible and is critical in this new manufacturing environments, which have a flexible nature, where disturbances on working conditions occur on a continuous and even unexpected basis. Therefore, scheduling systems should have the ability of automatically and intelligently maintain a real-time adaptation and optimization of orders production, to effectively and efficiently adapt these manufacturing environments to the inherent dynamic of markets. In this paper a collaborative framework for supporting dynamic scheduling in networked manufacturing environments is proposed, based on a hyper-organization model and on hyper-heuristics, in order to obtain feasible and robust scheduling plans. Copyright © 2014, IGI Global.

Abstract
The volume of data is growing exponentially and becoming more valuable to organizations that collect it, from e-commerce data, shipping, audio and video logs, text messages, internet search queries, stock market activity, financial transactions, the Internet of Things, and various other sources. The major challenges are related with the way to extract insights from such a rich data environment and whether Deep Learning can be successful with Big Data. To get some insight on these topics, social network data are employed as a case study on how sentiments can affect decisions in stock market environments. In this paper, we propose a generalized Deep Learning-based classification framework for Stock Market Sentiment Analysis. This work comprises the study, the development, and implementation of an automatic classification system based on Deep Learning and the validation of its adequacy and efficiency in any scenario, particularly Stock Market Sentiment Analysis. Distinct datasets and several Deep Learning approaches with different layers and embedded techniques are used, and their performances are evaluated. These developments show how Deep Learning reacts to distinct contexts. The results also give context on how different techniques with different parameter combinations react to certain types of data. Convolution obtained the best results when dealing with complex data inputs, and long short-term layers kept a memory of data, allowing inputs which are not as common to still be considered for decisions. The models that resulted from Stock Market Sentiment Analysis datasets were applied with some success to real-life problems. The best models reached accuracies of 73% in training and 69% in certain test datasets. In a simulation, a model was able to provide a Return on Investment of 4.4%. The results contribute to understanding how to process Big Data efficiently using Deep Learning and specialized hardware techniques.

Abstract
This paper describes some developing issues for ACS based software tools to support decision making process and solve the problem of generating a sequence of jobs that minimizes the total weighted tardiness for a set of jobs to be processed in a single machine. An Ant Colony System (ACS) based algorithm performance is validated with benchmark problems available in the OR library. The obtained results were compared with the optimal (best available results in some cases) and permit to conclude about ACS efficiency and effectiveness. The ACS performance and respective statistical significance was evaluated. © 2013 Springer-Verlag Berlin Heidelberg.

Abstract

Abstract
In the digital world, the demand for better interactions between subscribers and companies is growing, creating the need for personalized and individualized experiences. With the exponential growth of email usage over the years, broad flows of campaigns are sent and received by subscribers, which reveals itself to be a problem for both companies and subscribers. In this work, subscribers are segmented by their behaviors and profiles, such as (i) open rates, (ii) click-through rates, (iii) frequency, and (iv) period of interactions with the companies. Different regressions are used: (i) Random Forest Regressor, (ii) Multiple Linear Regression, (iii) K-Neighbors Regressor, and (iv) Support Vector Regressor. All these regressions’ results were aggregated into a final prediction achieved by an ensemble approach, which uses averaging and stacking methods. The use of Long Short-Term Memory is also considered in the presented case. The stacking model obtained the best performance, with an R (Formula presented.) score of 0.91 and a Mean Absolute Error of 0.204. This allows us to estimate the week’s days with a half-day error difference. This work presents promising results for subscriber segmentation based on profile information for predicting the best period for email marketing. In the future, subscribers can be segmented using the Recency, Frequency and Monetary value, the Lifetime Value, or Stream Clustering approaches that allow more personalized and tailored experiences for subscribers. The latter tracks segments over time without costly recalculations and handles continuous streams of new observations without the necessity to recompile the entire model. © 2022 by the authors.

Abstract