Traditional Non-Negative Matrix Factorization (NMF) [19] is a successful algorithm for decomposing datasets into basis function that have reasonable interpretation. One problem of...
Nikolaos Vasiloglou, Alexander G. Gray, David V. A...
Abstract. Portfolios of assets whose returns have the Gaussian mixture distribution are optimized in the static setting to find portfolio weights and efficient frontiers using the ...
Abstract. Planning information security investment is somewhere between art and science. This paper reviews and compares existing scientific approaches and discusses the relation ...
Estimation of distribution algorithms (EDAs) that use marginal product model factorizations have been widely applied to a broad range of, mainly binary, optimization problems. In ...
This paper presents a dynamic (or multi-period) hub location problem. It proposes a branch-and-bound algorithm that uses a Lagrangean relaxation to obtain lower and upper bounds a...