We develop a multi-stage stochastic programming model for international portfolio management in a dynamic setting. We model uncertainty in asset prices and exchange rates in terms...
Discrete curvature and shape operators, which capture complete information about directional curvatures at a point, are essential in a variety of applications: simulation of defor...
Eitan Grinspun, Yotam I. Gingold, Jason Reisman, D...
In this paper we tackle the task assignment problem (TSAP) in heterogeneous computer systems. The TSAP consists of assigning a given distributed computer program formed by a numbe...
Several methods to select variables that are subsequently used in discriminant analysis are proposed and analysed. The aim is to find from among a set of m variables a smaller sub...
Given a set of rectangular pieces and a container of fixed width and variable length, the two-dimensional strip packing problem (2D-SPP) consists of orthogonally placing all the p...