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EOR
2008
200views more  EOR 2008»
15 years 26 days ago
A dynamic stochastic programming model for international portfolio management
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...
Nikolas Topaloglou, Hercules Vladimirou, Stavros A...
117
Voted
EOR
2008
75views more  EOR 2008»
15 years 26 days ago
Soft car sequencing with colors: Lower bounds and optimality proofs
This paper is a study of the car sequencing problem, when feature spacing constraints are soft and colors of vehicles are taken into account. Both pseudo-polynomial algorithms and ...
Thierry Benoist
CONSTRAINTS
2006
115views more  CONSTRAINTS 2006»
15 years 25 days ago
A Cost-Regular Based Hybrid Column Generation Approach
Abstract. Constraint Programming (CP) offers a rich modeling language of constraints embedding efficient algorithms to handle complex and heterogeneous combinatorial problems. To s...
Sophie Demassey, Gilles Pesant, Louis-Martin Rouss...
90
Voted
CSDA
2006
84views more  CSDA 2006»
15 years 25 days ago
Three-mode partitioning
The three-mode partitioning model is a clustering model for three-way three-mode data sets that implies a simultaneous partitioning of all three modes involved in the data. In the...
Jan Schepers, Iven Van Mechelen, Eva Ceulemans
89
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CSDA
2006
98views more  CSDA 2006»
15 years 25 days ago
Fast estimation algorithm for likelihood-based analysis of repeated categorical responses
Likelihood-based marginal regression modelling for repeated, or otherwise clustered, categorical responses is computationally demanding. This is because the number of measures nee...
Jukka Jokinen