The optimization of the product portfolio problem under return uncertainty is addressed here. The contribution of this study is based on the application of a hybrid improved artificial …
In quantitative trading, stock prediction plays an important role in developing an effective trading strategy to achieve a substantial return. Prediction outcomes also are the …
S Küçükyavuz, R Jiang - EURO Journal on Computational Optimization, 2022 - Elsevier
Chance-constrained programming (CCP) is one of the most difficult classes of optimization problems that has attracted the attention of researchers since the 1950s. In this survey, we …
Abstract Logical Analysis of Data (LAD) is a data analysis methodology introduced by Peter L. Hammer in 1986. LAD distinguishes itself from other classification and machine learning …
Product portfolio optimization (PPO) is a strategic decision for many organizations. There are several technical methods for facilitating this decision. According to the reviewed studies, the …
We introduce a new class of distributionally robust optimization problems under decision- dependent ambiguity sets. In particular, as our ambiguity sets, we consider balls centered on …
MA Lejeune, F Margot - Operations Research, 2016 - pubsonline.informs.org
We propose a new and systematic reformulation and algorithmic approach to solve a complex class of stochastic programming problems involving a joint chance constraint with …
We introduce a new class of distributionally robust optimization problems under decision- dependent ambiguity sets. In particular, as our ambiguity sets we consider balls centered on …
X Liu, D Zhang - Applied Sciences, 2019 - mdpi.com
Enterprise investment decision-making should not only consider investment profits, but also investment risks, which is a complex nonlinear multi-objective optimization problem …