Integration of blockchain-enabled closed-loop supply chain and robust product portfolio design

A Goli - Computers & Industrial Engineering, 2023 - Elsevier
Blockchain technology is one of the latest financial concepts influencing international trades,
which contributes to speeding the supply chains by managing faster and more accurate …

Hybrid artificial intelligence and robust optimization for a multi-objective product portfolio problem Case study: The dairy products industry

A Goli, HK Zare, R Tavakkoli-Moghaddam… - Computers & industrial …, 2019 - Elsevier
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 …

Portfolio optimization-based stock prediction using long-short term memory network in quantitative trading

VD Ta, CM Liu, DA Tadesse - Applied Sciences, 2020 - mdpi.com
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 …

Chance-constrained optimization under limited distributional information: A review of reformulations based on sampling and distributional robustness

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 …

Recent advances in the theory and practice of logical analysis of data

M Lejeune, V Lozin, I Lozina, A Ragab… - European Journal of …, 2019 - Elsevier
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 …

Application of robust optimization for a product portfolio problem using an invasive weed optimization algorithm

A Goli, HK Zare, R Tavakkoli-Moghaddam… - … Algebra, Control and …, 2019 - aimsciences.org
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 …

Distributionally robust optimization under a decision-dependent ambiguity set with applications to machine scheduling and humanitarian logistics

N Noyan, G Rudolf, M Lejeune - INFORMS Journal on …, 2022 - pubsonline.informs.org
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 …

Solving chance-constrained optimization problems with stochastic quadratic inequalities

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 …

[PDF][PDF] Distributionally robust optimization with decision-dependent ambiguity set

N Noyan, G Rudolf, M Lejeune - Optimization Online, 2018 - optimization-online.org
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 …

An improved SPEA2 algorithm with local search for multi-objective investment decision-making

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 …