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Country: Netherlands
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18376 papers
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A modified goal programming approach for the mean-absolute deviation portfolio optimization model
2005,
Chang Ching-Ter
The purpose of this paper is to present a reformulation of the model presented by...
A novel hybrid model for portfolio selection
2005,
Tzeng Gwo-Hshiung
As we know, the performance of the mean–variance approach depends on the...
On admissible efficient portfolio selection policy
2005,
Zhang Wei-Guo
The expected return and risk of asset cannot be predicted accurately because of...
On multiobjective optimization in portfolio management
2005,
Ahmed E.
Several multiobjective optimization methods (MOB) are discussed. Two methods are...
A note on ‘a hybrid genetic algorithm for the dynamic plant layout problem’
2006,
Cheng Chun Hung
The dynamic plant layout problem (DPLP) deals with multi-period layout. Since a...
An application of interdependent lot size and consolidation point choice
2006,
Conway Daniel G.
The efficiency of consolidation points in a distribution system is driven both by the...
Designing a distribution network in a supply chain system: Formulation and efficient solution procedure
2006,
Amiri Ali
This paper addresses the distribution network design problem in a supply chain system...
A method for eliciting utilities and its application to collective choice
2006,
Tsetlin Ilia
Designing a mechanism that provides a direct incentive for an individual to report her...
Supporting dynamic group decision and negotiation processes: A traceability augmented peer-to-peer network approach
2006,
Ramesh Balasubramaniam
Peer-to-peer (P2P) networks are gaining popularity in supporting group decision and...
The evidential reasoning approach for MADA under both probabilistic and fuzzy uncertainties
2006,
Chin K.S.
Many multiple attribute decision analysis (MADA) problems are characterised by both...
Applying the benchmarking procedure: A decision criterion of choice under risk
2006,
Cillo Alessandra
Modeling risk in a prescriptively plausible way represents a major issue in decision...
ARMS: An automated resource management system for British Telecommunications plc
2006,
Voudouris Christos
Accurate demand forecasting combined with resource planning is critical to a company's...
Routing and wavelength assignment by partition colouring
2006,
Ribeiro Celso C.
The problem of routing and wavelength assignment in all-optical networks may be solved...
A heuristic approach for combined equipment-planning and routing in multi-layer Synchronous Digital Hierarchy and Wavelength Division Multiplex networks
2006,
Vo Stefan
The paper deals with a multi-layer network design problem for a high-speed...
The communication complexity of private value single-item auctions
2006,
Mller Rudolf
This paper is concerned with information revelation in single-item auctions. We...
Model identification of ARIMA family using genetic algorithms
2005,
Tzeng Gwo-Hshiung
ARIMA is a popular method to analyze stationary univariate time series data. There are...
The non-central chi-square chart with two-stage samplings
2006,
Rahim M.A.
In this paper, we consider the non-central chi-square chart with two stage samplings....
Model based interpretation of survey data: A case study of enterprise resource planning implementations
2006,
Venkataramanan M.A.
The selection of the appropriate analysis tools for survey data is an important...
Temporal technical and profit efficiency measurement: Definitions, duality and aggregation results
2006,
Kerstens Kristiaan
The shortage function, an important tool in production theory, measures potential...
An enhanced procedure for estimating returns-to-scale in data envelopment analysis
2005,
Soleimani-damaneh M.
In this paper, by improving the Golany and Yu's method, a new algorithm to estimate...
Allocating fixed costs and target setting: A data envelopment analysis-based approach
2005,
Amirteimoori Alireza
In many applications of DEA, there is often a fixed cost which is imposed on all...
Ranking of decision making units in data envelopment analysis: A distance-based approach
2005,
Amirteimoori Alireza
In non-parametric methods, many units are evaluated as efficient. Several methods for...
Finding the efficiency score and return to scale characteristic of decision-making units by means of identifying the efficient frontier in data envelopment analysis
2005,
Lotfi F. Hosseinzadeh
Data envelopment analysis (DEA) is basically a linear programming based technique used...
Developing a nondiscretionary model of slacks-based measure in data envelopment analysis
2005,
Saen Reza Farzipoor
Discretionary models of data envelopment analysis (DEA) assume that all inputs and...
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