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Country: Netherlands
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18376 papers
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On the existence of solutions to the quadratic mixed-integer mean–variance portfolio selection problem
2007,
Favaretto Daniela
In the standard mean–variance portfolio selection approach, several operative...
A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem
2007,
Benati Stefano
In this paper, we consider an extension of the Markovitz model, in which the variance...
Within-group common weights in Data Envelopment Analysis: an analysis of power plant efficiency
2007,
Cook Wade D.
In many real world applications where DEA is applied, DMUs can often be put into...
Evolutionary hybrid approaches for generation scheduling in power systems
2007,
Dahal Keshav P.
Generation scheduling (GS) in power systems is a tough optimisation problem which...
Efficient algorithms for combined heat and power production planning under the deregulated electricity market
2007,
Lahdelma Risto
Combined heat and power (CHP) production is an important energy production technology...
On the performance of universities in North Rhine-Westphalia, Germany: government's redistribution of funds judged using DEA efficiency measures
2007,
Fandel Gnter
In Fandel and Gal a solution for a real process of redistributing funds for teaching...
Optimal access pricing for natural monopoly networks when costs are sunk and revenues are uncertain
2007,
Clark Ephraim
This paper studies optimal access pricing for natural monopoly networks with large...
Discrete time market with serial correlations and optimal myopic strategies
2007,
Dokuchaev Nikolai
The paper studies discrete time market models with serial correlations. We found a...
Classification methods for random utility models with i.i.d. disturbances under the most probable alternative rule
2007,
Kalouptsidis N.
In this paper random utility maximization based on maximization of correct...
A differential oligopoly game with differentiated goods and sticky prices
2007,
Cellini Roberto
We investigate a dynamic oligopoly game where goods are differentiated and prices are...
A duopoly model with heterogeneous congestion-sensitive customers
2007,
Mandjes Michel
This paper analyzes a model with two firms (providers), and two classes of customers....
The k-means range algorithm for personalized data clustering in e-commerce
2007,
Papamichail Georgios P.
This paper describes the k -means range algorithm, a combination of the partitional k...
Landscape-level optimization using tabu search and stand density-related forest management prescriptions
2007,
Boston Kevin
Spatial and temporal scheduling of forest management activities is becoming...
Optimisation of fault-tolerant fabric-cutting schedules using genetic algorithms and fuzzy set theory
2007,
Wong W.K.
In apparel industry, manufacturers developed standard allowed minutes (SAMs) databases...
Wireless network capacity management: a real options approach
2007,
Vetzal K.R.
This paper applies financial option valuation methods to new wireless network capacity...
Strategies for detecting fraudulent claims in the automobile insurance industry
2007,
Viaene Stijn
Some property and casualty insurers use automated detection systems to help to decide...
A tabu search algorithm for maximum parsimony phylogeny inference
2007,
Fang Shu-Cherng
Phylogeny reconstruction is too complex a combinatorial problem for an exhaustive...
Methodological aspects of a mathematical programming model to evaluate soil tillage technologies in a risky environment
2007,
Martins M. Belm
In this work we develop a methodology for the economic evaluation of soil tillage...
Estimating regression parameters with imprecise input data in an appraisal context
2007,
Guijarro Francisco
Traditional valuation models, such as capitalization or comparative, share the common...
Non-linear robust identification of a greenhouse model using multi-objective evolutionary algorithms
2007,
Sanchis Jos M.
This paper presents a non-linear climatic model (temperature and humidity), based on...
A model-based approach to maximise gross income by selection of banana planting date
2007,
Tixier P.
The harvest dynamic model (SIMBA-POP) was used to choose the best planting date of a...
Logistics chain of animal transport and abattoir operations
2007,
Ljungberg D.
Transport and handling of slaughter animals are associated with a series of stressful...
Operational analyses and model comparison of machinery systems for reduced tillage
2005,
Srensen Claus G.
Arable farming is searching for ways of reducing inputs of resources in the highly...
Analysing trade-offs in resource and labour allocation by smallholder farmers using inverse modelling techniques: a case-study from Kakamega district, western Kenya
2007,
Tittonell P.
Smallholder farms in sub-Saharan Africa face multiple trade-offs when deciding on the...
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