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An integer programming approach to support the US Air Force's air mobility network

Corbin G. Koepke, Andrew P. Armacost, Cynthia Barnhart, Stephan E. Kolitz
<span title="">2008</span> <i title="Elsevier BV"> <a target="_blank" rel="noopener" href="https://fatcat.wiki/container/zfqmu5yfvjbg3f4h6f7a5j3jr4" style="color: black;">Computers &amp; Operations Research</a> </i> &nbsp;
Bertsimas and Stock [5] developed an optimization-based network model to help solve the multi-airport ground-holding problem.  ...  We extend Bertsimas and Stock's integer program formulation for the commercial airline Multi-Airport Ground-Holding Problem to the air mobility network.  ...  Because c g contributes to the objective function of an integer programming model, , , , and can be of any value.  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.1016/j.cor.2006.09.010">doi:10.1016/j.cor.2006.09.010</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/uaela36edzaijezegjuiomgyai">fatcat:uaela36edzaijezegjuiomgyai</a> </span>
<a target="_blank" rel="noopener" href="https://web.archive.org/web/20190501073933/https://digitalcommons.unl.edu/cgi/viewcontent.cgi?article=1022&amp;context=usafresearch" title="fulltext PDF download" data-goatcounter-click="serp-fulltext" data-goatcounter-title="serp-fulltext"> <button class="ui simple right pointing dropdown compact black labeled icon button serp-button"> <i class="icon ia-icon"></i> Web Archive [PDF] <div class="menu fulltext-thumbnail"> <img src="https://blobs.fatcat.wiki/thumbnail/pdf/e0/9a/e09ad206202e797b57e7f507a930a15ada487d49.180px.jpg" alt="fulltext thumbnail" loading="lazy"> </div> </button> </a> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.1016/j.cor.2006.09.010"> <button class="ui left aligned compact blue labeled icon button serp-button"> <i class="external alternate icon"></i> elsevier.com </button> </a>

Backtest Overfitting Demonstration Tool: An Online Interface

David H. Bailey, Jonathan M. Borwein, Amir Salehipour, Marcos Lopez de Prado, Qiji Jim Zhu
<span title="">2015</span> <i title="Elsevier BV"> <a target="_blank" rel="noopener" href="https://fatcat.wiki/container/tol7woxlqjeg5bmzadeg6qrg3e" style="color: black;">Social Science Research Network</a> </i> &nbsp;
In mathematical finance, backtest overfitting means the usage of historical market data (a backtest) to develop an investment strategy, where too many variations of the strategy are tried, relative to  ...  This report describes BODT and TSMT, and the experiments they perform, together with technical details such as the evaluation metrics and parameters used.  ...  Acknowledgment BODT is based on an earlier version which was developed by Stephanie Ger, Alex Sim and John Wu. This is gratefully acknowledged.  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.2139/ssrn.2597421">doi:10.2139/ssrn.2597421</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/krppqyk2hbgnxhy6foeayubuo4">fatcat:krppqyk2hbgnxhy6foeayubuo4</a> </span>
<a target="_blank" rel="noopener" href="https://web.archive.org/web/20190307130327/http://pdfs.semanticscholar.org/e0d2/bedeb8c2d48042c1449ead01bc511b190788.pdf" title="fulltext PDF download" data-goatcounter-click="serp-fulltext" data-goatcounter-title="serp-fulltext"> <button class="ui simple right pointing dropdown compact black labeled icon button serp-button"> <i class="icon ia-icon"></i> Web Archive [PDF] <div class="menu fulltext-thumbnail"> <img src="https://blobs.fatcat.wiki/thumbnail/pdf/e0/d2/e0d2bedeb8c2d48042c1449ead01bc511b190788.180px.jpg" alt="fulltext thumbnail" loading="lazy"> </div> </button> </a> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.2139/ssrn.2597421"> <button class="ui left aligned compact blue labeled icon button serp-button"> <i class="external alternate icon"></i> ssrn.com </button> </a>

A Survey on Financial Applications of Metaheuristics

Amparo Soler-Dominguez, Angel A. Juan, Renatas Kizys
<span title="2017-04-04">2017</span> <i title="Association for Computing Machinery (ACM)"> <a target="_blank" rel="noopener" href="https://fatcat.wiki/container/eiea26iqqjcatatlgxdpzt637y" style="color: black;">ACM Computing Surveys</a> </i> &nbsp;
A non-exhaustive list of examples includes rich portfolio optimization, index tracking, enhanced indexation, credit risk, stock investments, financial project scheduling, option pricing, feature selection  ...  The continuous increase in computing power, together with advancements in metaheuristics frameworks and parallelization strategies, are empowering these types of algorithms as one of the best alternatives  ...  Iba and Sasaki [1999] utilize a GA to predict stock returns under a stock-picking strategy.  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.1145/3054133">doi:10.1145/3054133</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/hr4fggpodnbzjdk3fkg6thxjma">fatcat:hr4fggpodnbzjdk3fkg6thxjma</a> </span>
<a target="_blank" rel="noopener" href="https://web.archive.org/web/20200309191814/http://repositori.uji.es/xmlui/bitstream/handle/10234/168284/53543.pdf;jsessionid=ED6C98F8163D95810144AA57EE745B7F?sequence=1" title="fulltext PDF download" data-goatcounter-click="serp-fulltext" data-goatcounter-title="serp-fulltext"> <button class="ui simple right pointing dropdown compact black labeled icon button serp-button"> <i class="icon ia-icon"></i> Web Archive [PDF] <div class="menu fulltext-thumbnail"> <img src="https://blobs.fatcat.wiki/thumbnail/pdf/af/18/af18848d1131a1e5bf039a510b61c3f18b235cd9.180px.jpg" alt="fulltext thumbnail" loading="lazy"> </div> </button> </a> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.1145/3054133"> <button class="ui left aligned compact blue labeled icon button serp-button"> <i class="external alternate icon"></i> acm.org </button> </a>

Model for Constructing an Options Portfolio with a Certain Payoff Function [article]

Margarita E. Fatyanova, Mikhail E. Semenov
<span title="2017-07-07">2017</span> <i > arXiv </i> &nbsp; <span class="release-stage" >pre-print</span>
In the study, an optimization model for constructing an options portfolio with a certain payoff function has been proposed.  ...  The model is formulated as an integer linear programming problem and includes an objective payoff function and a system of constraints.  ...  Such extensions allows us to make the proposed approach more realistic and flexible.  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener" href="https://arxiv.org/abs/1707.02087v1">arXiv:1707.02087v1</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/fz3zigrrszgwpfsp2n3fsjar4m">fatcat:fz3zigrrszgwpfsp2n3fsjar4m</a> </span>
<a target="_blank" rel="noopener" href="https://web.archive.org/web/20200826024903/https://arxiv.org/pdf/1707.02087v1.pdf" title="fulltext PDF download" data-goatcounter-click="serp-fulltext" data-goatcounter-title="serp-fulltext"> <button class="ui simple right pointing dropdown compact black labeled icon button serp-button"> <i class="icon ia-icon"></i> Web Archive [PDF] <div class="menu fulltext-thumbnail"> <img src="https://blobs.fatcat.wiki/thumbnail/pdf/23/9a/239a4e2eaf2a39a485d78fb8e6ab209d1639e9f7.180px.jpg" alt="fulltext thumbnail" loading="lazy"> </div> </button> </a> <a target="_blank" rel="external noopener" href="https://arxiv.org/abs/1707.02087v1" title="arxiv.org access"> <button class="ui compact blue labeled icon button serp-button"> <i class="file alternate outline icon"></i> arxiv.org </button> </a>

Literature Review on Network Design Problems in Closed Loop and Reverse Supply Chains

Muthusamy Aravendan, Ramasamy Panneerselvam
<span title="">2014</span> <i title="Scientific Research Publishing, Inc,"> <a target="_blank" rel="noopener" href="https://fatcat.wiki/container/gjuorwt6qfc7dmtf5avb7t4wee" style="color: black;">Intelligent Information Management</a> </i> &nbsp;
So, it is highly essential to optimize the movement of the items in the reverse logistics network.  ...  This paper gives a comprehensive review of literature of the design of networks for the reverse logistics as well as for the reverse logistics coupled with forward logistics.  ...  They developed a mixed integer non-linear programming (MINLP) model to arrive at the number and location of initial collection points and centralized return centers required for an effective return and  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.4236/iim.2014.63012">doi:10.4236/iim.2014.63012</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/3q4eq22w7zbmbiojdctqbwqu54">fatcat:3q4eq22w7zbmbiojdctqbwqu54</a> </span>
<a target="_blank" rel="noopener" href="https://web.archive.org/web/20140719205420/http://www.scirp.org/journal/PaperDownload.aspx?paperID=45753" title="fulltext PDF download" data-goatcounter-click="serp-fulltext" data-goatcounter-title="serp-fulltext"> <button class="ui simple right pointing dropdown compact black labeled icon button serp-button"> <i class="icon ia-icon"></i> Web Archive [PDF] <div class="menu fulltext-thumbnail"> <img src="https://blobs.fatcat.wiki/thumbnail/pdf/ad/e6/ade61843914651128b80fe81f0916fe6579774ca.180px.jpg" alt="fulltext thumbnail" loading="lazy"> </div> </button> </a> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.4236/iim.2014.63012"> <button class="ui left aligned compact blue labeled icon button serp-button"> <i class="unlock alternate icon" style="background-color: #fb971f;"></i> Publisher / doi.org </button> </a>

A NOVEL APPROACH BASED ON ACTIVE CONSTRAINT FOR MINIMIZING VAR IN THE PORTOFOLIO OPTIMIZATION PROBLEM

RIRI SYAFITRI LUBIS, OPEN DARNIUS HERMAN MAWENGKANG
<span title="2021-08-15">2021</span> <i title="Zenodo"> Zenodo </i> &nbsp;
The portfolio optimization mathematical model is more frequently expressed with an eye to minimize the Value at Risk (VaR).  ...  An improved search algorithm appertaining to active constraints is presented to interpret the integer programming model.  ...  MNP was designed with mixed-integer nonlinear programming (MINLP) in mind, with the goal of minimizing the absolute value of the correlation between portfolio returns and underlying benchmark returns.  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.5281/zenodo.5353058">doi:10.5281/zenodo.5353058</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/c7ynd6qzqrafhhcimlt5o4twae">fatcat:c7ynd6qzqrafhhcimlt5o4twae</a> </span>
<a target="_blank" rel="noopener" href="https://web.archive.org/web/20210911123031/https://zenodo.org/record/5353058/files/4Vol99No15.pdf" title="fulltext PDF download" data-goatcounter-click="serp-fulltext" data-goatcounter-title="serp-fulltext"> <button class="ui simple right pointing dropdown compact black labeled icon button serp-button"> <i class="icon ia-icon"></i> Web Archive [PDF] <div class="menu fulltext-thumbnail"> <img src="https://blobs.fatcat.wiki/thumbnail/pdf/0e/0a/0e0a718d6dfbe9d8736b583e39a83d7715470dc9.180px.jpg" alt="fulltext thumbnail" loading="lazy"> </div> </button> </a> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.5281/zenodo.5353058"> <button class="ui left aligned compact blue labeled icon button serp-button"> <i class="unlock alternate icon" style="background-color: #fb971f;"></i> zenodo.org </button> </a>

Hedging with options and cardinality constraints in multi‐period portfolio management systems

Ralf Östermark, Yi Lin
<span title="2011-06-14">2011</span> <i title="Emerald"> <a target="_blank" rel="noopener" href="https://fatcat.wiki/container/b5f3hkillzhrrax65x3trvccwm" style="color: black;">Kybernetes</a> </i> &nbsp;
Article information: To cite this document: Ralf Östermark, (2011),"Hedging with options and cardinality constraints in multi-period portfolio management systems", Kybernetes, Vol. 40 Iss: 5 pp. 703 -718  ...  An optimal transactions strategy covering the current time point t up to t þ H is derived as a multi-period mathematical program.  ...  An additional advantage of multi-period formulations is that they are robust with respect to, e.g. non-stationary returns or unknown return distributions (Grauer and Håkansson, 1986) .  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.1108/03684921111142269">doi:10.1108/03684921111142269</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/thuaezlmhzatdoizziuicdomr4">fatcat:thuaezlmhzatdoizziuicdomr4</a> </span>
<a target="_blank" rel="noopener" href="https://web.archive.org/web/20130512204343/http://gigapaper.ir:80/Articles/Managment(Modiriat)/marzban.saeed6/Hedging%20with%20options%20and%20cardinality%20constraints%20in%20multi-period%20portfolio%20management%20systems.pdf" title="fulltext PDF download" data-goatcounter-click="serp-fulltext" data-goatcounter-title="serp-fulltext"> <button class="ui simple right pointing dropdown compact black labeled icon button serp-button"> <i class="icon ia-icon"></i> Web Archive [PDF] <div class="menu fulltext-thumbnail"> <img src="https://blobs.fatcat.wiki/thumbnail/pdf/ca/c2/cac253e4a04f72707845a84e1fb5e73de6e6b9f4.180px.jpg" alt="fulltext thumbnail" loading="lazy"> </div> </button> </a> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.1108/03684921111142269"> <button class="ui left aligned compact blue labeled icon button serp-button"> <i class="external alternate icon"></i> Publisher / doi.org </button> </a>

Option Portfolio Management in a Risk-Neutral World

Dmitry Jurievich Golembiovsky, Anatoly Markovich Abramov
<span title="">2018</span> <i title="Scientific Research Publishing, Inc,"> <a target="_blank" rel="noopener" href="https://fatcat.wiki/container/wlb6bpizwbfsddvzelbv6i3eti" style="color: black;">Journal of Mathematical Finance</a> </i> &nbsp;
To optimize the portfolio a stochastic program with the approximative safety-first criterion for option portfolio was developed along with the corresponding multinomial scenario tree.  ...  The very low probability of loss during option portfolio management is provided by the strategy with periodical rolling horizon of the optimization.  ...  It leads to a mix integer program with binary variables, which is a hard problem to solve. To optimize the portfolio with options of few expirations, a heuristic approach has been suggested.  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.4236/jmf.2018.84044">doi:10.4236/jmf.2018.84044</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/lfutfdggazgfjd36kw55tjymm4">fatcat:lfutfdggazgfjd36kw55tjymm4</a> </span>
<a target="_blank" rel="noopener" href="https://web.archive.org/web/20200210060310/https://www.scirp.org/pdf/JMF_2018112714171295.pdf" title="fulltext PDF download" data-goatcounter-click="serp-fulltext" data-goatcounter-title="serp-fulltext"> <button class="ui simple right pointing dropdown compact black labeled icon button serp-button"> <i class="icon ia-icon"></i> Web Archive [PDF] <div class="menu fulltext-thumbnail"> <img src="https://blobs.fatcat.wiki/thumbnail/pdf/9d/4a/9d4a1cc9a0688734638096b48ac0017bb0d3c14c.180px.jpg" alt="fulltext thumbnail" loading="lazy"> </div> </button> </a> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.4236/jmf.2018.84044"> <button class="ui left aligned compact blue labeled icon button serp-button"> <i class="unlock alternate icon" style="background-color: #fb971f;"></i> Publisher / doi.org </button> </a>

A fuzzy approach to R&D project portfolio selection

Christer Carlsson, Robert Fullér, Markku Heikkilä, Péter Majlender
<span title="">2007</span> <i title="Elsevier BV"> <a target="_blank" rel="noopener" href="https://fatcat.wiki/container/sy2zvsxl4vdejh3zsp3utmplry" style="color: black;">International Journal of Approximate Reasoning</a> </i> &nbsp;
In particular, we present a fuzzy mixed integer programming model for the R&D optimal portfolio selection problem, and discuss how our methodology can be used to build decision support tools for optimal  ...  A major advance in the development of project selection tools came with the application of options reasoning in the field of Research and Development (R&D).  ...  Furthermore, drawing on our results, we shall present a fuzzy mixed integer programming model for the R&D optimal project portfolio selection problem.  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.1016/j.ijar.2006.07.003">doi:10.1016/j.ijar.2006.07.003</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/37nlcxnem5cnzfltypelvtoww4">fatcat:37nlcxnem5cnzfltypelvtoww4</a> </span>
<a target="_blank" rel="noopener" href="https://web.archive.org/web/20090907204816/http://www.assessgrid.eu/fileadmin/AssessGrid/usermounts/publications/papers/ijar1.pdf?PHPSESSID=88abc1e1dd668e256540d2aaad021bce" title="fulltext PDF download" data-goatcounter-click="serp-fulltext" data-goatcounter-title="serp-fulltext"> <button class="ui simple right pointing dropdown compact black labeled icon button serp-button"> <i class="icon ia-icon"></i> Web Archive [PDF] <div class="menu fulltext-thumbnail"> <img src="https://blobs.fatcat.wiki/thumbnail/pdf/84/25/84258b1dabd02abc21af7ffbb48f8f72dc257217.180px.jpg" alt="fulltext thumbnail" loading="lazy"> </div> </button> </a> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.1016/j.ijar.2006.07.003"> <button class="ui left aligned compact blue labeled icon button serp-button"> <i class="external alternate icon"></i> elsevier.com </button> </a>

Applying Operations Research Techniques to Financial Markets

John Board, Charles Sutcliffe, William T. Ziemba
<span title="">2003</span> <i title="Institute for Operations Research and the Management Sciences (INFORMS)"> <a target="_blank" rel="noopener" href="https://fatcat.wiki/container/xov32a3x2netpgib4hww2zh2qm" style="color: black;">Interfaces</a> </i> &nbsp;
While mathematical programming is the most widely applied technique, Monte Carlo and other simulation methods are increasingly widely used.  ...  The INFORMS data base of academic papers in OR journals since 1982 classifies nearly 3% of the entries as being concerned with finance.  ...  Although the market risk of financial instruments (apart from options) tends to produce returns with an approximately normal distribution, credit risk produces returns that are highly nonnormal for all  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.1287/inte.33.2.12.14465">doi:10.1287/inte.33.2.12.14465</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/x3cvokwhbna2feqmb3hzpf3drq">fatcat:x3cvokwhbna2feqmb3hzpf3drq</a> </span>
<a target="_blank" rel="noopener" href="https://web.archive.org/web/20090306080746/http://edoc.hu-berlin.de:80/series/speps/1999-6/PDF/6.pdf" title="fulltext PDF download" data-goatcounter-click="serp-fulltext" data-goatcounter-title="serp-fulltext"> <button class="ui simple right pointing dropdown compact black labeled icon button serp-button"> <i class="icon ia-icon"></i> Web Archive [PDF] <div class="menu fulltext-thumbnail"> <img src="https://blobs.fatcat.wiki/thumbnail/pdf/66/21/6621981ab7904a5220a2171d93824febd9ae821e.180px.jpg" alt="fulltext thumbnail" loading="lazy"> </div> </button> </a> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.1287/inte.33.2.12.14465"> <button class="ui left aligned compact blue labeled icon button serp-button"> <i class="external alternate icon"></i> Publisher / doi.org </button> </a>

Portfolio Construction Through Mixed-Integer Programming at Grantham, Mayo, Van Otterloo and Company

Dimitris Bertsimas, Christopher Darnell, Robert Soucy
<span title="">1999</span> <i title="Institute for Operations Research and the Management Sciences (INFORMS)"> <a target="_blank" rel="noopener" href="https://fatcat.wiki/container/xov32a3x2netpgib4hww2zh2qm" style="color: black;">Interfaces</a> </i> &nbsp;
the same liquidity, turnover, and expected return as the target portfolios, control frictional costs, and do so with fewer distinct stocks and with fewer transactions.  ...  Grantham, Mayo, Van Otterloo and Company LLC (GMO) uses mixed-integer-programming (MIP) methods to construct portfolios that are close (in terms of sector and security exposure) to target portfolios, have  ...  Another motivation for an integer programming solution is to reduce the costs associated with trading the portfolio.  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.1287/inte.29.1.49">doi:10.1287/inte.29.1.49</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/rlwxczpv3ves5hv3bzompoxtwe">fatcat:rlwxczpv3ves5hv3bzompoxtwe</a> </span>
<a target="_blank" rel="noopener" href="https://web.archive.org/web/20040318071952/http://www.bilkent.edu.tr:80/~ie477/case/GranthamMayoVanOtterlooAndCompany.pdf" title="fulltext PDF download" data-goatcounter-click="serp-fulltext" data-goatcounter-title="serp-fulltext"> <button class="ui simple right pointing dropdown compact black labeled icon button serp-button"> <i class="icon ia-icon"></i> Web Archive [PDF] <div class="menu fulltext-thumbnail"> <img src="https://blobs.fatcat.wiki/thumbnail/pdf/d5/72/d572175f0d638abdd3e2f76e9cddde219edc8789.180px.jpg" alt="fulltext thumbnail" loading="lazy"> </div> </button> </a> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.1287/inte.29.1.49"> <button class="ui left aligned compact blue labeled icon button serp-button"> <i class="external alternate icon"></i> Publisher / doi.org </button> </a>

An integer programming based strategy for Asian-style futures arbitrage over the settlement period

Raymond H. Chan, Kelvin K. Kan, Alfred K. Ma
<span title="2018-06-21">2018</span> <i title="IOS Press"> <a target="_blank" rel="noopener" href="https://fatcat.wiki/container/r26m73nyxbd25i3kk6vp6apm7e" style="color: black;">Algorithmic Finance</a> </i> &nbsp;
In this paper, we propose a practical trading strategy based on an integer programming technique to exploit the mispricing opportunity of Asian-style index futures over the settlement period using a proxy  ...  The integer program can detect mispricing, construct an arbitrage portfolio by using the proxy and dynamically maintain the arbitrage portfolio.  ...  When δ t < 0, an arbitrageur gains more than the optimal value of the integer program. Conversely, if δ t > 0, the arbitrageur gains less than the optimal value.  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.3233/af-180219">doi:10.3233/af-180219</a> <a target="_blank" rel="external noopener" href="https://dblp.org/rec/journals/af/ChanKM18.html">dblp:journals/af/ChanKM18</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/kiu7wkipfje3jlycjonf6ljyfu">fatcat:kiu7wkipfje3jlycjonf6ljyfu</a> </span>
<a target="_blank" rel="noopener" href="https://web.archive.org/web/20180720171802/https://content.iospress.com/download/algorithmic-finance/af219?id=algorithmic-finance%2Faf219" title="fulltext PDF download" data-goatcounter-click="serp-fulltext" data-goatcounter-title="serp-fulltext"> <button class="ui simple right pointing dropdown compact black labeled icon button serp-button"> <i class="icon ia-icon"></i> Web Archive [PDF] <div class="menu fulltext-thumbnail"> <img src="https://blobs.fatcat.wiki/thumbnail/pdf/c4/4f/c44f83147b32d1cf222abf4460f9c225490f9325.180px.jpg" alt="fulltext thumbnail" loading="lazy"> </div> </button> </a> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.3233/af-180219"> <button class="ui left aligned compact blue labeled icon button serp-button"> <i class="external alternate icon"></i> Publisher / doi.org </button> </a>

A Modified Boltzmann Machine for Solving Distribution System Expansion Planning in Malaysia

Siti Hajar Mohd Tahar, Shamshul Bahar Yaakob, Amran Ahmed
<span title="2018-10-01">2018</span> <i title="Institute of Advanced Engineering and Science"> <a target="_blank" rel="noopener" href="https://fatcat.wiki/container/trvfti3jm5hnxhei7rl7owpcqq" style="color: black;">Indonesian Journal of Electrical Engineering and Computer Science</a> </i> &nbsp;
The proposed technique will be formulated by using mean-variance analysis (MVA) approach in the form of mixed-integer quadratic programming problem.  ...  As the solution provided various of options, the proposed technique will help decision makers in solving DSEP problem.  ...  Determining the Optimal Maintenance Strategy The results offer sets of solutions following an efficient frontier which the optimal solution can be chosen.  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.11591/ijeecs.v12.i1.pp193-200">doi:10.11591/ijeecs.v12.i1.pp193-200</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/44exag5lenhhhkaftx7ab2yfue">fatcat:44exag5lenhhhkaftx7ab2yfue</a> </span>
<a target="_blank" rel="noopener" href="https://web.archive.org/web/20190427150132/http://www.iaescore.com/journals/index.php/IJEECS/article/download/14429/9319" title="fulltext PDF download" data-goatcounter-click="serp-fulltext" data-goatcounter-title="serp-fulltext"> <button class="ui simple right pointing dropdown compact black labeled icon button serp-button"> <i class="icon ia-icon"></i> Web Archive [PDF] <div class="menu fulltext-thumbnail"> <img src="https://blobs.fatcat.wiki/thumbnail/pdf/56/6f/566f1594dcc220feba1eacef54dc4b3fb27456ef.180px.jpg" alt="fulltext thumbnail" loading="lazy"> </div> </button> </a> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.11591/ijeecs.v12.i1.pp193-200"> <button class="ui left aligned compact blue labeled icon button serp-button"> <i class="unlock alternate icon" style="background-color: #fb971f;"></i> Publisher / doi.org </button> </a>

Stock Options and Chief Executive Officer Compensation

Chris S. Armstrong, David F. Larcker, Che-Lin Su
<span title="">2007</span> <i title="Elsevier BV"> <a target="_blank" rel="noopener" href="https://fatcat.wiki/container/tol7woxlqjeg5bmzadeg6qrg3e" style="color: black;">Social Science Research Network</a> </i> &nbsp;
about whether stock options are part of the optimal contract.  ...  Using a sample of Fortune 500 companies, we solve an agency model calibrated to the company-specific data and we find that stock options are almost always part of the optimal contract.  ...  options into an optimization program.  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.2139/ssrn.987693">doi:10.2139/ssrn.987693</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/mbq2sct3fjbrvar6ya2pincjbi">fatcat:mbq2sct3fjbrvar6ya2pincjbi</a> </span>
<a target="_blank" rel="noopener" href="https://web.archive.org/web/20170706160051/https://www.econstor.eu/bitstream/10419/31234/1/587664029.PDF" title="fulltext PDF download" data-goatcounter-click="serp-fulltext" data-goatcounter-title="serp-fulltext"> <button class="ui simple right pointing dropdown compact black labeled icon button serp-button"> <i class="icon ia-icon"></i> Web Archive [PDF] <div class="menu fulltext-thumbnail"> <img src="https://blobs.fatcat.wiki/thumbnail/pdf/c9/7d/c97d7705fd9a302c43a4434e40644106dda53f9f.180px.jpg" alt="fulltext thumbnail" loading="lazy"> </div> </button> </a> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.2139/ssrn.987693"> <button class="ui left aligned compact blue labeled icon button serp-button"> <i class="external alternate icon"></i> ssrn.com </button> </a>

Analysis of new approaches used in portfolio optimization: a systematic literature review

Danilo Alcantara Milhomem, Maria José Pereira Dantas
<span title="">2020</span> <i title="FapUNIFESP (SciELO)"> <a target="_blank" rel="noopener" href="https://fatcat.wiki/container/rwcz4ocberb65hshi4ydotn22a" style="color: black;">Production</a> </i> &nbsp;
Depending on the degree of the estimation error of these input parameters, the optimization results may be lower than the results of the 1/N trading strategy.  ...  Paper aims: To do a comprehensive review of the exact and heuristic methods, software/programming languages, constraints, and types of analysis (technical and fundamental) used to solve the portfolio optimization  ...  This theme will be approached in an open manner with the objective of finding the greatest number of academic and scientific publications.  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.1590/0103-6513.20190144">doi:10.1590/0103-6513.20190144</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/bp7hjkh2c5ef5dtmvq2ddeqys4">fatcat:bp7hjkh2c5ef5dtmvq2ddeqys4</a> </span>
<a target="_blank" rel="noopener" href="https://web.archive.org/web/20200814172231/https://www.scielo.br/pdf/prod/v30/0103-6513-prod-30-e20190144.pdf" title="fulltext PDF download" data-goatcounter-click="serp-fulltext" data-goatcounter-title="serp-fulltext"> <button class="ui simple right pointing dropdown compact black labeled icon button serp-button"> <i class="icon ia-icon"></i> Web Archive [PDF] <div class="menu fulltext-thumbnail"> <img src="https://blobs.fatcat.wiki/thumbnail/pdf/84/5f/845fb34cb0a4cec6f4915a7de387c9ffe36ead43.180px.jpg" alt="fulltext thumbnail" loading="lazy"> </div> </button> </a> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.1590/0103-6513.20190144"> <button class="ui left aligned compact blue labeled icon button serp-button"> <i class="unlock alternate icon" style="background-color: #fb971f;"></i> scielo.br </button> </a>
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