This project implements a CVaR-minimizing portfolio optimization model based on the seminal paper "Optimization of Conditional Value-at-Risk" by Rockafellar and Uryasev (2000). The analysis uses ...
Abstract: The product delivery process is a set of steps to transport a product of an origin to a delivery point. Nowadays, there are different platforms or software based on classical algorithms for ...
Article Views are the COUNTER-compliant sum of full text article downloads since November 2008 (both PDF and HTML) across all institutions and individuals. These metrics are regularly updated to ...
What is linear regression in machine learning ? Understanding Linear Regression in machine learning is considered as the basis or foundation in machine learning. In this video, we will learn what is ...
ABSTRACT: This paper deals with linear programming techniques and their application in optimizing lecture rooms in an institution. This linear programming formulated based on the available secondary ...
Integer linear programming can help find the answer to a variety of real-world problems. Now researchers have found a much faster way to do it. The traveling salesperson problem is one of the oldest ...
1 Department of Mathematics, University of Patras, Patras, Greece. 2 Department of Business Administration, University of Patras, Patras, Greece. This paper presents a new dimension reduction strategy ...