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Analyzing and forecasting financial series with singular spectral analysis
Dependence Modeling, 2022 Modern techniques for managing multidimensional stochastic processes that reflect the dynamics of unstable environments are proactive, which refers to decision making based on forecasting the system’s state vector evolution.
Makshanov Andrey +2 more
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Two decades of blackbox optimization applications
EURO Journal on Computational Optimization, 2021 This article reviews blackbox optimization applications of direct search optimization methods over the past twenty years. Emphasis is placed on the Mesh Adaptive Direct Search (Mads) derivative-free optimization algorithm.
Stéphane Alarie +4 more
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Advances in Industrial and Manufacturing Engineering, 2021 The cutting process is an important stage of the industries which are dealing with cutting of small pieces from large items in such a way so that the wastage should be minimum.
Ravi Vishwakarma, P.L. Powar
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The Inflation Technique Completely Solves the Causal Compatibility Problem
Journal of Causal Inference, 2020 The causal compatibility question asks whether a given causal structure graph — possibly involving latent variables — constitutes a genuinely plausible causal explanation for a given probability distribution over the graph’s observed categorical ...
Navascués Miguel, Wolfe Elie
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A robust optimization approach for magnetic spacecraft attitude stabilization [PDF]
, 2016 Attitude stabilization of spacecraft using magnetorquers can be achieved by a proportional–derivative-like control algorithm. The gains of this algorithm are usually determined by using a trial-and-error approach within the large search space of the ...
Bruni, Renato, Celani, Fabio
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Solution methodologies for debris removal in disaster response
EURO Journal on Computational Optimization, 2016 During the disaster response phase of the emergency relief, the aim is to reduce loss of human life by reaching disaster affected areas with relief items as soon as possible. Debris caused by the disaster blocks the roads and prevents emergency aid teams
Nihal Berktaş +2 more
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Portfolio optimization with pw-robustness
EURO Journal on Computational Optimization, 2018 This paper investigates a portfolio optimization problem under uncertainty on the stock returns, where the manager seeks to achieve an appropriate trade-off between the expected portfolio return and the risk of loss.
Virginie Gabrel +2 more
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The complete vertex p-center problem
EURO Journal on Computational Optimization, 2020 The vertex p-center problem consists of locating p facilities among a set of M potential sites such that the maximum distance from any demand to its closest located facility is minimized.
F.Antonio Medrano
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Optimal treatment strategies for musculoskeletal diseases [PDF]
, 2013 This paper presents a model which aims to find an optimal treatment time for patients with musculoskeletal diseases. The stochastic dynamic programming model presented is based on minimizing expected costs given a stochastic processes for cure with ...
Haugen, Kjetil K.
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Applying ranking and selection procedures to long-term mitigation for improved network restoration
EURO Journal on Computational Optimization, 2016 In this paper, we consider methods to determine the best single arc mitigation plan for improving rapid recovery of a network with a given level of statistical certainty.
EmilyA. Heath +2 more
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