Results 231 to 240 of about 91,882 (291)

A Positive Semidefinite Safe Approximation of Multivariate Distributionally Robust Constraints Determined by Simple Functions. [PDF]

J Optim Theory Appl
Dienstbier J, Liers F, Rolfes J.
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Advancing large-molecule discovery with a unified digital platform for data analysis and workflow management. [PDF]

MAbs
Natali E, Hersch J, Freiberg C, Steigele S.   +3 more
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Investigating the dynamics and uncertainties in portfolio optimization using the Fourier-Millen transform. [PDF]

PLoS One
Alkhudaydi MH, Alharthi AM.
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A Quasi-Monte Carlo Method Based on Neural Autoregressive Flow. [PDF]

Entropy (Basel)
Wei Y, Xi W.
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Physiological foundation modeling for subclinical disease assessment: a prospective pilot. [PDF]

JAMIA Open
Yuan W, Xu S, Dionisi S, von Herrmann K, Frederick-Dyer K, Cheung-Flynn J, Kennedy C, Flynn CR, Lipnick S.   +8 more
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Optimizing TB policies using the global TB portfolio model: an economic analysis

Satyanarayana S, Mandal S, McQuaid F, Nair S, Sahu S, Menzies NA, Sweeney S, Sanders R, Baena IG, White RG, Adam T, Smit M, Pretorius C.   +12 more
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Benchmarking project portfolios using optimality thresholds

Omega, 2021
Abstract Risk assessment and selection of project portfolios are carried out under uncertainty, since this process uses historical data that can be adjusted in the future. The problem is whether the decision is still favorable and the level of risk is still acceptable to the investor.
Vladimir Korotkov, Desheng Wu
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Multiobjective optimization for project portfolio selection

Proceedings of the 14th annual conference companion on Genetic and evolutionary computation, 2012
This paper proposes a multiobjective heuristic search approach to support a project portfolio selection technique on scenarios with a large number of candidate projects. The original formulation for the technique requires analyzing all combinations of candidate projects, which is unfeasible when more than a few alternatives are available.
Marcio de Oliveira Barros, Hélio Rodrigues Costa, Fábio Vitorino Figueiredo, Ana Regina Cavalcanti da Rocha   +3 more
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Sparse simplex projections for portfolio optimization

2013 IEEE Global Conference on Signal and Information Processing, 2013
We derive efficient sparse projections onto the simplex and its extension, and illustrate how to use them to solve high-dimensional learning problems such as portfolio selection with non-convex constraints. To this end, we study the following sparse Euclidean projections.
Anastasios Kyrillidis, Stephen Becker, Volkan Cevher, Christoph Koch   +3 more
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Portfolio optimization for capital investment projects

Proceedings of the Winter Simulation Conference, 2003
The new portfolio optimization engine, OptFolio/spl trade/, Simultaneously addresses financial return goals, catastrophic loss avoidance, and performance probability. The innovations embedded in OptFolio enable users to confidently design effective plans for achieving financial goals, employing accurate analysis based on real data. Traditional analysis
J. April, F. Glover, J. Kelly
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