Abbas Seifi

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Person:181268

Available identifiers

zbMath Open seifi.abbasMaRDI QIDQ181268

List of research outcomes

PublicationDate of PublicationType
Portfolio selection with robust estimators considering behavioral biases in a causal network2019-11-06Paper
Collective mental accounting: an integrated behavioural portfolio selection model for multiple mental accounts2019-09-26Paper
A path-independent method for barrier option pricing in hidden Markov models2018-11-13Paper
A study on modeling the dynamics of statistically dependent returns2018-09-20Paper
An efficient computational method for large scale surgery scheduling problems with chance constraints2018-04-20Paper
Multistage portfolio optimization with stocks and options2016-06-09Paper
A modified modeling approach and a heuristic procedure for the multi-mode resource constrained project scheduling problem with activity splitting2016-04-01Paper
Analytic centre stabilization of column generation algorithm for the capacitated vehicle routing problem2015-12-28Paper
Lower and upper bounds for location-arc routing problems with vehicle capacity constraints2014-07-27Paper
Optimization of filter designs with dependent and asymmetrically distributed parameters2014-01-02Paper
Optimal design of multi-response experiments using semi-definite programming2013-10-24Paper
The use of stochastic analytic center for yield maximization of systems with general distributions of component values2008-03-13Paper
Probabilistic design of systems with general distributions of parameters2002-07-11Paper
Maximization of manufacturing yield of systems with arbitrary distributions of component values2001-06-14Paper
A constant-potential infeasible-start interior-point algorithm with computational experiments and applications1998-04-13Paper

Research outcomes over time


Doctoral students

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