| Publication | Date of Publication | Type |
|---|
Forecasting crude oil futures prices using global macroeconomic news sentiment
IMA Journal of Management Mathematics | 2021-07-13 | Paper |
News augmented GARCH(1,1) model for volatility prediction
IMA Journal of Management Mathematics | 2019-09-25 | Paper |
Portfolio choice models based on second-order stochastic dominance measures: an overview and a computational study
International Series in Operations Research & Management Science | 2019-01-25 | Paper |
Computational aspects of alternative portfolio selection models in the presence of discrete asset choice constraints
Quantitative Finance | 2019-01-14 | Paper |
Novel approaches for portfolio construction using second order stochastic dominance
Computational Management Science | 2018-10-10 | Paper |
Enhanced indexation based on second-order stochastic dominance
European Journal of Operational Research | 2016-03-15 | Paper |
A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition
Mathematical Programming Computation | 2013-08-05 | Paper |
An enhanced model for portfolio choice with SSD criteria: a constructive approach
Quantitative Finance | 2013-03-14 | Paper |
HMM based scenario generation for an investment optimisation problem
Annals of Operations Research | 2013-01-15 | Paper |
Extending algebraic modelling languages for stochastic programming
INFORMS Journal on Computing | 2012-07-28 | Paper |
Robust optimization and portfolio selection: the cost of robustness
European Journal of Operational Research | 2012-05-14 | Paper |
Processing second-order stochastic dominance models using cutting-plane representations
Mathematical Programming. Series A. Series B | 2011-11-23 | Paper |
Hidden Markov models for financial optimization problems
IMA Journal of Management Mathematics | 2010-04-23 | Paper |
| scientific article; zbMATH DE number 5589694 (Why is no real title available?) | 2009-08-03 | Paper |
Scenario generation for stochastic programming and simulation: a modelling perspective
IMA Journal of Management Mathematics | 2009-02-24 | Paper |
Robust solutions and risk measures for a supply chain planning problem under uncertainty
The Journal of the Operational Research Society | 2008-06-11 | Paper |
Mean-risk models using two risk measures: a multi-objective approach
Quantitative Finance | 2007-10-22 | Paper |
Introduction to the special issue on portfolio construction and risk management
Quantitative Finance | 2007-10-22 | Paper |
| Strategic and tactical planning models for supply chain: an application of stochastic mixed integer programming | 2006-10-17 | Paper |
Portfolio construction based on stochastic dominance and target return distributions
Mathematical Programming. Series A. Series B | 2006-09-12 | Paper |
| scientific article; zbMATH DE number 5007549 (Why is no real title available?) | 2006-02-20 | Paper |
Treasury management model with foreign exchange exposure
Computational Optimization and Applications | 2005-11-16 | Paper |
A two-stage parallel branch and bound algorithm for mixed integer programs
IMA Journal of Management Mathematics | 2005-03-21 | Paper |
An application of Lagrangian relaxation to a capacity planning problem under uncertainty
The Journal of the Operational Research Society | 2005-03-16 | Paper |
Modelling and solving environments for mathematical programming (MP): a status review and new directions
The Journal of the Operational Research Society | 2005-03-14 | Paper |
A co-operative parallel heuristic for mixed zero--one linear programming: Combining simulated annealing with branch and bound
European Journal of Operational Research | 2005-02-09 | Paper |
Decision modelling and information systems. The information value chain. (With contributions by Art Geoffrion, Bill Inmon, Louis Ma and Efraim Turban, and Erik Thomsen).
Operations Research/Computer Science Interfaces Series | 2004-11-18 | Paper |
SOLVING LARGE SCALE LINEAR PROGRAMMING PROBLEMS USING AN INTERIOR POINT METHOD ON A MASSIVELY PARALLEL SIMD COMPUTER
Parallel Algorithms and Applications | 2004-10-06 | Paper |
Extracting pure network submatrices in linear programs using signed graphs.
Discrete Applied Mathematics | 2004-03-14 | Paper |
Investigating the sparse simplex algorithm on a distributed memory multiprocessor
Parallel Computing | 2002-07-29 | Paper |
| scientific article; zbMATH DE number 1538842 (Why is no real title available?) | 2002-04-23 | Paper |
Creating advanced bases for large scale linear programs exploiting embedded network structure
Computational Optimization and Applications | 2002-04-15 | Paper |
| scientific article; zbMATH DE number 1538621 (Why is no real title available?) | 2000-12-07 | Paper |
Detecting embedded networks in LP using GUB structures and independent set algorithms
Computational Optimization and Applications | 2000-10-29 | Paper |
Computational solution of capacity planning models under uncertainty
Parallel Computing | 2000-06-04 | Paper |
Modelling and analysis of multistage stochastic programming problems: A software environment
European Journal of Operational Research | 2000-01-18 | Paper |
Modelling of augmented makespan assignment problems (AMAPs): Computational experience of applying integer presolve at the modelling stage
Annals of Operations Research | 1999-06-23 | Paper |
| scientific article; zbMATH DE number 1187077 (Why is no real title available?) | 1999-02-02 | Paper |
Detecting embedded pure network structures in LP problems
Top | 1998-10-27 | Paper |
A distributed processing algorithm for solving integer programs using a cluster of workstations
Parallel Computing | 1998-07-23 | Paper |
Graph theoretic relaxations of set covering and set partitioning problems
European Journal of Operational Research | 1998-07-14 | Paper |
A model for strategic planning under uncertainty
Top | 1998-05-06 | Paper |
| scientific article; zbMATH DE number 1054685 (Why is no real title available?) | 1998-02-04 | Paper |
Strategies for Creating Advanced Bases for Large-Scale Linear Programming Problems
INFORMS Journal on Computing | 1998-01-01 | Paper |
| scientific article; zbMATH DE number 1086995 (Why is no real title available?) | 1997-12-18 | Paper |
| scientific article; zbMATH DE number 1064581 (Why is no real title available?) | 1997-09-23 | Paper |
Experimental investigations in combining primal dual interior point method and simplex based LP solvers
Annals of Operations Research | 1996-01-07 | Paper |
Sets and indices in linear programming modelling and their integration with relational data models
Computational Optimization and Applications | 1995-11-23 | Paper |
| scientific article; zbMATH DE number 446512 (Why is no real title available?) | 1994-05-05 | Paper |
Tools for reformulating logical forms into zero-one mixed integer programs
European Journal of Operational Research | 1994-03-13 | Paper |
A linear and discrete programming framework for representing qualitative knowledge
Journal of Economic Dynamics and Control | 1994-02-28 | Paper |
Solution of Set-Covering and Set-Partitioning Problems Using Assignment Relaxations
The Journal of the Operational Research Society | 1993-01-16 | Paper |
| scientific article; zbMATH DE number 4160470 (Why is no real title available?) | 1990-01-01 | Paper |
Reformulation of mathematical programming problems as linear complementarity problems and investigation of their solution methods
Journal of Optimization Theory and Applications | 1988-01-01 | Paper |
Linear, Integer, Separable and Fuzzy Programming Problems: A Unified Approach towards Reformulation
The Journal of the Operational Research Society | 1988-01-01 | Paper |
An enumerative method for the solution of linear complementarity problems
European Journal of Operational Research | 1988-01-01 | Paper |
An extension of set partitioning with application to scheduling problems
European Journal of Operational Research | 1985-01-01 | Paper |
UIMP: User Interface for Mathematical Programming
ACM Transactions on Mathematical Software | 1982-01-01 | Paper |
An Investigation of Algorithms Used in the Restructuring of Linear Programming Basis Matrices Prior to Inversion
North-Holland Mathematics Studies | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3696855 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3625101 (Why is no real title available?) | 1979-01-01 | Paper |
An exposition of the (linear) complementarity problem
International Journal of Mathematical Education in Science and Technology | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3594862 (Why is no real title available?) | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3548720 (Why is no real title available?) | 1976-01-01 | Paper |
Analysis of mathematical programming problems prior to applying the simplex algorithm
Mathematical Programming | 1975-01-01 | Paper |
Investigation of some branch and bound strategies for the solution of mixed integer linear programs
Mathematical Programming | 1973-01-01 | Paper |
| scientific article; zbMATH DE number 3326184 (Why is no real title available?) | 1970-01-01 | Paper |
