All Outputs (2)

A hybrid combinatorial approach to a two-stage stochastic portfolio optimization model with uncertain asset prices (2019)
Journal Article

© 2019, Springer-Verlag GmbH Germany, part of Springer Nature. Portfolio optimization is one of the most important problems in the finance field. The traditional Markowitz mean-variance model is often unrealistic since it relies on the perfect market... Read More about A hybrid combinatorial approach to a two-stage stochastic portfolio optimization model with uncertain asset prices.

Pattern-Based Approach to the Workflow Satisfiability Problem with User-Independent Constraints (2019)
Journal Article

The fixed parameter tractable (FPT) approach is a powerful tool in tackling computationally hard problems. In this paper, we link FPT results to classic artificial intelligence (AI) techniques to show how they complement each other. Specifically, we... Read More about Pattern-Based Approach to the Workflow Satisfiability Problem with User-Independent Constraints.