Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Alba V. Olivares-Nadal"'
Autor:
Alba V. Olivares-Nadal
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ebad4da4654fb70342f44b8c6c3d04a1
https://doi.org/10.2139/ssrn.4112026
https://doi.org/10.2139/ssrn.4112026
Publikováno v:
Operations Research. 66:733-739
We prove that the portfolio problem with transaction costs is equivalent to three different problems designed to alleviate the impact of estimation error: a robust portfolio optimization problem, a regularized regression problem, and a Bayesian portf
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::09685ad017769542953385fc2751a251
https://doi.org/10.1287/opre.2017.1699
https://doi.org/10.1287/opre.2017.1699
Publikováno v:
idUS: Depósito de Investigación de la Universidad de Sevilla
Universidad de Sevilla (US)
idUS. Depósito de Investigación de la Universidad de Sevilla
instname
Universidad de Sevilla (US)
idUS. Depósito de Investigación de la Universidad de Sevilla
instname
This paper investigates how the production policy, as well as other factors, affect the facility location-allocation decisions. We focus on a p-median location problem in which one single perishable product is to be produced and shipped to a set of u
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::35d126e3188f4ec33e3e489120b3f67d
Publikováno v:
idUS. Depósito de Investigación de la Universidad de Sevilla
instname
instname
This paper explores the single-item newsvendor problem under a novel setting which combines temporal dependence and tractable robust optimization. First, the demand is modeled as a time series which follows an autoregressive process AR(p), p ? 1 . Se
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f47fd37b1def7a21c74972f68db7f79a
https://idus.us.es/xmlui/handle/11441/42771
https://idus.us.es/xmlui/handle/11441/42771
Autor:
Pepa Ramírez-Cobo, Xavier Marzo, Emilio Carrizosa, José Ignacio Álvarez Francoso, Alba V. Olivares-Nadal, M. Fernanda Pita
Publikováno v:
idUS: Depósito de Investigación de la Universidad de Sevilla
Universidad de Sevilla (US)
idUS. Depósito de Investigación de la Universidad de Sevilla
instname
Universidad de Sevilla (US)
idUS. Depósito de Investigación de la Universidad de Sevilla
instname
The Markovian arrival process (MAP) is a stochastic process that allows for modeling dependent and non-exponentially distributed observations. Due to its versatility, it has been widely applied in different contexts, from reliability to teletraffic.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3b3f9ba1e78d77c598cc7ba0699b3723
Publikováno v:
idUS. Depósito de Investigación de la Universidad de Sevilla
instname
idUS: Depósito de Investigación de la Universidad de Sevilla
Universidad de Sevilla (US)
instname
idUS: Depósito de Investigación de la Universidad de Sevilla
Universidad de Sevilla (US)
Most time series forecasting methods assume the series has no missing values. When missing values exist, interpolation methods, while filling in the blanks, may substantially modify the statistical pattern of the data, since critical features such as
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1df8de7814c3221839edc3881d40a5bb