Zobrazeno 1 - 10
of 77
pro vyhledávání: '"Aparna Mehra"'
Publikováno v:
Soft Computing. 26:6317-6332
Autor:
Pooja Bansal, Aparna Mehra
Publikováno v:
RAIRO - Operations Research. 56:649-687
The data envelopment analysis (DEA) technique is well known for computing the Malmquist-Luenberger productivity index (MLPI) in measuring productivity change in the decision-making units (DMUs) over two consecutive periods. In this research, we detec
Publikováno v:
Granular Computing. 7:903-916
Publikováno v:
RAIRO - Operations Research. 56:293-330
In this paper, a decision-support is developed for a strategic problem of identifying target prices for the single buyer to negotiate with multiple suppliers to achieve common goal of maintaining sustained business environment. For this purpose, olig
Publikováno v:
Computational Economics. 59:297-324
Recent advances in the study of dynamic network data envelopment analysis (DNDEA) have shown to provide better insight into the system to improve the efficiency and productivity of a decision-making unit (DMU). A network structure of a DMU takes a ho
Autor:
Ruchika Sehgal, Aparna Mehra
Publikováno v:
Optimization. 71:463-484
The paper aims to construct an optimal trading strategy for procuring a large but fixed volume of a risky asset. The proposed approach splits a large block of trade into smaller packages to minimiz...
Autor:
Anubha Goel, Aparna Mehra
Publikováno v:
Optimization Letters. 15:2067-2108
We study the robust portfolio optimization model for the Omega ratio when the joint ambiguity in the returns distributions is modeled utilizing copulas. We propose the copula formulation of the Omega ratio and use it to formulate the worst-case robus
Publikováno v:
OPSEARCH. 58:160-180
In recent years, PROMETHEE II has emerged as one of the most efficient and successfully applied outranking method in multi-criteria decision making (MCDM) problems. Conventional PROMETHEE II method presumes that the weights of the criteria are known
Autor:
Aparna Mehra, Anubha Goel
Publikováno v:
Stochastics. 93:555-574
A class of analytically tractable bivariate Markov modulated point process is presented in this article. The intensities of the bivariate jump process are assumed to be driven by a correlated Marko...