This paper reports the work on a novel wavelet-based multi-scale filtering application used to generate very smooth subset of profiles known as Class-A curves. The multi-scale rep...
- In this paper, computational aspects of the panel aggregation problem are addressed. Motivated primarily by applications of risk assessment, an algorithm is developed for aggrega...
Joel B. Predd, Sanjeev R. Kulkarni, Daniel N. Oshe...
: Since Keynes (1930) and Hicks (1939) propounded their theory of normal backwardation, the issue of whether hedgers must pay speculators an insurance premium has remained controve...
In this paper a hybrid algorithm to solve Irregular Strip Packing problems is presented. The metaheuristic simulated annealing is used to guide the search over the solution space ...
In this paper, we provide a heuristic procedure, that performs well from a global optimality point of view, for an important and difficult class of bilevel programs. The algorithm...