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EOR
2008
85views more  EOR 2008»
15 years 5 months ago
Asset and liability modelling for participating policies with guarantees
We study the problem of asset and liability management of participating insurance policies with guarantees. We develop a scenario optimization model for integrative asset and liab...
Andrea Consiglio, Flavio Cocco, Stavros A. Zenios
PAMI
2010
112views more  PAMI 2010»
15 years 5 months ago
Polynomial Time Algorithms for Ratio Regions and a Variant of Normalized Cut
—In partitioning, clustering, and grouping problems, a typical goal is to group together similar objects, or pixels in the case of image processing. At the same time, another goa...
Dorit S. Hochbaum
SODA
2012
ACM
223views Algorithms» more  SODA 2012»
13 years 9 months ago
Data reduction for weighted and outlier-resistant clustering
Statistical data frequently includes outliers; these can distort the results of estimation procedures and optimization problems. For this reason, loss functions which deemphasize ...
Dan Feldman, Leonard J. Schulman
WSC
2007
15 years 9 months ago
A simulation-based algorithm for supply chain optimization
In a supply chain, there are wide variety of problems, such as transportation scheduling problems and warehouse location problems. These problems are independently defined as opt...
Takayuki Yoshizumi, Hiroyuki Okano
CEC
2009
IEEE
16 years 1 months ago
A clustering particle swarm optimizer for dynamic optimization
Abstract—In the real world, many applications are nonstationary optimization problems. This requires that optimization algorithms need to not only find the global optimal soluti...
Changhe Li, Shengxiang Yang