Related papers: Project portfolio planning in the pharmaceutical i…
Project managers are continuously under pressure to shorten product development durations. One practical approach for reducing the project duration is lessening dependencies between different development components and teams. However, most…
Portfolio optimization is a critical area in finance, aiming to maximize returns while minimizing risk. Metaheuristic algorithms were shown to solve complex optimization problems efficiently, with Genetic Algorithms and Particle Swarm…
This research investigates a multi-product, multi-echelon, and multi-period vaccine supply chain network model under uncertainty and quality inspection errors. The objective function seeks optimizing the total cost of the supply chain.…
This paper is presenting a real case study. It focuses on a drug stock management problem within a Tunisian monopoly in drugs distribution, PCT. The commercial service aims to optimize the drug stock management and procurement while…
Drug promiscuity and polypharmacology are much discussed topics in pharmaceutical research. Drug repositioning applies established drugs to new disease indications with increasing success. As polypharmacology, defined a drug's ability to…
Financial portfolio optimization is a widely studied problem in mathematics, statistics, financial and computational literature. It adheres to determining an optimal combination of weights associated with financial assets held in a…
Supply chain management has been concentrated on productive ways to manage flows through a sophisticated vendor, manufacturer, and consumer networks for decades. Recently, energy and material rates have been greatly consumed to improve the…
Time-series forecasts play a critical role in business planning. However, forecasters typically optimize objectives that are agnostic to downstream business goals and thus can produce forecasts misaligned with business preferences. In this…
We investigate an optimal investment problem with a general performance criterion which, in particular, includes discontinuous functions. Prices are modeled as diffusions and the market is incomplete. We find an explicit solution for the…
We consider the optimal allocation of generic resources among multiple generic entities of interest over a finite planning horizon, where each entity generates stochastic returns as a function of its resource allocation during each period.…
The dynamic portfolio optimization problem in finance frequently requires learning policies that adhere to various constraints, driven by investor preferences and risk. We motivate this problem of finding an allocation policy within a…
For any business, planning is a continuous process, and typically business-owners focus on making both long-term planning aligned with a particular strategy as well as short-term planning that accommodates the dynamic market situations. An…
This paper investigates the problem of ensembling multiple strategies for sequential portfolios to outperform individual strategies in terms of long-term wealth. Due to the uncertainty of strategies' performances in the future market, which…
Clinical trials are pivotal in the drug discovery process to determine the safety and efficacy of a drug candidate. The high failure rates of these trials are attributed to deficiencies in clinical model development and protocol design.…
Quantum computation holds promise for the solution of many intractable problems. However, since many quantum algorithms are stochastic in nature they can only find the solution of hard problems probabilistically. Thus the efficiency of the…
Portfolio Optimization (PO) is a financial problem aiming to maximize the net gains while minimizing the risks in a given investment portfolio. The novelty of Quantum algorithms lies in their acclaimed potential and capability to solve…
Many optimization problems incorporate uncertainty affecting their parameters and thus their objective functions and constraints. As an example, in chance-constrained optimization the constraints need to be satisfied with a certain…
The field of portfolio selection is an active research topic, which combines elements and methodologies from various fields, such as optimization, decision analysis, risk management, data science, forecasting, etc. The modeling and…
The role of portfolio construction in the implementation of equity market neutral factors is often underestimated. Taking the classical momentum strategy as an example, we show that one can significantly improve the main strategy's features…
Today's cloud infrastructure landscape offers a broad range of services to build and operate software applications. The myriad of options, however, has also brought along a new layer of complexity. When it comes to procuring cloud computing…