相关论文: Project portfolio planning in the pharmaceutical i…
The significance of last-mile logistics in the healthcare supply chain is growing steadily, especially in pharmacies where the growing prevalence of medication delivery to patients' homes is remarkable. This paper proposes a novel…
The problem of portfolio optimization when stochastic factors drive returns and volatilities has been studied in previous works by the authors. In particular, they proposed asymptotic approximations for value functions and optimal…
Small-to-medium size enterprises (SMEs), including many startup firms, need to manage interrelated flows of cash and inventories of goods. In this paper, we model a firm that can finance its inventory (ordered or manufactured) with loans in…
In this study, we propose a new multi-objective portfolio optimization with idiosyncratic and systemic risks for financial networks. The two risks are measured by the idiosyncratic variance and the network clustering coefficient derived…
This paper studies a type of periodic utility maximization for portfolio management in an incomplete market model, where the underlying price diffusion process depends on some external stochastic factors. The portfolio performance is…
Classical mean-variance portfolio theory tells us how to construct a portfolio of assets which has the greatest expected return for a given level of return volatility. Utility theory then allows an investor to choose the point along this…
The Portfolio Optimization task has long been studied in the Financial Services literature as a procedure to identify the basket of assets that satisfy desired conditions on the expected return and the associated risk. A well-known approach…
We develop a new analysis for portfolio optimisation with options, tackling the three fundamental issues with this problem: asymmetric options' distributions, high dimensionality and dependence structure. To do so, we propose a new…
An investor is estimating net present value of a firm project and performs risk analysis. Usually it is created portfolio hierarchies and make comparison of variants of project based on these hierarchies. Then one finds that portfolio which…
Complexity and uncertainty associated with commodity resource valuation and extraction requires stochastic control methods suitable for high dimensional states. Recent progress in duality and trajectory-wise techniques has introduced a…
The continuous evolution of software projects necessitates the implementation of changes to enhance performance and reduce defects. This research explores effective strategies for learning and implementing useful changes in software…
Drug discovery is lengthy and expensive, with traditional computer-aided design facing limits. This paper examines integrating quantum computing across the drug development cycle to accelerate and enhance workflows and rigorous…
Adaptive Phase 2/3 designs hold great promise in contemporary oncology drug development, especially when limited data from Phase 1 dose-finding is insufficient for identifying an optimal dose. However, there is a general concern about…
We consider a distribution logistics scenario where a shipping operator, managing a limited amount of resources, receives a stream of collection requests, issued by a set of customers along a booking time-horizon, that are referred to a…
Virtual team in a project within an Organization could achieve optimize project performance by acquiring appropriate human resources, coordination, communication and regular performance evaluation. According to the literature many ICT tools…
The Radiotherapy treatment planning optimization process based on a quasi-Newton algorithm with an object function containing dose-volume constraints is not guaranteed to converge when the dose value in the dose-volume constraint is a…
Individual investors are now massively using online brokers to trade stocks with convenient interfaces and low fees, albeit losing the advice and personalization traditionally provided by full-service brokers. We frame the problem faced by…
We investigate a method to deal with congestion of sectors and delays in the tactical phase of air traffic flow and capacity management. It relies on temporal objectives given for every point of the flight plans and shared among the…
The Indian agricultural sector being in a constant phase of upgradation, has been on the road to modernization for the last couple of years. The fundamental source of livelihood for over 70 percent of the population living in rural parts of…
We study a practical optimization problems for venture capital investments and/or Research and Development (R&D) investments. The first problem is that, given the amount of the initial investment and the reward function at the initial…