Search Results - subject:"Simulation‐Based Optimization"

Neural network predictive modeling on dynamic portfolio management : a simulation-based portfolio optimization approach

Yu, Jiayang; Chang, Kuo-Chu - In: Journal of risk and financial management : JRFM 13 (2020) 11/285, pp. 1-23

Portfolio optimization and quantitative risk management have been studied extensively since the 1990s and began to attract even more attention after the 2008 financial crisis. This disastrous occurrence propelled portfolio managers to reevaluate and mitigate the risk and return trade-off in...

Persistent link: https://www.econbiz.de/10012388728

Aggregated GP-based optimization for contaminant source localization

Krityakierne, Tipaluck; Baowan, Duangkamon - In: Operations research perspectives 7 (2020), pp. 1-10

Recently a new simulation-based optimization benchmark of groundwater contaminant source localization problems has been …, a novel simulation-based optimization algorithm relying on an aggregated Gaussian process model, and the expected …

Persistent link: https://www.econbiz.de/10012259018

Simulation-based optimization at container terminals: A literature review

Kastner, Marvin; Pache, Hannah; Jahn, Carlos - 2019

Purpose: While simulation-based optimization has been discussed in theory and practically employed at container … gaps are identified. Methodology: The recent literature of simulation-based optimization on container terminals is examined … knowledge, the existing literature regarding simulation- based optimization at container terminals has never been addressed in a …

Persistent link: https://www.econbiz.de/10012143193

Decision support algorithms for optimizing surgery start times considering the performance variation

Tsai, Shing Chih; Lin, Wu Hung; Wu, Chia Cheng; Weng, … - In: Health care management science : a new journal serving … 25 (2022) 2, pp. 208-221

Persistent link: https://www.econbiz.de/10013263606

A discrete simulation-based optimization algorithm for the design of highly responsive last-mile distribution networks

Snoeck, André; Winkenbach, Matthias - In: Transportation science 56 (2022) 1, pp. 201-222

Persistent link: https://www.econbiz.de/10012820524

Developing environmental hedging point policy with variable demand : a machine learning approach

Behnamfar, Reza; Sajadi, Seyed Mojtaba; Tootoonchy, Mahshid - In: International journal of production economics 254 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10013461617

Managing uncertain capacities for network revenue optimization

Previgliano, Fabricio; Vulcano, Gustavo - In: Manufacturing & service operations management : M & SOM 24 (2022) 2, pp. 1202-1219

Persistent link: https://www.econbiz.de/10013258799

Biobjective robust simulation-based optimization for unconstrained problems

Zheng, Liang; Bao, Ji; Xu, Chengcheng; Tan, Zhen - In: European journal of operational research : EJOR 299 (2022) 1, pp. 249-262

Persistent link: https://www.econbiz.de/10013206974

Multi-index base-stock policy for inventory systems with multiple capacitated suppliers

Yang, Chaolin; Huang, Diyuan; Xu, Chenyang - In: OR spectrum : quantitative approaches in management 44 (2022) 1, pp. 155-177

Persistent link: https://www.econbiz.de/10013172679

A multiagent approach to solving the dynamic postdisaster relief distribution problem

Espejo-Díaz, Julián Alberto; Guerrero, William J. - In: Operations management research : OMR ; advancing … 14 (2021) 1/2, pp. 177-193

Persistent link: https://www.econbiz.de/10012584298