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Portfolio optimization problems involving value at risk (VaR) are often computationally intractable and require complete information about the return distribution of the portfolio constituents, which is rarely available in practice. These difficulties are compounded when the portfolio contains...
Persistent link: https://www.econbiz.de/10010990468
Cell suppression is a widely used technique for protecting sensitive information in statistical data presented in tabular form. Previous works on the subject mainly concentrate on 2- and 3-dimensional tables whose entries are subject to marginal totals. In this paper we address the problem of...
Persistent link: https://www.econbiz.de/10009197381
This paper first examines the role of ceiling points in solving a pure, general integer linear programming problem (P). Several kinds of ceiling points are defined and analyzed and one kind called "feasible 1-ceiling points" proves to be of special interest. We demonstrate that all optimal...
Persistent link: https://www.econbiz.de/10009214227
The problem of assigning locomotives to trains consists of selecting the types and number of engines that minimize the fixed and operational locomotive costs resulting from providing sufficient power to pull trains on fixed schedules. The force required to pull a train is often expressed in...
Persistent link: https://www.econbiz.de/10009218116