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On efficiency and the Jain's fairness index in integer assignment problems

Rezaeinia, Nahid; Goez, Julio Cesar; Guajardo, Mario - In: Computational management science 20 (2023) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10014393423

A box decomposition algorithm to compute the hypervolume indicator

Lacour, Renaud; Klamroth, Kathrin; Fonseca, Carlos M. da - In: Computers & operations research : and their … 79 (2017), pp. 347-360

Persistent link: https://www.econbiz.de/10011673551

Enhanced index tracking with CVaR-based ratio measures

Guastaroba, Gianfranco; Mansini, Renata; Ogryczak, … - In: Stochastic optimization: theory and applications, (pp. 883-931). 2020

Persistent link: https://www.econbiz.de/10012290853

Risk measure index tracking model

Sant'Anna, Leonardo Riegel; Righi, Marcelo Brutti; … - In: International review of economics & finance : IREF 80 (2022), pp. 361-383

Persistent link: https://www.econbiz.de/10013342032

Optimal fair division for measures with piecewise linear density functions

Legut, Jerzy - In: International game theory review 19 (2017) 2, pp. 1-12

Persistent link: https://www.econbiz.de/10011754583

Inequity averse optimization in operational research

Karsu, Özlem; Morton, Alec - In: European journal of operational research : EJOR 245 (2015) 2, pp. 343-359

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Bridging k-sum and CVaR optimization in MILP

Filippi, Carlo; Ogryczak, Włodzimierz; Speranza, Maria … - In: Computers & operations research : and their … 105 (2019), pp. 156-166

Persistent link: https://www.econbiz.de/10011997088

Ordering distributions on a finitely generated cone

Abul Naga, Ramses H. - 2024

Persistent link: https://www.econbiz.de/10014517548

Auk : A Simple Alternative to the Auc

Kaymak, U. - 2010

The area under Receiver Operating Characteristic (ROC) curve, also known as the AUC-index, is commonly used for ranking … proposed AUK-index compensates for the above basic flaw of the AUC by being sensitive to the class distribution. Therefore it …

Persistent link: https://www.econbiz.de/10013142556

AUK : a simple alternative to the AUC

Kaymak, Uzay (contributor); Ben-David, Arie (contributor); … - 2010

Persistent link: https://www.econbiz.de/10008665039