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Structure exploiting tool in algebraic modeling languages
Fragnière, Emmanuel (contributor) - 1997
Persistent link: https://www.econbiz.de/10000984340
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A planning model with one million scenarios solved on an affordable parallel machine
Fragnière, Emmanuel; Gondzio, Jacek; Vial, Jean-Philippe - 1998
Persistent link: https://www.econbiz.de/10000987935
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Non-parametic liquidity-adjusted VaR model : a stochastic programming approach
Fragnière, Emmanuel; Gondzio, Jacek; Tuchschmid, Nils S.; … - In: Journal / The Capco Institute : journal of financial … 28 (2010), pp. 109-116
Persistent link: https://www.econbiz.de/10008937101
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A stochastic programming model to minimize volume liquidity risk in commodity trading
Fragnière, Emmanuel; Markov, Iliya - In: Journal / The Capco Institute : journal of financial … 32 (2011), pp. 133-141
Persistent link: https://www.econbiz.de/10009629242
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Optimizing the mariage market : an application of the linear assignment model
Cao, Nguyen Vi; Fragnière, Emmanuel; Gauthier, … - In: European journal of operational research : EJOR 202 (2010) 2, pp. 547-553
Persistent link: https://www.econbiz.de/10003960414