This paper develops a mathematicla programming model to reconcile trade statistics subject to a set of global consistency conditions in the presence of an entrepot. Initial data reliability serves a key function for governing the magnitude of adjustment. Through a two-stage optimization...

This study implements and tests a mathematical programming model to estimate interregional, interindustry transaction flows in a national system of economic regions based on an interregional accounting framework and initial information of interregional shipments. A national input-output (IO)...

The algorithm for optimization of a credit portfolio has not been fully demonstrated. This paper fills the gap in the literature by presenting a general approach for optimizing a credit portfolio by minimizing the default risk of the entire portfolio. Default risk is measured with quadratic...