| [22] |
Pattern
Definition of the p-Efficiency
Concept. Accepted in Annals of Operations
Research.
|
| [21] |
Mathematical
Programming Generation of p-Efficient Points. Accepted in European
Journal of Operational Research. |
| [20] |
Optimization
for Simulation: LAD Accelerator. Accepted in Annals of Operations
Research. With F. Margot. |
| [19] |
MIP
Reformulations of the Probabilistic Set Covering
Problem. Mathematical
Programming 121
(1),
1-31, 2010. With A. Saxena A., V. Goyal. |
| [18] |
A
VaR Black-Litterman Model for the Construction of Absolute Return
Fund-of-Funds. Accepted in Quantitative
Finance. |
| [17] |
Reverse Engineering
Country Risk
Ratings: Statistical and Combinatorial Non-Recursive Models. Accepted
in Annals
of Operations
Research. With P.L.
Hammer, A. Kogan. |
| [16] |
An
Exact
Solution Approach for Integer Constrained
Portfolio Optimization Problems under Stochastic Constraints. Operations
Research 57 (3),
650-670, 2009. With P. Bonami. |
| [15] |
Combinatorial Methods
for Constructing
Credit Risk Ratings. Handbook
of
Quantitative Finance. Eds:
Lee C.F., Lee A.C. Springer. In
Press. With A.
Kogan. 2010. |
| [14] |
Preprocessing
Techniques and Column Generation
Algorithms for Stochastically Efficient Demand Trajectories. Journal of the
Operational Research Society 59,
1239-1252, 2008. |
| [13] |
Showcase
Scheduling at Fred Astaire Dance Studio. Interfaces 38
(3), 176-186, 2008. With N. Yakova.
|
| [12] |
Integer
Programming Solution Approach for
Inventory-Production-Distribution Problems with Direct Shipments. International
Transactions
in Operational Research 15,
259-281, 2008. With F. Margot.
|
| [11] |
An
Efficient Trajectory Method for Probabilistic
Inventory-Production-Distribution Problems. Operations Research 55
(2),
378-394, 2007.
With A. Ruszczyński.
|
| [10] |
Modeling
Country Risk Ratings Using Partial Orders. European Journal of
Operational Research 175
(2), 836-859, 2006. With P.L. Hammer, A. Kogan.
|
| [9] |
A
Variable Neighborhood Decomposition Search
Methodology for Supply Chain Management Planning Problems. European Journal of
Operational Research 175
(2), 959-976, 2006. |
| [8] |
On
Characterizing the 4 C's in Supply Chain Management. Journal of Operations
Management 23
(1), 81-100, 2005. With N.
Yakova.
|
| [7] |
A
Methodology for
Probabilistic Inventory-Production-Distribution Problems.
UMI Dissertation 3131759. ProQuest. AnnArbor, MI, 2004.
|
| [6] |
Exchange
Algorithm for Supersaturated, Saturated and Non-Saturated Designs. In: Modern Mathematical,
Management, and Statistical Sciences II: Advances in Theory &
Applications. E,J. Dudewicz,
B.L. Golden, Z. Govindarajulu (Editors). American Sciences Press.
Columbus, OH, 2004. |
| [5] |
Heuristic
Optimization of Experimental Designs. European
Journal of Operational
Research 147
(3), 484-498, 2003. |
| [4] |
A
Coordinate-Columnwise Exchange Algorithm for the Construction of
Supersaturated, Saturated and Non-Saturated Designs. American Journal of
Mathematical and
Management Sciences 23
(1-2),
109-142, 2003. |
| [3] |
Awareness
of
Distributed Denial of Service Attacks’ Dangers: Role of
Internet Pricing
Mechanisms. NETNOMICS:
Economic Research
and Electronic Networking 4
(2), 145-162, 2003. |
| [2] |
Measuring
the Impact of Data Mining on Churn Management. Internet Research:
Electronic Networking Applications
and Policy 11
(5), 375-387, 2001. |
| [1] |
Optimization
of Experimental
Designs. 15th
International Workshop on Statistical Modeling,
Proceedings in Statistical Modeling,
356-359. Bilbao, Spain, 2000. |
|
| Submitted/Working
Papers |
| [1] |
A
Unified
Approach
for Cycle Service Levels. Revised and resubmitted.
|
| [2] |
A
Logical Analysis of Banks' Strength Ratings. Revised and
resubmitted. With P.L. Hammer, A. Kogan.
|
| [3] |
On the
Relaxation of Probabilistically Constrained Stochastic Programming
Problems with Random Right-Hand Sides. Working Paper. With A.
Prékopa.
|
| [4] |
Pattern-Based
Modeling and Solution of Probabilistically Constrained
Optimization Problems. Stochastic Programming E-Print Series 2010-3.
Submitted.
|
| [5] |
Construction
of Risk-Averse Enhanced Index Funds. Revised and resubmitted. With G.
Samatli-Pac.
|
| [6] |
Stochastic
portfolio Optimization Under Skewness Conditions.
|
| [7] |
Solution
of Probabilistically Constrained Stochastic Programming Problems
with Normally Distributed Random Variables in the Technology
Matrix. With A.
Prékopa, T. Szantai. |
| [8] |
Probabilistic
Portfolio Optimization Under Transaction Costs. With T. Filomena.
|
|
|
|
| Scheduled
Conferences and Seminars |
| [1] |
Solution
Method for Large-Scale Chance-Constrained Problems - Application
Potential to Defense and Homeland Security Problems. INFORMS 2010, November 2010,
Austin, TX.
|
| [2] |
Linear
Reformulation of Stochastic Problems with Probabilistic Constraints. 12th International Conference on Stochastic
Programming. Halifax, Canada, August 2010.
|
| [3] |
Linear
Reformulation of Probabilistic Programming Problems Using
Combinatorial Patterns. International Colloquium on Stochastic Modeling
and Optimization. Dedicated to the 80th Birthday of Professor
Andras Prékopa. November
2009, Piscataway, NJ.
|
