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    EOR
    2010
    125views more  EOR 2010»
    Efficient estimation of large portfolio loss probabilities in t-copula models
    13 years 8 months ago
    Efficient estimation of large portfolio loss probabilities in t-copula models
    Download  www.maths.uq.edu.au
    We consider the problem of accurately measuring the credit risk of a portfolio consisting of loans, bonds and other financial assets. One particular performance measure of interes...
    Joshua C. C. Chan, Dirk P. Kroese
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    COMCOM
    2006
    100views more  COMCOM 2006»
    Routing and wavelength assignment for core-based tree in WDM networks
    13 years 8 months ago
    Routing and wavelength assignment for core-based tree in WDM networks
    Download  www.ee.unlv.edu
    In this paper, we address the routing and wavelength assignment problem for the core-based tree (CBT) service in a wavelength-division-multiplexing (WDM) network, where k sources ...
    Jianping Wang, Xiangtong Qi, Mei Yang
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    IPL
    2008
    146views more  IPL 2008»
    A running time analysis of an Ant Colony Optimization algorithm for shortest paths in directed acyclic graphs
    13 years 8 months ago
    A running time analysis of an Ant Colony Optimization algorithm for shortest paths in directed acyclic graphs
    Download  www.cpe.ku.ac.th
    In this paper, we prove polynomial running time bounds for an Ant Colony Optimization (ACO) algorithm for the single-destination shortest path problem on directed acyclic graphs. ...
    Nattapat Attiratanasunthron, Jittat Fakcharoenphol
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    ANOR
    2005
    120views more  ANOR 2005»
    Solving the Vehicle Routing Problem with Stochastic Demands using the Cross-Entropy Method
    13 years 8 months ago
    Solving the Vehicle Routing Problem with Stochastic Demands using the Cross-Entropy Method
    Download  www.optimization-online.org
    An alternate formulation of the classical vehicle routing problem with stochastic demands (VRPSD) is considered. We propose a new heuristic method to solve the problem. The algori...
    Krishna Chepuri, Tito Homem-de-Mello
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    MANSCI
    2007
    100views more  MANSCI 2007»
    Dynamic Assortment with Demand Learning for Seasonal Consumer Goods
    13 years 8 months ago
    Dynamic Assortment with Demand Learning for Seasonal Consumer Goods
    Download  web.mit.edu
    Companies such as Zara and World Co. have recently implemented novel product development processes and supply chain architectures enabling them to make more product design and ass...
    Felipe Caro, Jérémie Gallien
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