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Search: subject:"Greedy algorithm"
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Metaheuristics
59
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58
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57
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57
Greedy algorithm
42
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37
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36
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35
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35
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28
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28
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greedy algorithm
22
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iterated greedy algorithm
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3
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3
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3
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3
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3
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2
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2
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2
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ECONIS (ZBW)
126
RePEc
21
EconStor
7
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131
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131
Optimal partial hedging of an American option: shifting the focus to the expiration date
Lindberg, Peter
- In:
Mathematical Methods of Operations Research
75
(
2012
)
3
,
pp. 221-243
shortfall is bounded above by a certain number of numéraire assets. A knapsack problem approach and
greedy
algorithm
are used in …
Persistent link: https://www.econbiz.de/10010950308
Saved in:
132
The pallet-packing vehicle routing problem
Zachariadis, Emmanouil E.
;
Tarantilis, Christos D.
; …
- In:
Transportation science : a journal of the Institute for …
46
(
2012
)
3
,
pp. 341-358
Persistent link: https://www.econbiz.de/10009619096
Saved in:
133
A simulated annealing-based hybrid algorithm for solving UFL problems
Pradeepmon, T. G.
;
Paul, Brijesh
- In:
International journal of applied management science
4
(
2012
)
3
,
pp. 274-283
Persistent link: https://www.econbiz.de/10009629030
Saved in:
134
Efficient approximation of melting temperature in simulated annealing algorithms applied to Chebyshev travelling salesman problem
Al-Araidah, Omar
;
Abu Shgair, Khaleel
;
Batayneh, Wafa
; …
- In:
International journal of business performance and …
4
(
2012
)
2
,
pp. 145-163
Persistent link: https://www.econbiz.de/10009616158
Saved in:
135
Mergers and acquisitions based on DEA approach
Wu, Jie
;
An, Qingxian
;
Liang, Liang
- In:
International Journal of Applied Management Science
3
(
2011
)
3
,
pp. 227-240
(DMUs), i.e., the companies. We established a
greedy
algorithm
to implement the selection process. This approach can make up …
Persistent link: https://www.econbiz.de/10009352543
Saved in:
136
A soft computing approach to enhanced indexation
Thomaidis, Nikos S.
- In:
Natural computing in computational finance : volume 4
,
(pp. 61-77)
.
2011
Persistent link: https://www.econbiz.de/10009423551
Saved in:
137
Optimal partial hedging in a discrete-time market as a knapsack problem
Lindberg, Peter
- In:
Computational Statistics
72
(
2010
)
3
,
pp. 433-451
We present a new approach for studying the problem of optimal hedging of a European option in a finite and complete discrete-time market model. We consider partial hedging strategies that maximize the success probability or minimize the expected shortfall under a cost constraint and show that...
Persistent link: https://www.econbiz.de/10010759248
Saved in:
138
Optimal partial hedging in a discrete-time market as a knapsack problem
Lindberg, Peter
- In:
Mathematical Methods of Operations Research
72
(
2010
)
3
,
pp. 433-451
We present a new approach for studying the problem of optimal hedging of a European option in a finite and complete discrete-time market model. We consider partial hedging strategies that maximize the success probability or minimize the expected shortfall under a cost constraint and show that...
Persistent link: https://www.econbiz.de/10010950034
Saved in:
139
Extended ant colony optimization for non-convex mixed integer nonlinear programming
Schlüter, Martin
;
Egea, Jose A.
;
Banga, Julio R.
- In:
Computers & operations research : and their …
36
(
2009
)
7
,
pp. 2217-2229
Persistent link: https://www.econbiz.de/10003828508
Saved in:
140
Representation and Inference of Lexicographic Preference Models and Their Variants
Kohli, Rajeev
;
Jedidi, Kamel
- In:
Marketing Science
26
(
2007
)
3
,
pp. 380-399
The authors propose two variants of lexicographic preference rules. They obtain the necessary and sufficient conditions under which a linear utility function represents a standard lexicographic rule, and each of the proposed variants, over a set of discrete attributes. They then: (i)...
Persistent link: https://www.econbiz.de/10008789703
Saved in:
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