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Data-driven hedging of stock index options via deep learning
Chen, Jie; Li, Lingfei - In: Operations research letters 51 (2023) 4, pp. 408-413
Persistent link: https://www.econbiz.de/10014426577
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WaveCorr : deep reinforcement learning with permutation invariant convolutional policy networks for portfolio management
Marzban, Saeed; Delage, Erick; Li, Jonathan Yu-Meng; … - In: Operations research letters 51 (2023) 6, pp. 680-686
Persistent link: https://www.econbiz.de/10014465889
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A faster polynomial algorithm for the unbalanced Hitchcock transportation problem
Brenner, Ulrich - In: Operations research letters 36 (2008) 4, pp. 408-413
Persistent link: https://www.econbiz.de/10003786685
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A column generation approach for the split delivery vehicle routing problem
Jin, Mingzhou; Liu, Kai; Eksioglu, Burak - In: Operations research letters 36 (2008) 2, pp. 265-270
Persistent link: https://www.econbiz.de/10003773721
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On improving optimal oblivious routing
Scutellà, Maria Grazia - In: Operations research letters 37 (2009) 3, pp. 197-200
Persistent link: https://www.econbiz.de/10003903919
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Time-adaptive and history-adaptive multicriterion routing in stochastic, time-dependent networks
Pretolani, Daniele; Nielsen, Lars Relund; Andersen, Kim … - In: Operations research letters 37 (2009) 3, pp. 201-205
Persistent link: https://www.econbiz.de/10003903925
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A branch-and-price algorithm for the capacitated arc routing problem with stochastic demands
Christiansen, Christian H.; Lysgaard, Jens; Wøhlk, Sanne - In: Operations research letters 37 (2009) 6, pp. 392-398
Persistent link: https://www.econbiz.de/10003905567
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Vehicle scheduling with combinable delivery and pickup operations
Lee, Chung-Yee; Qi, Xiangtong - In: Operations research letters 37 (2009) 6, pp. 399-404
Persistent link: https://www.econbiz.de/10003905570
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A powerful route minimization heuristic for the vehicle routing problem with time windows
Nagata, Yuichi; Bräysy, Olli - In: Operations research letters 37 (2009) 5, pp. 333-338
Persistent link: https://www.econbiz.de/10003932237
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Simpler analysis of LP extreme points for traveling salesman and survivable network design problems
Nagarajan, Viswanath; Ravi, R.; Singh, Mohit - In: Operations research letters 38 (2010) 3, pp. 156-160
Persistent link: https://www.econbiz.de/10003968625