Operations Research Proceedings 2014: Selected Papers of the by Marco Lübbecke, Arie M.C.A. Koster, Peter Letmathe, Reinhard

By Marco Lübbecke, Arie M.C.A. Koster, Peter Letmathe, Reinhard Madlener, Britta Peis, Grit Walther

This e-book features a collection of refereed papers awarded on the "International convention on Operations study (OR 2014)", which came about at RWTH Aachen college, Germany, September 2-5, 2014. greater than 800 scientists and scholars from forty seven nations attended OR 2014 and awarded greater than 500 papers in parallel topical streams, in addition to unique award periods. The subject of the convention and its court cases is "Business Analytics and Optimization".

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Extra info for Operations Research Proceedings 2014: Selected Papers of the Annual International Conference of the German Operations Research Society (GOR), RWTH Aachen University, Germany, September 2-5, 2014

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Hence, we always obtain both a feasible solution and an optimality gap showing how far this solution can be from the true optimum. Exploiting these lower and upper bounds allows us to solve (DREFLP) instances of reasonable size to optimality or near-optimality. 2. We denote by MILP I the original approach proposed by Amaral [2] using d columns, and by MILP II the approach to solve the same model using only the smallest number of columns according to Theorem 2. Table 2 shows that reducing the number of columns (and hence the number of variables) in the MILP model reduces the running times considerably.

B. Bischl (B) · T. Kühn (B) · G. de T. de G. de © Springer International Publishing Switzerland 2016 M. Lübbecke et al. 1007/978-3-319-28697-6_6 37 38 B. Bischl et al. , the default class is much smaller. The effect of this on the performance of different classification algorithms has been investigated by Brown and Mues [7]. Vincotti and Hand [20] discuss both the introduction of misclassification costs at either scorecard construction or classification stage and preprocessing of the training sample by over- or undersampling of the classes.

The continuous case has already been solved for many types of utility functions in the single- and multi-period case by Merton [8]. On the other hand, the discrete time setting is more useful and seems to be more realistic for the investors because they observe the underlying data-generating process discretely and make their decisions only at discrete points of time. In other words, they would prefer to deal with the time series models rather than the stochastic differential equations for modelling the asset returns.

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