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cormac lucas
cormac lucas
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Año
Computational aspects of alternative portfolio selection models in the presence of discrete asset choice constraints
NJ Jobst, MD Horniman, CA Lucas, G Mitra
Quantitative finance 1 (5), 489, 2001
3192001
Heuristic algorithms for the cardinality constrained efficient frontier
M Woodside-Oriakhi, C Lucas, JE Beasley
European Journal of Operational Research 213 (3), 538-550, 2011
2372011
Computational solution of capacity planning models under uncertainty
SA MirHassani, C Lucas, G Mitra, E Messina, CA Poojari
Parallel Computing 26 (5), 511-538, 2000
2202000
Portfolio rebalancing with an investment horizon and transaction costs
M Woodside-Oriakhi, C Lucas, JE Beasley
Omega 41 (2), 406-420, 2013
1272013
Adapting on-line analytical processing for decision modelling: the interaction of information and decision technologies
NS Koutsoukis, G Mitra, C Lucas
Decision support systems 26 (1), 1-30, 1999
1071999
A prototype decision support system for strategic planning under uncertainty
NS Koutsoukis, B Dominguez‐Ballesteros, CA Lucas, G Mitra
International Journal of Physical Distribution & Logistics Management 30 (7 …, 2000
792000
Tools for reformulating logical forms into zero-one mixed integer programs
G Mitra, C Lucas, S Moody, E Hadjiconstantinou
European Journal of Operational Research 72 (2), 262-276, 1994
791994
A review of portfolio planning: Models and systems
G Mitra, T Kyriakis, C Lucas, M Pirbhad
Advances in portfolio construction and implementation, 1-39, 2003
672003
Robust solutions and risk measures for a supply chain planning problem under uncertainty
CA Poojari, C Lucas, G Mitra
Journal of the Operational Research Society 59 (1), 2-12, 2008
662008
Scenario generation for stochastic programming and simulation: a modelling perspective
N Di Domenica, C Lucas, G Mitra, P Valente
IMA Journal of Management Mathematics 20 (1), 1-38, 2009
492009
An application of Lagrangian relaxation to a capacity planning problem under uncertainty
C Lucas, SA MirHassani, G Mitra, CA Poojari
Journal of the Operational Research Society 52, 1256-1266, 2001
492001
Computer-assisted mathematical programming (modelling) system: CAMPS
C Lucas, G Mitra
The Computer Journal 31 (4), 364-375, 1988
491988
Prospect theory–based portfolio optimization: an empirical study and analysis using intelligent algorithms
N Grishina, CA Lucas, P Date
Quantitative Finance 17 (3), 353-367, 2017
482017
An M [X]/G/1 queue with Bernoulli schedule, general vacation times, random breakdowns, general delay times and general repair times
RF Khalaf, KC Madan, CA Lukas
Applied Mathematical Sciences 5 (1), 35-51, 2011
402011
Modelling and solving environments for mathematical programming (MP): a status review and new directions
B Dominguez-Ballesteros, G Mitra, C Lucas, NS Koutsoukis
Journal of the Operational Research Society 53 (10), 1072-1092, 2002
342002
Treasury management model with foreign exchange exposure
K Volosov, G Mitra, F Spagnolo, C Lucas
Computational Optimization and Applications 32, 179-207, 2005
332005
On an M [X]/G/1 queuing system with random breakdowns, server vacations, delay times and a standby server
RF Khalaf, KC Madan, CA Lucas
International Journal of Operational Research 15 (1), 30-47, 2012
252012
Linear, integer, separable and fuzzy programming problems: A unified approach towards reformulation
K Darby-Dowman, C Lucas, G Mitra, J Yadegar
Journal of the Operational Research Society 39 (2), 161-171, 1988
251988
Sets and indices in linear programming modelling and their integration with relational data models
G Mitra, C Lucas, S Moody, B Kristjansson
Computational Optimization and Applications 4, 263-283, 1995
241995
Modeling and optimizing risk in the strategic gas-purchase planning problem of local distribution companies
A Koberstein, C Lucas, C Wolf, D König
The Journal of Energy Markets 4 (3), 47, 2011
192011
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Artículos 1–20