Program for stream Mathematical Modelling

MB-33: Modelling and Optimisation in Industrial Organisation I
Stream: Mathematical Modelling
Room: Q005
Chair(s): Felipe Maldonado

• Bounding the Value of Observability in a Dynamic Pricing Problem
  Dana Pizarro, José Correa, Gustavo Vulcano
• Deep learning for portfolio risk and financial economics: Investigating trend change predictability through lagged correlations
  Ben Moews, J. Michael Herrmann, Gbenga Ibikunle
• Multiagent learning for a multiplayer N-armed bandit machine with applications to congestion games
  Sam O'Neill, Ovidiu Bagdasar, stuart berry
• Compete or collaborate: pricing strategies under a multinomial logit model with non-linear network effects
  Felipe Maldonado, Gerardo Berbeglia, Pascal Van Hentenryck

TB-33: Modelling and Optimisation in Industrial Organisation II
Stream: Mathematical Modelling
Room: Q005
Chair(s): Ioanna Mitrofani

• Decentralized rationing problems and the proportional rule
  Josep Maria Izquierdo
• Knowledge externalities as a base of agents' behavior
  Ilia Garmashov, Alexei Korolev
• Prioritisation-driven logistics planning in disaster relief
  Douglas Alem, Tolga Bektas
• A fuzzy logic DSS for scope optimisation in industrial maintenance projects based on reliability targets
  Ioanna Mitrofani, DIMITRIOS EMIRIS

TC-33: Modelling and Optimisation in Industrial Organisation III
Stream: Mathematical Modelling
Room: Q005
Chair(s): Celina P. Leão

• A Genetic Algorithm for Discovering Regular Plans for Mobile Clients
  Ioannis Tsiligkaridis
• Multi-Objective Decision Support for Projects with Stochastic Time-cost Trade-offs
  Lucas Merschbächer, Alexander Baumeister
• Performance Indicators Definition Through Data Analysis And Interpretation – A Case Study
  Celina P. Leão, Inês G. Barros, António Amaral

WA-48: Energy and Finance Models I
Stream: Mathematical Modelling
Room: L248
Chair(s): Julia Grübel

• Common Property Management: Coalitions, Stock Effects and Congestion
  Angels Xabadia, Renan Goetz
• Determining Extreme Events and Its Contribution in Increasing Accuracy and Flexibility of an Energy System Model
  Phuong Khuong, Wolf Fichtner
• On Electricity Market Equilibria with Storages: Modeling, Uniqueness, and a Distributed ADMM
  Julia Grübel, Thomas Kleinert, Vanessa Krebs, Galina Orlinskaya, Lars Schewe, Martin Schmidt, Johannes Thürauf
• Uncertainty in non-deterministic processes: imprecise probabilities versus Nash equilibria
  Joaquim Gabarro, Jorge Castro, Maria Serna

WB-48: Energy and Finance Models II
Stream: Mathematical Modelling
Room: L248
Chair(s): Hanaan Yaseen

• Using homogeneous subsets in portfolio selection
  Elmira Mynbayeva
• On the Properties of Leveraged ETFs
  kout wided
• Valuation monotonicity, fairness and stability in the assignment problem
  Marina Nunez, Rene van den Brink, Francisco Robles
• Forecasting the Dividend Policy using Machine Learning Approaches
  Hanaan Yaseen, Victor Dragota

WC-34: Modelling and Optimisation in Disaster Relief
Stream: Mathematical Modelling
Room: Q006
Chair(s): Georg Gutjahr

• Relief Distribution in the First Days of the Kerala Flood Disaster
  Georg Gutjahr, Haritha Viswanath, Sachin Das
• Configuration of Humanitarian Networks subject to Post-Disaster Attacks
  Christos Zikopoulos, Xenofon Taouktsis
• Integrating mitigation, response and recovery operations for efficient earthquake management
  Betul Coban, Maria Paola Scaparra
• Determining the optimum size and pricing strategy for a cellulosic bio-refinery contracting with multiple biomass producers
  Hayri Önal, Sinem Tokcaer, Ozgur Ozpeynirci

WD-34: Modelling and Optimisation in Cyber-commerce
Stream: Mathematical Modelling
Room: Q006
Chair(s): Liming Liu

• Enhancing Decision and Simulation Models of Cyber-Physical Production Systems Using Machine Learning
  Cemalettin Ozturk, Deepak Mehta, Ali Azzam Naeem
• Learning Decision Model for Detecting Malicious Activities
  Andrea Balogh, Deepak Mehta, Alie El-Din Mady, Piotr Sobonski, Satyanarayana Vuppala
• Big data and platform competition: The case of a multi-airport system
  Amir Brudner, Riccardo Gallotti, Nicole Adler, Jose Ramasco