Program for stream Emerging Applications in Portfolio Selection and Management Science

TC-19: Portfolio Optimization I
Stream: Emerging Applications in Portfolio Selection and Management Science
Room: C115
Chair(s): Wlodzimierz Ogryczak, Ana Garcia-Bernabeu

• The Generalized Little's Law and an Asset Picking System to Model and Maintain a Customized Investment Portfolio: from a Prototype to a Large-Scale Model
  Maria Luisa Ceprini, John D C Little
• Multi-objective evolutionary algorithms for tri-criterion mean-variance-sustainable portfolio management
  Adolfo Hilario, Ana Garcia-Bernabeu, José-Vicente Salcedo, David Pla-Santamaria
• CVaR-Based Ratio Measures for Enhanced Index Tracking
  Wlodzimierz Ogryczak, Gianfranco Guastaroba, Renata Mansini, M. Grazia Speranza

TD-19: Emerging Applications in Management Science
Stream: Emerging Applications in Portfolio Selection and Management Science
Room: C115
Chair(s): A. Ismael F. Vaz, Guido Schryen

• Parallel and High Performance Computing in Operations Research
  Guido Schryen
• Warranty parameters for two-dimensional policies with options to renew
  Amitava Mitra
• The mediation role of supply chain integration on competitive capabilities
  Eduard Gabriel Ceptureanu, Roy Cerqueti
• Optimal 3D printing of complex objects in a 5-axis printer
  A. Ismael F. Vaz, Diana Pinho, Daniela Martins

WA-19: Portfolio Optimization II
Stream: Emerging Applications in Portfolio Selection and Management Science
Room: C115
Chair(s): Javier Giner, Babar Syed

• An Omega with entropy model
  Shih-Meng Chen, Jing-Rung Yu, Wan-Jiun Chiou, Chen Chang
• Alternative portfolio models for Robo-advisor
  Chin-Lan Chiang, Jing-Rung Yu, Wan-Jiun Chiou, Hsuan-Hung Liu
• Dynamic Portfolio Management Strategies Using MV-GARCHs and RiskMetric Methods
  Ling XIAO, Gurjeet Dhesi, Babar Syed, Muhammad Bilal Shakeel
• Trend Following with Momentum Versus Moving Average: A Tale of Differences
  Javier Giner, Valeriy Zakamulin

WB-19: Emerging Applications in Management Science: Machine Learning
Stream: Emerging Applications in Portfolio Selection and Management Science
Room: C115
Chair(s): Chansoo Kim, Stefano Marmani

• How People Herd in Financial Markets and Inequalities Emerges: Stochastic Deep Learning Analysis
  Chansoo Kim, Haneol Cho, Kyung O Baek
• A Machine Learning Framework for Neighbourhood Safety Impact Prediction
  Christine Cao, laleh Behjat
• Quantitative analysis of qualitative data delivered on Bloomberg news: a text mining rank size analysis
  Thamila Madji, Stefano Marmani, Valerio Ficcadenti, Babar Syed, Gurjeet Dhesi

WC-19: Emerging Applications in Management Science: Logistics
Stream: Emerging Applications in Portfolio Selection and Management Science
Room: C115
Chair(s): Sakine Batun

• Stochastic Disassembly Line Balancing Problem with Hazardous Tasks
  Eda Göksoy Kalaycılar, Sakine Batun, Meral Azizoglu
• Optimal inspection trajectories for three-dimensional complex objects in additive manufacture
  Bruna Ramos, A. Ismael F. Vaz
• State-of-the-art and definition of key design parameters for the development and testing of vision picking technology in warehouse operations
  Anastasios Gialos, Vasileios Zeimpekis

WD-19: Emerging Applications in Management Science: Business and Public Administration
Stream: Emerging Applications in Portfolio Selection and Management Science
Room: C115
Chair(s): Sheldon Jacobson

• The impact of knowledge managers’ productivity on knowledge management processes and organizational innovation
  Sebastian Ion Ceptureanu, Giulia Rotundo
• An optimization model for the planning of surveillance operations in national parks
  Alfredo Candia-Véjar, José Andrés Moreno-Pérez, Javier Gomez-Lagos
• A Multi-criteria Approach to Political Redistricting
  Sheldon Jacobson, Rahul Swamy, Douglas King