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A Branch-and-Price Algorithm for Bin Packing Problem 

Ataei, Masoud (2015-12-16)
Bin Packing Problem examines the minimum number of identical bins needed to pack a set of items of various sizes. Employing branch-and-bound and column generation usually requires designation of the problem-specific branching ...
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Portfolio Optimization Using Financial Chaos Index and Time-Homogeneous Top-K Ranking 

Ataei, Masoud (2020-11-13)
We develop a new stock market index that captures the chaos existing in the market by measuring the mutual changes of asset prices. This new index relies on a tensor-based embedding of the stock market information, which ...

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Ataei, Masoud (1)
Masoud Ataei (1)SubjectApplied mathematics (1)Bin Packing Problem (1)Bradley-Terry-Luce (BTL) model (1)Branch-and-Bound (1)Cardinality-constrained Portfolio Optimization (1)CBOE Volatility Index (VIX) (1)Column Generation (1)Economic Policy Uncertainty (EPU) (1)Efficient Market Hypothesis (EMH) (1)Equity Market Volatility Tracker (EMV) (1)... View MoreDate Issued2015 (1)2020 (1)Has File(s)Yes (2)

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