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A Branch-and-Price Algorithm for Bin Packing Problem
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 ...
Portfolio Optimization Using Financial Chaos Index and Time-Homogeneous Top-K Ranking
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 ...