Publications scientifiques

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A new multi-objective approach for the portfolio selection problem with skewness
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C.F. Lee, Advances in Quantitative Analysis of Finance and Accounting, 9, Airiti Press, Taiwan, 317–355, 2011 référence BibTeX
Scheduling continuous-time Kalman filters
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IEEE Transactions on Automatic Control, 56(6), 1381–1394, 2011 référence BibTeX
The price of equity in the hazmat transportation problem
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CTW11 Proceedings, Università di Roma 3, 235–238, 2011 référence BibTeX
A unified framework for dynamic prediction market design
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Operations Research, 59(3), 550–568, 2011 référence BibTeX
Feedback control of the national airspace system
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Journal of Guidance, Control, and Dynamics, 34(3), 832–846, 2011 référence BibTeX
Forecasting temperature to price CME temperature derivatives
International Journal of Forecasting, 27(2), 602–618, 2011 référence BibTeX
Resource-constrained LQR control under fast sampling
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Proceedings of the 14th conference on Hybrid Systems: Computation and Control (HSCC), Chicago, USA, 271–280, 2011 référence BibTeX
Hierarchical clustering for the identification of communities in networks
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Proceedings of ROADEF 2011, Saint-Étienne, France, 2011 référence BibTeX
Symmetry breaking constraints for the circle packing in a square problem
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Proceedings of ROADEF 2011, Saint-Étienne, France, 2011 référence BibTeX
Heterogeneous Basket Options Pricing Using Analytical Approximations
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Multinational Finance Journal, 15(1-2), 47–85, 2011 référence BibTeX