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Publications in Operations Research

An Exploratory Analysis of Portfolio Managers' Probabilistic Forecasts of Stock Prices

Journal of Forecasting
StatisticsProbabilityUncertaintySimulationManagement ScienceComputer Science ApplicationsManagementModelingStrategyOperations Research
1994English

New Heuristics for the Maximum Diversity Problem

Journal of Heuristics
ControlInformation SystemsManagement ScienceComputer NetworksCommunicationsOptimizationOperations ResearchArtificial IntelligenceSoftware
2007English

Path Relinking for the Vehicle Routing Problem

Journal of Heuristics
ControlInformation SystemsManagement ScienceComputer NetworksCommunicationsOptimizationOperations ResearchArtificial IntelligenceSoftware
2006English

Unobserved Components in ARCH Models: An Application to Seasonal Adjustment

Journal of Forecasting
StatisticsProbabilityUncertaintySimulationManagement ScienceComputer Science ApplicationsManagementModelingStrategyOperations Research
1996English

Testing for Short Memory in a VARMA Process

Journal of Forecasting
StatisticsProbabilityUncertaintySimulationManagement ScienceComputer Science ApplicationsManagementModelingStrategyOperations Research
1999English

Infeasible/Feasible Search Trajectories and Directional Rounding in Integer Programming

Journal of Heuristics
ControlInformation SystemsManagement ScienceComputer NetworksCommunicationsOptimizationOperations ResearchArtificial IntelligenceSoftware
2007English

Heuristic Methods for Evolutionary Computation Techniques

Journal of Heuristics
ControlInformation SystemsManagement ScienceComputer NetworksCommunicationsOptimizationOperations ResearchArtificial IntelligenceSoftware
1996English

The Impact of Measurement Errors on ARMA Prediction

Journal of Forecasting
StatisticsProbabilityUncertaintySimulationManagement ScienceComputer Science ApplicationsManagementModelingStrategyOperations Research
1999English

Evaluating Probability Forecasts in Terms of Refinement and Strictly Proper Scoring Rules

Journal of Forecasting
StatisticsProbabilityUncertaintySimulationManagement ScienceComputer Science ApplicationsManagementModelingStrategyOperations Research
2006English

The Geometric Combination of Bayesian Forecasting Models

Journal of Forecasting
StatisticsProbabilityUncertaintySimulationManagement ScienceComputer Science ApplicationsManagementModelingStrategyOperations Research
2008English

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