[PDF] ALIO Back Matter

More documents

Recommendations

Info

MB06 3 - Correct Derivation of Ratio Scaled Priorities From Pairwise Comparison Matrices Eng Ung Choo, Professor Eneritus, Simon Fraser University, 8888 University Drive, Faculty of Business Administration, Burnaby, BC, V5A1S6, Canada, choo@sfu.ca, William C Wedley Pairwise comparison matrix T can be used to estimate Vb, for some b>0, where V is a vector of ratio scaled values. We characterize the underlying relevant information in T which remains invariant when columns of T are reordered and scaled. We classify the existing methods into different general categories. The multiplicative form, including the Geometric Mean method is the only simple row by row method that satisfies the necessary condition for using the embedded relevant information correctly. 4 - The Multicriterial Decision Aiding in Innovation Management Jerzy Michnik, Doctor, Karol Adamiecki University of Economics in Katowice, ul. 1 Maja 50, Katowice, 40-287, Poland, jerzy.michnik@ae.katowice.pl Managing innovations is the important factor of firm’s competitiveness and development. It is also strongly related to strategic choices. Therefore, the decision process concerning new technologies and products is characterized by a high uncertainty and many competitive criteria. This work discusses how the decision process in innovation management can be modeled under the multicriteria framework in a way that leads to the operationally effective decision aiding. 5 - Normalization Procedure in Multicriteria Decision Making (Research Project ECO2008-05895-C02-02) Ethel Mokotoff, Professor, Universidad de Alcalá, Plaza de la Victoria, 3, Alcalá de Henares, Ma, 28802, Spain, ethel.mokotoff@uah.es, Sergio Barba Romero, Joaquín Pérez In multi-attribute additive methods, like weighted sum, the obtained global evaluation of alternatives serves to select one, or to rank the set of them. Recent publications claim a method that allow to determine the evaluation of a particular alternative independently of the set of the considered alternatives. The SMC tool, by Barba-Romero & Mokotoff, includes a normalization procedure whose values, besides verify the mentioned requirement, avoids the irrelevant alternatives dependence effect. ■ MB06 Aula 352- Third Floor Finance: Banking and Risk Management Contributed Session Chair: Natallya Levino, UFPE, Lucilio Simıes Souza, 391. Barro Duro, Maceió, AL, 57045280, Brazil, natallya.levino@gmail.com 1 - Challenges in Portfolio Trading Youxun Shen, Vice President, Barclays Capital, 17 Fenton Drive, Short Hills, NJ, 07078, United States of America, youxun@yahoo.com In this talk, we will address the challenges faced in portfolio trading. First, we will discuss how to model the problem in a way such that it is amenable to interiorpoint algorithm. Then we will explain why variable scaling is key to getting around numerical instability problems commonly encountered for large portfolios. Moreover, we will illustrate a soft-constraint approach that is needed to resolve certain inherent conflicts in user-specified constraints. 2 - Default: An Economic Analysis in Brazil Maisa Silva, UFPE, Rua Simao Mendes, 92 Apto: 401 Jaqueira, Recife, PE, 52050110, Brazil, maisa@ufpe.br, Danielle Costa Morais, Natallya Levino, Ana Paula Cabral Seixas Costa The present instability in financial markets has led to large macroeconomic changes such as agent’s income reduction and global economic slowdown. The aim of this study is to measure the degree of default and to do scenarios simulations of applications for loans after the financial crisis. For this, we performed a semistructured questionnaire with post-graduates studying Economics, Business Administration, Engineering and Accounting in Brazil. 3 - A Comparison Between Different Methods of Quantifying Operational Risk Andrés Mora, Colegio de Estudios Superiores de Administración - CESA, Diagonal 35 No. 5 -23, Bogotá, Colombia, amora@cesa.edu.co This article employs a LDA approach to quantify OpVaR and uses Monte Carlo simulation to compare 3 methods. One method employs the g-and-h model. Other approach is proposed by Bˆcker and Kl¸ppelberg for subexponential losses, and the last method is based on extreme value theory. Finally, the g-and-h and EVT models are applied to the losses caused by OpRisk reported by Colombian financial institutions during 2008 to estimate the 99.9% OpVaR for 2009. ALIO / INFORMS International – 2010 56 4 - Patterns of the Liquidity Preferences After the Financial Crisis: The Brazilian Case Natallya Levino, UFPE, Lucilio Simıes Souza, 391. Barro Duro, Maceió, AL, 57045280, Brazil, natallya.levino@gmail.com, Maisa Silva, Danielle Costa Morais, Ana Paula Cabral Seixas Costa The economic and financial crisis that struck several nations reflected in severe impacts on patterns of liquidity preference of the actors. Thus, the purpose of this study is to analyse the intention of allocating the financial resources of postgraduates studying Business Administration and Economics, due to changes in the behavior of agents after the financial crisis. We performed a qualitative study in a sample of 58 students between the months of July 2009 and February 2010. ■ MB07 Aula 353- Third Floor Timetabling Contributed Session Chair: María Isabel Restrepo Ruiz, Universidad de los Andes, Carrera 1 No. 18A-10, Bogotá, Colombia, mi.restrepo24@uniandes.edu.co 1 - Tabu Search Algorithm for The Timetabling Problem Mariela Flores, Universidad Nacional de Salta, Zuviria n∞2275. Barrio vicente Solá, Salta, 4400, Argentina, marieladv.flores@gmail.com, Carlos Nocera, Amalia Guaymas The Timetabling problem has been intensively investigated during the last years due to the diverse set of variations that arose from the original problem and its application in different scenarios. We present a particular case of the Classroom Assignment Problem proposed by PATAT. Our proposal is based on Tabu Search which contains a constructive phase and several memories to explore in different solution regions. It was tested over medium and high complexity datasets. 2 - An Evolutionary Algorithm for Solving The Timetabling Problem for Universities Xavier Cabezas, MSc, ESPOL, Campus “Gustavo Galindo”, Km. 30.5, vía Perimetral, Guayaquil, 593, Ecuador, xavier.cabezas@stat-eeio.com, Fernando Sandoya In this research is designed and implemented an Evolutionary Algorithm to the Curriculum-Based Course Timetabling Problem (CB-CTT). Nine restrictions were considered, four have not infringed any reason (hard) and five that are required to be minimize (soft). A Genetic Algorithm is designed and implemented it in Matlab with contributions into the design of the representation of a solution and in procedures for crossing, mutation and selection, obtaining good results with test problems proposed. 3 - Multi-activity Shift Tour Scheduling Problem: A Column Generation Approach María Isabel Restrepo Ruiz, Universidad de los Andes, Carrera 1 No. 18A-10, Bogotá, Colombia, mi.restrepo24@uniandes.edu.co, Andrés L. Medaglia We present a methodology based on column generation to solve the combined multi-activity shift scheduling and tour scheduling problems. The auxiliary problem is based on a constrained shortest path, where the harder constraints are embedded in the underlying graph. The methodology was applied to a company that schedules security staff and cashiers in parking lots located nearby. The results show a reduction on staffing costs and better personnel utilization. ■ MB08 Aula 355- Third Floor Behavioral Decision Making Sponsor: Decision Analysis Sponsored Session Chair: Manel Baucells, Universitat Pompeu Fabra, Ramon Trias Fargas 25-27, Barcelona, 08005, Spain, manel.baucells@upf.edu 1 - Engineering Happiness Rakesh Sarin, University of California-Los Angeles, Anderson School of Management, 110 Westwood Plaza, Los Angeles, CA, 90095, United States of America, rakesh.sarin@anderson.ucla.edu, Manel Baucells We present seven laws of happiness that are universal and constant. We argue that by understanding these laws everyone can improve his/her level of happiness. Using these laws and a simple mathematical model, several recommendations for allocating time and resources to maximize happiness emerge. The connection of our work with the findings in psychology, philosophy and economics will be provided.
2 - Reference Point Formation and Updating: Theory and Experiments Manel Baucells, Universitat Pompeu Fabra, Ramon Trias Fargas 25-27, Barcelona, 08005, Spain, manel.baucells@upf.edu How do decision makers form and update their reference points given a sequence of information? Our paper provides both a new theoretical framework and some novel experiments in a finance context to understand reference point formation over time. We document our student subjects’ reference points to be best described by the first and the last price of the time series, with intermediate prices receiving smaller weights. 3 - Systems Intelligence in Decision and Negotiation Support Raimo P. Hämäläinen, Professor, Systems Analysis Laboratory, School of Science and Technology, Aalto University, Espoo, 00076, Finland, raimo@hut.fi Group interaction and decision support are systemic phenomena. Preferences are based and constructed with regard to the mental models and frames assumed. Systems thinking with interaction and learning should precede preference elicitation. By introducing the concept of Systems Intelligence (www.systemsintelligence.hut.fi) as an essential skill and working method for the facilitators and stakeholders, we hope to help the parties reach better decision processes. ■ MB09 Aula 356- Third Floor Stochastic Models and Processes Contributed Session Chair: Sofia Portela, ISCTE - IUL, Av. Forças Armadas, Lisboa, 1649-026, Portugal, smlportela@gmail.com 1 - Analysis of Technical Efficiency and Productivity of Secondary Education in Spain Rodrigo Sánchez, Licenciado en Ciencias de la Ingeniería, Universidad de Talca, Los Niches Km. 1, Curicó, Chile, rodrigo.asr@gmail.com, Hanns de la Fuente, Felipe Ibarra Aravena This research analyzes the level of technical efficiency and determinants of productivity in secondary education in Spain. It applies the stochastic frontier approach with Econometric Models to quantify the influence of the factors that determine the productivity of Spanish secondary education sector. The results of this work efficiencies are constant over time, and productivity determined by various factors depending on the institution studied. 2 - New Approach to Generating Streamflow Scenario to Long-term Energetic Operation Planning Fernando Oliveira, MSc, Pontifícia Universidade Católica do Rio de Janeiro (PUC-Rio), DEE. Rua Marquís de São Vicente, 225, Rio de Janeiro, RJ, 22451-041, Brazil, fernandocyrino@gmail.com, Reinaldo Souza The periodic autoregressive model for the Box & Jenkins family, PAR (p), is employed to model the series of hydrological flows used for planning the energy operation in Brazil. Recently, some aspects of modeling began to be questioned and several researches have been carried out. In this work, the identification of the order “p” and the generation of synthetic scenarios are readdressed using the computer-intensive technique, called Bootstrap, and the obtained results were quite satisfactory. 3 - Endogenous Uncertainty in Natural Gas Lars Hellemo, PhD Candidate, NTNU, Alfred Getz veg 3, Trondheim, Norway, lars.hellemo@iot.ntnu.no An underlying assumption of traditional stochastic programs is that uncertainty is unaffected by decisions (exogenous uncertainty). We propose a taxonomy of stochastic programs with endogenous uncertainty, ranging from stochastic LP to MINLP problems. We provide some examples from the natural gas industry where such models will be useful. We consider cases where random price formation in markets is affected by decisions and information retrieval through development of new fields. 4 - Customer Management by using Duration Models Sofia Portela, ISCTE - IUL, Av. Forças Armadas, Lisboa, 1649-026, Portugal, smlportela@gmail.com, Rui Menezes The considerable rise of competition in the Portuguese fixed telecommunications industry (FTI) for the last decade has given rise to a phenomenon of customer defection, which has serious consequences for the business performance. As such, researchers have recognised the importance of an in-depth study of customer defection. This study aims to understand customer lifetime, in the residential FTI in Portugal, by using a duration model, in order to improve the practice of customer management. ALIO / INFORMS International – 2010 MB11 57 ■ MB10 Aula 357- Third Floor Recent Applications of Integer Programming Cluster: Integer Programming Invited Session Chair: Simge Kucukyavuz, Ohio State University, 1971 Neil Ave, Columbus, OH, 43210, United States of America, kucukyavuz.2@osu.edu 1 - Lot-sizing with Fixed Charges on Stocks and Backlogs Simge Kucukyavuz, Ohio State University, 1971 Neil Ave, Columbus, OH, 43210, United States of America, kucukyavuz.2@osu.edu, Dinakar Gade We study an uncapacitated lot-sizing problem with fixed charges on both stocks and backlogs. Problems of this nature arise in production planning and also as substructures in general network design problems. We present alternative compact (and tight) extended formulations. We propose strong valid inequalities for the MIP formulation in its natural space. We also establish connections between these inequalities and the class of multi-dicut inequalities. 2 - An Exact Algorithm Over an Arc-time Indexed Formulation for Parallel Machine Scheduling Problems Rosiane de Freitas Rodrigues, DSc, Universidade Federal do Rio de Janeiro, PESC/COPPE, Cidade Universitária,Bl.H-19, Rio de Janeiro, Brazil, rosiane@cos.ufrj.br, Marcus Poggi, Artur Pessoa, Eduardo Uchoa We present an exact algorithm for identical parallel machine scheduling problems over a formulation where each variable is indexed by a pair of jobs and a completion time. We show that such formulation can be handled in spite of its the huge number of variables through a branch-cut-and-price algorithm enhanced by variable fixing and dual stabilization techniques. We show that the resulting method allows for consistently solving instances of the P||sum wjTj with up 100 jobs, having 2 or 4 machines, which improves upon the best previous exact method from the literature. 3 - A Polyhedral Study of the Maximum Edge Subgraph Problem Daniela Saban, Depto. de Matematica - Universidad de Buenos Aires, Pabellon I, Ciudad Universitaria, Buenos Aires, Argentina, dsaban@dc.uba.ar, Javier Marenco, Flavia Bonomo, Nicolas Stier-Moses Given a graph and an integer k, the maximum edge subgraph problem consists in finding a k-vertex subset such that the number of edges within the subset is maximum. This work proposes a polyhedral approach for this NP-hard problem. We study the polytope associated to an integer programming formulation of the problem, present several families of facet-inducing valid inequalities, discuss the separation problem associated to these families, and present a branch and cut algorithm. ■ MB11 Aula 362- Third Floor Application of Optimization Methods to Mine Planning Cluster: Nonlinear Optimization Invited Session Chair: Andreas Griewank, Humboldt-Universität zu Berlin, Unter den Linden 6, Berlin, 10099, Germany, griewank@mathematik.hu-berlin.de 1 - Mathematical Formulation and Strategies for the Mine Planning Problem Jorge Amaya, Centro de Modelamiento Matemático, Universidad de Chile, Av. Blanco Encalada 2120, Santiago, Chile, jamaya@dim.uchile.cl, Nelson Morales We present integer programming models to find solutions of the longterm mine planning problem. The general problem can be essentially formulated as follows: given an estimation of the value distribution in situ, one needs to schedule that portions of the mine have to be extracted at each time-period. The aim of the planning is to define the economic sequence of blocks, satisfying logical, physical, and capacity constraints. Here we give a survey on several methods and point out their assets and drawbacks. 2 - A Continuous Framework for Open Pit Mine Planning Nikolai Strogies, Humboldt Universität zu Berlin, Unter den Linden 6, 10099, Berlin, Germany, strogies@mathematik.hu-berlin.de, Felipe Alvarez, Andreas Griewank, Jorge Amaya We propose a new mathematical framework for open pit mine planning problem based on continuous functional analysis. Instead of the usual discrete block models we apply a continuous approach that allows for a refined imposition of slope constraints associated with geotechnical stability. The framework is posed in the function space of real-valued Lipschitz functions on a bounded domain. We give existence results and investigate qualitative properties of the solutions.
Page 1 and 2: How to Navigate the Technical Sessi
Page 3 and 4: ■ SA06 Aula 352- Third Floor Elec
Page 5 and 6: 2 - A Ship Track Anomaly Detection
Page 7 and 8: 3 - A Scatter Search Approach to a
Page 9 and 10: 4 - Discrete Event Simulation for t
Page 11 and 12: 2 - The Minimum Cost Shortest-path
Page 13 and 14: ■ SB16 Aula 385- Third Floor Meta
Page 15 and 16: ■ SC02 Aula 360- Third Floor Aid
Page 17 and 18: 3 - A General MILP Framework for Ba
Page 19 and 20: 2 - Optimization of a Money Supply
Page 21 and 22: 4 - Controller Bus Sergio Daniel Co
Page 23 and 24: 4 - Attributes of Authors and Paper
Page 25 and 26: ■ SD11 Aula 362- Third Floor Algo
Page 27 and 28: 3 - The Traveling Salesman Car Rent
Page 29 and 30: Monday, 8:30am - 10:00am ■ MA01 A
Page 31 and 32: 3 - Quadratic Algorithm for Minimiz
Page 33 and 34: ■ MA15 Aula 351- Third Floor Stoc
Page 35: the subproblem has no defined dual
Page 39 and 40: ■ MB15 Aula 351- Third Floor Less
Page 41 and 42: 3 - Cutting Stock with Part Type Sc
Page 43 and 44: 2 - Bicriteria Optimization in the
Page 45 and 46: at time T, they sell it in a retail
Page 47 and 48: 3 - Railway Scheduling Based on Pas
Page 49 and 50: 3 - Global Optimization of Water Ma
Page 51 and 52: 4 - Simulation of Dynamics on the U
Page 53 and 54: 3 - Improving Execution Time and Ac
Page 55 and 56: Tuesday, 8:30am - 10:00am ■ TA01
Page 57 and 58: 2 - A Greedy Heuristic for Makespan
Page 59 and 60: ■ TA13 Aula 364- Third Floor OR A
Page 61 and 62: ■ TA18 Aula 384- Third Floor Tran
Page 63 and 64: ■ TB04 Salón Azul- First Floor M
Page 65 and 66: ■ TB10 Aula 357- Third Floor Grap
Page 67 and 68: 2 - A Heuristic for the Process Sel
Page 69 and 70: ■ TC03 Auditorio- First Floor Tea
Page 71 and 72: ■ TC09 Aula 356- Third Floor Simu
Page 73 and 74: 3 - Auctions with Resale Market and
Page 75 and 76: ■ TC20 Aula 382- Third Floor Eval
Page 77 and 78: 4 - Effectiveness of Government Pol
Page 79 and 80: 3 - Solution Methods for Non-convex
Page 81 and 82: 4 - Guiding Parallel Heterogeneous
Page 83 and 84: Wednesday, 8:30am - 10:00am ■ WA0
Page 85 and 86: .4 - Improvement of the Process of
Page 87 and 88:
2 - An International Supply Chain O
Page 89 and 90:
4 - Application of Metaheuristics:
Page 91 and 92:
2 - An Operations Research Approach
Page 93 and 94:
■ WB08 Aula 355- Third Floor Dyna
Page 95 and 96:
Ratio Method. It is worth pointing
Page 97 and 98:
2 - Housings Localization for Homes
Page 99 and 100:
3 - Game Models for Effective Secur
Page 101 and 102:
■ WC10 Aula 357- Third Floor Grap
Page 103 and 104:
■ WC15 Aula 351- Third Floor Fuzz
Page 105 and 106:
4 - A GRASP Algorithm for Designing
Page 107 and 108:
■ WD09 Aula 356- Third Floor Simu
Page 109 and 110:
methods can reduce the inference ex
Page 111 and 112:
P Palominos, Pedro SB17 Parada, Ví
Page 113 and 114:
Breton, Michéle WB01 Brito, Daniel
Page 115 and 116:
Gay, David M. TB04 Gazzola, Rosaura
Page 117 and 118:
Medaglia, Andrés L. SB20, MA08, MB
Page 119 and 120:
Rubino, Gerardo MC14, TD20, WA20, W
Page 121 and 122:
Sunday, 10:00am - 11:30am SA01 Tuto
Page 123 and 124:
Tuesday, 8:30am - 10:00am TA01 Tuto
show all

[PDF] ALIO Back Matter

You also want an ePaper? Increase the reach of your titles

Delete template?

Save as template?