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Found 8 papers, 0 papers with code
New approximate stochastic dominance approaches for Enhanced Indexation models
We prove that our EI model based on OWA selects portfolios that dominate a given benchmark through this new form of stochastic dominance criterion.
A Mathematical Programming Approach to Optimal Classification Forests
In this paper, we introduce Optimal Classification Forests, a new family of classifiers that takes advantage of an optimal ensemble of decision trees to derive accurate and interpretable classifiers.
Multiclass Optimal Classification Trees with SVM-splits
In this paper we present a novel mathematical optimization-based methodology to construct tree-shaped classification rules for multiclass instances.
Cooperation in lot-sizing problems with heterogeneous costs: the effect of consolidated periods
We consider a cooperative game defined by an economic lot-sizing problem with heterogeneous costs over a finite time horizon, in which each firm faces demand for a single product in each period and coalitions can pool orders.
Robust Optimal Classification Trees under Noisy Labels
In this paper we propose a novel methodology to construct Optimal Classification Trees that takes into account that noisy labels may occur in the training sample.
A Mathematical Programming approach to Binary Supervised Classification with Label Noise
In this paper we propose novel methodologies to construct Support Vector Machine -based classifiers that takes into account that label noises occur in the training sample.
Location and portfolio selection problems: A unified framework
In particular, by adding a new criterion to the portfolio selection problem based on an objective function of a classical location problem, we are able to measure the effect of clustering on the selected assets with respect to the non-selected ones.
Optimal arrangements of hyperplanes for multiclass classification
In this paper, we present a novel approach to construct multiclass classifiers by means of arrangements of hyperplanes.
