Estimation errors or uncertainities in expected return and risk measures create difficulties for portfolio optimization. The literature deals with the uncertainty using stochastic, fuzzy or ...
BOZEMAN, Mont.--(BUSINESS WIRE)--Analytics software leader FICO today announced the release of a true global mathematical optimization solver as part of FICO ® Xpress 9.2 Optimization. The global ...
A robust approach to solving linear optimization problems with uncertain data was proposed in the early 1970s and has recently been extensively studied and extended. Under this approach, we are ...
Research teams from energy giant ExxonMobil and IBM have been working together to find quantum solutions to one of the most complex problems of our time: managing the tens of thousands of merchant ...