2 papers
math.OC2021
A combinatorial optimization approach to scenario filtering in portfolio selection
Justo Puerto, Federica Ricca, Moisés Rodríguez-Madrena +1
Recent studies stressed the fact that covariance matrices computed from empirical financial time series appear to contain a high amount of noise. This makes the classical Markowitz…
math.OC2017
Mathematical Programming formulations for the efficient solution of the -sum approval voting problem
Diego Ponce, Justo Puerto, Federica Ricca +1
In this paper we address the problem of electing a committee among a set of candidates and on the basis of the preferences of a set of voters. We consider the approval voti…