21 citations · 23 across the 4 of their papers we have counts for
4 papers
Ordered Weighted Average Support Vector Regression
Luisa I. Martínez-Merino, Justo Puerto, Antonio M. Rodríguez-Chía
This paper introduces a novel Support Vector Regression (SVR) model that incorporates Ordered Weighted Average (OWA) operators to differently penalize deviations of observations fr…
Linear, nested, and quadratic ordered measures: Computation and incorporation into optimization problems
Victor Blanco, Miguel A. Pozo, Justo Puerto +1
In this paper we address a unified mathematical optimization framework to compute a wide range of measures used in most operations research and data science contexts. The goal is t…
New approximate stochastic dominance approaches for Enhanced Indexation models
Francesco Cesarone, Justo Puerto
In this paper, we discuss portfolio selection strategies for Enhanced Indexation (EI), which are based on stochastic dominance relations. The goal is to select portfolios that stoc…
An extended version of the Ordered Median Tree Location Problem including appendices and detailed computational results
Miguel A. Pozo, Justo Puerto, Alberto Torrejon
In this paper, we propose the Ordered Median Tree Location Problem (OMT). The OMT is a single-allocation facility location problem where p facilities must be placed on a network co…