88 citations · 341 across the 16 of their papers we have counts for
16 papers
Enhancing Security via Deliberate Unpredictability of Solutions in Optimisation
Daniel Karapetyan, Andrew J. Parkes
The main aim of decision support systems is to find solutions that satisfy user requirements. Often, this leads to predictability of those solutions, in the sense that having the i…
Semidefinite Programming in Timetabling and Mutual-Exclusion Scheduling
Jakub Marecek, Andrew J. Parkes
In scheduling and timetabling applications, the mutual-exclusion constraint stipulates that certain pairs of tasks that cannot be executed at the same time. This corresponds to the…
Algorithm Configuration: Learning policies for the quick termination of poor performers
Daniel Karapetyan, Andrew J. Parkes, Thomas Stützle
One way to speed up the algorithm configuration task is to use short runs instead of long runs as much as possible, but without discarding the configurations that eventually do wel…
Two-Stage Stochastic International Portfolio Optimisation under Regular-Vine-Copula-Based Scenarios
Nonthachote Chatsanga, Andrew J. Parkes
In this paper, we present a two-stage stochastic international portfolio optimisation model to find an optimal allocation for the combination of both assets and currency hedging po…
International Portfolio Optimisation with Integrated Currency Overlay Costs and Constraints
Nonthachote Chatsanga, Andrew J. Parkes
Portfolio optimisation typically aims to provide an optimal allocation that minimises risk, at a given return target, by diversifying over different investments. However, the poten…
Markov Chain methods for the bipartite Boolean quadratic programming problem
Daniel Karapetyan, Abraham P. Punnen, Andrew J. Parkes
We study the Bipartite Boolean Quadratic Programming Problem (BBQP) which is an extension of the well known Boolean Quadratic Programming Problem (BQP). Applications of the BBQP in…