Gautam Mitra - researchr alias

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Viewing Publication 1 - 37 from 37

2020

AI, Machine Learning and sentiment analysis applied to financial markets and consumer marketsEnza Messina, Christina Erlwein-Sayer, Gautam Mitra. cms, 17(4):493-494, 2020. [doi]

2017

Novel approaches for portfolio construction using second order stochastic dominanceCristiano Arbex Valle, Diana Roman, Gautam Mitra. cms, 14(2):257-280, 2017. [doi]

2013

Enhanced indexation based on second-order stochastic dominanceDiana Roman, Gautam Mitra, Victor Zverovich. eor, 228(1):273-281, 2013. [doi]

2012

HMM based scenario generation for an investment optimisation problemChristina Erlwein, Gautam Mitra, Diana Roman. anor, 193(1):173-192, 2012. [doi]

A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decompositionVictor Zverovich, Csaba I. Fábián, Eldon F. D. Ellison, Gautam Mitra. mpc, 4(3):211-238, 2012. [doi]

2011

Processing second-order stochastic dominance models using cutting-plane representationsCsaba I. Fábián, Gautam Mitra, Diana Roman. mp, 130(1):33-57, 2011. [doi]

Robust optimization and portfolio selection: The cost of robustnessChristine Gregory, Ken Darby-Dowman, Gautam Mitra. eor, 212(2):417-428, 2011. [doi]

2009

Extending Algebraic Modelling Languages for Stochastic ProgrammingChristian Valente, Gautam Mitra, Mustapha Sadki, Robert Fourer. informs, 21(1):107-122, 2009. [doi]

2007

Stochastic programming and scenario generation within a simulation framework: An information systems perspectiveNico Di Domenica, Gautam Mitra, Patrick Valente, George Birbilis. dss, 42(4):2197-2218, 2007. [doi]

Risk based methods for supply chain planning and managementCormac Lucas, Gautam Mitra, Chandra A. Poojari. jors, 58(11):1397, 2007. [doi]

The evolution of web-based optimisation: From ASP to e-ServicesPatrick Valente, Gautam Mitra. dss, 43(4):1096-1116, 2007. [doi]

2006

Portfolio construction based on stochastic dominance and target return distributionsDiana Roman, Ken Darby-Dowman, Gautam Mitra. mp, 108(2-3):541-569, 2006. [doi]

2005

Introduction: Optimization and Risk ModellingGautam Mitra. coap, 32(1-2):5-8, 2005. [doi]

A co-operative parallel heuristic for mixed zero-one linear programming: Combining simulated annealing with branch and boundV. Nwana, Ken Darby-Dowman, Gautam Mitra. eor, 164(1):12-23, 2005. [doi]

8. A Stochastic Programming Integrated EnvironmentPatrick Valente, Gautam Mitra, Chandra A. Poojari. In Stein W. Wallace, William T. Ziemba, editors, Applications of Stochastic Programming. pages 115-136, SIAM, 2005. [doi]

Treasury Management Model with Foreign Exchange ExposureKonstantin Volosov, Gautam Mitra, Fabio Spagnolo, Cormac Lucas. coap, 32(1-2):179-207, 2005. [doi]

2002

Modelling and solving environments for mathematical programming (MP): a status review and new directionsBelen Dominguez-Ballesteros, Gautam Mitra, Cormac Lucas, Nikitas-Spiros Koutsoukis. jors, 53(10):1072-1092, 2002. [doi]

Creating Advanced Bases For Large Scale Linear Programs Exploiting Embedded Network StructureNalan Gülpinar, Gautam Mitra, István Maros. coap, 21(1):71-93, 2002. [doi]

2001

PrefaceHenrik Blank, Rainer E. Burkard, Gautam Mitra, Toshihide Ibaraki, Steven Noble, William R. Pulleyblank. anor, 107(1-4):13, 2001. [doi]

An application of Lagrangian relaxation to a capacity planning problem under uncertaintyCormac Lucas, Seyyed Ali MirHassani, Gautam Mitra, Chandra A. Poojari. jors, 52(11):1256-1266, 2001. [doi]

2000

Detecting Embedded Networks in LP Using GUB Structures and Independent Set AlgorithmsNalan Gülpinar, Gregory Gutin, Gautam Mitra, István Maros. coap, 15(3):235-247, 2000. [doi]

1999

1998

Modelling of augmented makespan assignment problems(AMAPs): Computational experience of applyinginteger presolve at the modelling stagePaola Baricelli, Gautam Mitra, Bjørn Nygreen. anor, 82:269-288, 1998. [doi]

Strategies for Creating Advanced Bases for Large-Scale Linear Programming ProblemsIstvÃ¡n Maros, Gautam Mitra. informs, 10(2):248-260, 1998. [doi]

PrefaceGautam Mitra, István Maros, Anna Sciomachen. anor, 81, 1998. [doi]

1997

Constraint Logic Programming and Integer Programming Approaches and Their Collaboration in Solving an Assignment Scheduling ProblemKen Darby-Dowman, James Little, Gautam Mitra, Marco Zaffalon. constraints, 1(3):245-264, 1997.

1995

Experimental investigations in combining primal dual interior point method and simplex based LP solversRoni Levkovitz, Gautam Mitra. anor, 58(1):19-38, 1995. [doi]

PrefaceIstván Maros, Gautam Mitra. anor, 58(1), 1995. [doi]

Sets and indices in linear programming modelling and their integration with relational data modelsGautam Mitra, Cormac Lucas, Shirley Moody, Bjarni Kristjansson. coap, 4(3):263-283, 1995. [doi]

1994

Solving Large Scale Linear Programming Problems Using an Interior Point Method on a Massively Parallel Simd ComputerHjálmtyr Hafsteinsson, Roni Levkovitz, Gautam Mitra. paapp, 4(3-4):301-316, 1994. [doi]

1992

Adapting the interior Point method for the solution of linear Programs on High Performance ComputersJ. Andersen, Roni Levkovitz, Gautam Mitra. In Osman Balci, Ramesh Sharda, Stavros A. Zenios, editors, Computer Science and Operations Research. pages 73-86, Pergamon Press, 1992. [doi]

1988

Experimental Investigation of an Interior Search Method Within a Simplex FrameworkGautam Mitra, Mehrdad Tamiz, Joseph Yadegar. CACM, 31(12):1474-1482, 1988.

1982

UIMP: User Interface for Mathematical ProgrammingE. F. D. Ellison, Gautam Mitra. TOMS, 8(3):229-255, 1982. [doi]

1975

Analysis of mathematical programming problems prior to applying the simplex algorithmA. L. Brearley, Gautam Mitra, H. Paul Williams. mp, 8(1):54-83, 1975. [doi]

1973

Investigation of some branch and bound strategies for the solution of mixed integer linear programsGautam Mitra. mp, 4(1):155-170, 1973. [doi]

1968

A Computer Technique for Optimizing the Sites and Heights of Transmission Line Towers - a Dynamic Programming ApproachGautam Mitra, K. Wolfenden. cj, 10(4):347-351, 1968. [doi]

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