Algorithms, particularly in the form of artificial intelligence and machine learning, are proliferating in finance and changing how we make decisions. Algorithms have been around for a while in the ...

This note introduces a refinement to a previously proposed tabu search algorithm for vehicle routing problems with time windows. This refinement yields new best known solutions on a set of benchmark ...

We propose dual decomposition and solution schemes for multistage CVaR-constrained problems. These schemes meet the need for handling multiple CVaR-constraints for different time frames and at ...