Schedule

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CIO Springer TAP Compal BES FCT
Schedule
THURSDAY May 29th FRIDAY May 30th SATURDAY May 31st
09:00 Welcome session Keynote session
Daniel Ralph
Parallel Sessions SA
09:30 Keynote session
Victor DeMiguel
SA1 SA2 SA3 SA4 SA5
10:00 Coffee break
10:30 Coffee break Parallel Sessions FA Coffee break
11:00 Parallel Sessions TA FA1 FA2 FA5 Parallel Sessions SB
11:30 TA1 TA2 TA3 SB1 SB2 SB3 SB4 SB5
12:00 Lunch
12:30 Lunch Lunch
13:00
13:30 Parallel Sessions FB
14:00 Parallel Sessions TB FB1 FB2 FB3 FB4 FB5
14:30 TB1 TB2 TB3 TB4
15:00 Parallel Sessions FC Keynote session
William Pulleyblank
15:30 Coffee break FC1 FC2 FC3 FC4 FC5
16:00 Parallel Sessions TC Farewell session
16:30 TC1 TC2 TC3 TC4 TC5 Coffee break
17:00 Keynote session
Rüdiger Schultz
17:30

 
 

ROOM 3.1.7

ROOM 3.1.9

ROOM 3.1.11

ROOM 3.1.10

ROOM 3.1.6

PARALLEL SESSIONS
TA
11h00 - 12h30

Investment Stochastic Optimal Energy Planning

Modeling multi-stage decision optimization problems

Investment strategies and compensation of a mean–variance optimizing fund manager

Robust Vehicle Routing

Data-driven learning in dynamic pricing using adaptive optimization

Robust Growth-Optimal Portfolios

No-Arbitrage ROM Simulation

Where would the EUR/CHF exchange rate be without the SNB's minimum exchange rate policy?

Optimal retirement planning with a focus on single and multilife annuities

 

 

 
 

ROOM 3.1.7

ROOM 3.1.9

ROOM 3.1.11

ROOM 3.1.10

ROOM 3.1.6

PARALLEL SESSIONS
TB
14h00 - 15h30

ETEM-SG – A Computational Management Science Model to Assess Energy Transition at Regional Level

Empirical analysis of real instances of a pig supply chain problem by a two-stage stochastic program

Solving a Stochastic Aircraft Allocation Problem using Parallel Programming

Stopping times for fractional Brownian motion

Explanation of the classification by the approach of rough sets on the example of the classification of municipalities in the territory of Northern Quebec

A New and Innovative Approach to Assess and Quantify the Value for the Customer

Efficient Cardinality/Mean-Variance Portfolios

Multiperiod Portfolio Optimization with Many Risky Assets and General Transaction Costs

Beyond the Carry Trade: Optimal Currency Portfolios

Insurance portfolios stress-testing by stochastic optimization

A Computational Method for Predicting the Entropy of Energy Market Time Series

Investigating volatility behaviour in energy commodity prices

 

 
 

ROOM 3.1.7

ROOM 3.1.9

ROOM 3.1.11

ROOM 3.1.10

ROOM 3.1.6

PARALLEL SESSIONS
TC
16h00 - 17h30

Optimal scenario set partitioning for multistage stochastic programming with the progressive hedging algorithm

P-BFC, Parallelized Branch-and-Fix Coordination algorithm for solving large-scale multistage mixed 0-1 problems

Stochastic programming approaches to pricing in non-life insurance

An empirical design of a column generation algorithm applied to a management zone delineation problem

Decomposition for adjustable robust linear optimization subject to uncertainty polytope

Generalized maximum covering location model in projects' progress control

Computer-aided personal financial planning with medium and long-term goals

Life-cycle wealth management for individuals

Goal Driven Investing: Targeting Individual Liabilities Using Stochastic Programming

Technological Change: A Burden or a Chance

Investment in clean energy: a real options aproach

Structural estimation of switching costs

 

 
 

ROOM 3.1.7

ROOM 3.1.9

ROOM 3.1.11

ROOM 3.1.10

ROOM 3.1.6

PARALLEL SESSIONS
FA
10h30 - 12h00

Forecast Uncertainty of Corporate Bond Spreads

Determining reserve requirements in DK1 area of Nord Pool using a probabilistic approach

Optimal investment and contingent claim valuation in illiquid markets

Optimization of production scheduling in the mould making industry

A hybrid evolutionary algorithm to solve a hierarchical production/distribution problem

Pseudo polynomial time algorithm for two agents scheduling problem with weighted completion time and makespan objectives

 

 

Stress-testing for portfolios of commodity futures with extreme value theory and copula functions

The impact of renewable energies on EEX day-ahead electricity prices

Swing Option Pricing by bilevel optimization

 
 

ROOM 3.1.7

ROOM 3.1.9

ROOM 3.1.11

ROOM 3.1.10

ROOM 3.1.6

PARALLEL SESSIONS
FB
13h30 - 15h00

A GRASP algorithm for the vehicle-reservation assignment problem

Demand Uncertainty for the Location-Routing Problem with Two-dimensional Loading Constraints

Large-Scale Rostering in the Airport Industry

Planning production and workforce in a discrete-time financial model: optimizing cash-flows released

Influence of Corporate Social Responsibility on economic performance within supply chain planning

Airport ground movement scheduling

Portfolio efficiency testing with respect to stochastic dominance criteria - representative sets of utility functions

A Comparison of Surrogate Relaxations for a Capital Budgeting Model

Portfolio Optimisation with Second-Order Stochastic Dominance Criteria

Bus Driver Rostering by Column Generation Metaheuristics

A matheuristic based on column generation for parallel machine scheduling with sequence dependent setup times

SearchCol++: A C++ framework for column generation based algorithms

A dynamic programming approach to the ramp constrained intra-hour stochastic single-unit commitment problem

On the generation of optimal scenario trees

Valuing Gas Storages with Approximate Dual Dynamic Progamming

 
 

ROOM 3.1.7

ROOM 3.1.9

ROOM 3.1.11

ROOM 3.1.10

ROOM 3.1.6

PARALLEL SESSIONS
FC
15h00 - 16h30

An Agent-based Approach to Schedule Crane Operations in Rail-Rail Transshipment Terminals

A MIP Model for Production Planning in the Roasting Coffee Industry

An algorithm for solving real-world routing and scheduling problems

Scheduling under Uncertainty: A multiparametric programming approach

Multi-period stochastic optimization model for integrated CCS supply chain under carbon price uncertainties

Sustainable Supply Chain Planning under a Colaborative Perspective

Stochastic dominance, CVaR and enhanced indexation

Superquantile Regression with Applications to Buffered Reliability, Uncertainty Quantification, and Conditional Value-at-Risk

On Variance Reduction of Mean-CVaR Monte Carlo Estimators

A procedure for the optimal operation of medium-voltage AC networks

Constraint Aggregation in Non-Linear Programming models for Nesting problems

GLODS: Clever Multistart in Directional Direct Search

Feedforward neural network feature selection for electricity price forecasting: evidence from the German and Austrian day-ahead market

Stochastic programming and equilibrium models for studying competition in electricity markets

The effect of intermittent renewables on the electricity price variance

 
 

ROOM 3.1.7

ROOM 3.1.9

ROOM 3.1.11

ROOM 3.1.10

ROOM 3.1.6

PARALLEL SESSIONS
SA
9h00 - 10h30

Experimental Study and Statistical Analysis of Human Factors’ Impact in Cell Production System

What are the differences between SERU and Line-cell Conversion?

Evaluating supply chain resilience under different types of disruption

Solution Methods for MIP Production Planning and Scheduling Models

Fair Transfer Prices of Global Supply Chains in the Process Industry

Non-Linear Strategies in Differential Games: A Numerical Investigation

Inspection games in a mean field setting

Exploiting Set-Based Structures to Accelerate Dynamic Programming Algorithms for the Elementary Shortest Path Problem with Resource Constraints

Controlled approximation of the SDP Value Function for Multi-Reservoir Systems

Analyzing Load Flexibility of Electric Vehicles for Renewable Energy Integration

Energy efficiency through automatic blind control

The Economics of Electricity Storage for Renewable Electricity Generation

 
 

ROOM 3.1.7

ROOM 3.1.9

ROOM 3.1.11

ROOM 3.1.10

ROOM 3.1.6

PARALLEL SESSIONS
SB
11h00 - 12h30

Extended Warranties with Residual Values

Evaluating Price Risk Mitigation Strategies for an Oil and Gas Company

Load Shifting, Interrupting or Both? Customer Portfolio Composition in Demand Side Management

Optimization algorithms for the integrated vehicle routing and packing problem

Integer programming based approaches for multi-trip location routing

Exact solution of combined cutting stock and scheduling problems

Vertical and Horizontal Collaboration in Inventory and Transportation

Location game and applications in transportation networks

Feedback Nash Equilibria in Linear-Quadratic Difference Games with Constraints

Constructive Matheuristic for the Rectilinear Packing Problem

A heuristic for the time-dependent Vehicle Routing Problem with Time Windows

A hybrid genetic algorithm for the one-dimensional minimax bin-packing problem with bin size constraints

A powerful tool for forecasting and scenario analysis: The Russian Economic-Environmental-Emission model e3.ru

Integrating Consumption and Reserve Strategies for Large Consumers in Electricity Markets

An analysis of Multiple Objective Methods in the Offshore Wind Sector