Solving the index tracking problem: a continuous optimization approach. Article First Online: 17 July This is a preview of subscription content, log in to check access. Acknowledgements The author would like to thank the anonymous reviewers who provided their constructive and valuable feedback, which helped him in improving the quality of this paper. Lecture notes in economics and mathematical systems, vol Omega — CrossRef Google Scholar.
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Maringer D, Oyewumi O Index tracking with constrained portfolios. Moeini M The maximum ratio clique problem: a continuous optimization approach and some new results. Agussurja, S. Cheng, P. Varakantham, H. Lau, and Z. Lau and D. Journal of the Operational Research Society, 64, —, Lau, P.
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Allocating resources in multi-agent flowshops with adaptive auctions. Automation Science and Engineering, 8 4 , , Lau, J. Pan, and H. Automation Science and Engineering, , —, Liang, X. Wu, H. Service Computing, , , Feng and H. Lau, T. Ou and F. International Conf. Halim, R. Yap and H. Lau, H.
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Lau, A. The common thread running through his research is a focus on going beyond publications to build usable novel tools and prototypes, a number of which have been testbedded and deployed in industry. Working at the interface of Operations Research and Artificial Intelligence, he is interested in combining data analytics and optimization for decision-making in business. More specifically, he works on optimization models, agent-based models, and metaheuristics for data-driven resource planning, scheduling and coordination problems in logistics, transportation, and travel planning.
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Recently, his focus is on such planning and operations problems in urban contexts. He was awarded the Lee Kwan Yew Fellowship for research excellence in For his work with the Singapore Ministry of Defense, he won the National Innovation and Quality Convention Star Award in , and was nominated for the prestigious Defense Technology Prize individual category in In Chinese. Analytics for Urban Safety and Security Management. Coordination of Last-Mile Delivery in Urban Cities - a review of current practices and future prospects. Hedging Uncertainty with Robust Project Schedules.
Dynamic Response Aircraft Payload System. Singapore, September Routing of Vehicles Reactively. Public Transportation for the 21st Century, Singapore, Dynamic Vehicle Routing. If you encounter any problem with the download, please contact Mr CK Han at ckhan. The software provide in the following links are licenced for non-commerical purpose only. For other academic users e. For non-academic users, please visit IBM's website here for trial and pricing information.
To appear in Journal of Artificial Intelligence Research. Tanvi Verma, Pradeep Varakantham. Coordinating vessel traffic to improve safety and efficiency.
Solving the index tracking problem: a continuous optimization approach
Nguyen, A. Kumar and H. Mostafa, N. Fu and H. Le, S. Liu, H. Lau and R. Cheng, and H. Multi-Agent Orienteering Problem. Web Intelligence and Agent Systems Journal , , , Zilberstein and C.