E-ciencia, es un proyecto enmarcado en el contrato programa de Cooperación interbibliotecaria entre la Comunidad de Madrid y el Consorcio Madroño, para crear una plataforma digital de acceso libre y abierto a la producción científica en la Comunidad de Madrid.
09-05-2011
A vehicle routing model with split delivery and stop nodes
In this work, a new variant of the Capacitated Vehicle Routing Problem (CVRP) is presented where the vehicles cannot perform any route leg longer than a given length L (although the routes can be longer). Thus, once a route leg length is close to L, the vehicle must go to a stop node to end the leg or return to the depot. We introduce this condition in a variation of the CVRP, the Split Deliver...
09-05-2011
Calibration of shrinkage estimators for portfolio optimization.
hrinkage estimators is an area widely studied in statistics. In this paper, we contemplate the role of shrinkage estimators on the construction of the investor s portfolio. We study the performance of shrinking the sample moments to estimate portfolio weights as well as the performance of shrinking the naive sample portfolio weights themselves. We provide a theoretical and empirical analysis ...
