Tiago Pascoal Filomena

Publication Activity (10 Years)

Years Active: 2012-2023
Publications (10 Years): 5

Top Topics

Statistical Process Control

Abnormal Patterns

Transaction Costs

Top Venues

Ann. Oper. Res.

J. Optim. Theory Appl.

J. Comput. Sci.

J. Oper. Res. Soc.

Publications

Eduardo Bered Fernandes Vieira, Tiago Pascoal Filomena, Leonardo Riegel Sant'Anna, Miguel A. Lejeune
Liquidity-constrained index tracking optimization models. Ann. Oper. Res. 330 (1) (2023)
Benjamin Wormuth, Shiyuan Wang, Payman Dehghanian, Masoud Barati, Abouzar Estebsari, Tiago Pascoal Filomena, Mohammad Heidari Kapourchali, Miguel A. Lejeune
Electric Power Grids Under High-Absenteeism Pandemics: History, Context, Response, and Opportunities. IEEE Access 8 (2020)
Alan Delgado de Oliveira, Tiago Pascoal Filomena
Compacting multistage stochastic programming models through a new implicit extensive framework. J. Comput. Sci. 43 (2020)
Leonardo Riegel Sant'Anna, Tiago Pascoal Filomena, João Frois Caldeira, Denis Borenstein
Investigating the use of statistical process control charts for index tracking portfolios. J. Oper. Res. Soc. 70 (10) (2019)
Leonardo Riegel Sant'Anna, Tiago Pascoal Filomena, Pablo Cristini Guedes, Denis Borenstein
Index tracking with controlled number of assets using a hybrid heuristic combining genetic algorithm and non-linear programming. Ann. Oper. Res. 258 (2) (2017)
Tiago Pascoal Filomena, Enrique Campos-Náñez, Michael Robert Duffey
Technology selection and capacity investment under uncertainty. Eur. J. Oper. Res. 232 (1) (2014)
Tiago Pascoal Filomena, Miguel A. Lejeune
Warm-Start Heuristic for Stochastic Portfolio Optimization with Fixed and Proportional Transaction Costs. J. Optim. Theory Appl. 161 (1) (2014)
Tiago Pascoal Filomena, Miguel A. Lejeune
Stochastic portfolio optimization with proportional transaction costs: Convex reformulations and computational experiments. Oper. Res. Lett. 40 (3) (2012)