Cristiano Arbex Valle

According to our database, Cristiano Arbex Valle authored at least 19 papers between 2008 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of three.

2025

Portfolio optimisation: Bridging the gap between theory and practice.

Cristiano Arbex Valle

Comput. Oper. Res., 2025

2024

Integer programming formulations for the k $k$ -in-a-tree problem in graphs.

Lucas Saldanha Ferreira, Vinícius Fernandes dos Santos, Cristiano Arbex Valle

Int. Trans. Oper. Res., September, 2024

Ensemble pruning via an integer programming approach with diversity constraints.

Marcelo Antônio Mendes Bastos, Humberto Brandão, Cristiano Arbex Valle

Proceedings of the 11th International Network Optimization Conference, 2024

2022

Ensemble pruning via an integer programming approach with diversity constraints.

Marcelo Antônio Mendes Bastos, Humberto César Brandão de Oliveira, Cristiano Arbex Valle

CoRR, 2022

2021

Order allocation, rack allocation and rack sequencing for pickers in a mobile rack environment.

Cristiano Arbex Valle, John E. Beasley

Comput. Oper. Res., 2021

2020

Order batching using an approximation for the distance travelled by pickers.

Cristiano Arbex Valle, John E. Beasley

Eur. J. Oper. Res., 2020

Dynamic Portfolio Optimization Using a Hybrid MLP-HAR Approach.

Caio Mário Mesquita, Cristiano Arbex Valle, Adriano C. M. Pereira

Proceedings of the 2020 IEEE Symposium Series on Computational Intelligence, 2020

Detecting and Predicting Evidences of Insider Trading in the Brazilian Market.

Filipe Lauar, Cristiano Arbex Valle

Proceedings of the Machine Learning and Knowledge Discovery in Databases. Applied Data Science and Demo Track, 2020

2018

Exact solution approaches for the Multi-period Degree Constrained Minimum Spanning Tree Problem.

Rosklin Juliano Chagas, Cristiano Arbex Valle, Alexandre Salles da Cunha

Eur. J. Oper. Res., 2018

2017

Optimally solving the joint order batching and picker routing problem.

Cristiano Arbex Valle, John E. Beasley, Alexandre Salles da Cunha

Eur. J. Oper. Res., 2017

Novel approaches for portfolio construction using second order stochastic dominance.

Cristiano Arbex Valle, Diana Roman, Gautam Mitra

Comput. Manag. Sci., 2017

2016

Modelling and Solving the Joint Order Batching and Picker Routing Problem in Inventories.

Cristiano Arbex Valle, John E. Beasley, Alexandre Salles da Cunha

Proceedings of the Combinatorial Optimization - 4th International Symposium, 2016

2015

Factor neutral portfolios.

Cristiano Arbex Valle, Nigel Meade, John E. Beasley

OR Spectr., 2015

An optimisation approach to constructing an exchange-traded fund.

Cristiano Arbex Valle, Nigel Meade, John E. Beasley

Optim. Lett., 2015

2014

Market neutral portfolios.

Cristiano Arbex Valle, Nigel Meade, John E. Beasley

Optim. Lett., 2014

2011

Heuristic and exact algorithms for a min-max selective vehicle routing problem.

Cristiano Arbex Valle, Leonardo Conegundes Martinez, Alexandre Salles da Cunha, Geraldo Robson Mateus

Comput. Oper. Res., 2011

Balancing message delivery latency and network lifetime through an integrated model for clustering and routing in Wireless Sensor Networks.

Wagner Moro Aioffi, Cristiano Arbex Valle, Geraldo Robson Mateus, Alexandre Salles da Cunha

Comput. Networks, 2011

2009

Exact algorithms for a selective Vehicle Routing Problem where the longest route is minimized.

Cristiano Arbex Valle, Alexandre Salles da Cunha, Geraldo Robson Mateus, Leonardo C. Martinez

Electron. Notes Discret. Math., 2009

2008

Algorithms for improving the quality of service in wireless sensor networks with multiple mobile sinks.

Cristiano Arbex Valle, Alexandre Salles da Cunha, Wagner Moro Aioffi, Geraldo Robson Mateus

Proceedings of the 11th International Symposium on Modeling Analysis and Simulation of Wireless and Mobile Systems, 2008