Kete Charles Chalermkraivuth

According to our database, Kete Charles Chalermkraivuth authored at least 4 papers between 2005 and 2007.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2007

Multi-criteria Set Partitioning for Portfolio Management: A Visual Interactive Method.

Raj Subbu, Gregory Russo, Kete Charles Chalermkraivuth, José R. Celaya

Proceedings of the IEEE Symposium on Computational Intelligence in Multicriteria Decision Making, 2007

A Review of Two Industrial Deployments of Multi-criteria Decision-making Systems at General Electric.

Raj Subbu, Piero P. Bonissone, Srinivas Bollapragada, Kete Charles Chalermkraivuth, Neil H. W. Eklund, Naresh Iyer, Rasik Shah, Feng Xue, Weizhong Yan

Proceedings of the IEEE Symposium on Computational Intelligence in Multicriteria Decision Making, 2007

2005

GE Asset Management, Genworth Financial, and GE Insurance Use a Sequential-Linear-Programming Algorithm to Optimize Portfolios.

Kete Charles Chalermkraivuth, Srinivas Bollapragada, Michael C. Clark, John Deaton, Lynn Kiaer, John P. Murdzek, Walter Neeves, Bernhard J. Scholz, David Toledano

Interfaces, 2005

Multiobjective financial portfolio design: a hybrid evolutionary approach.

Raj Subbu, Piero P. Bonissone, Neil H. W. Eklund, Srinivas Bollapragada, Kete Charles Chalermkraivuth

Proceedings of the IEEE Congress on Evolutionary Computation, 2005