Tiago Pascoal Filomena

According to our database, Tiago Pascoal Filomena authored at least 8 papers between 2012 and 2023.

Collaborative distances:

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

2023

Liquidity-constrained index tracking optimization models.

Eduardo Bered Fernandes Vieira, Tiago Pascoal Filomena, Leonardo Riegel Sant'Anna, Miguel A. Lejeune

Ann. Oper. Res., November, 2023

2020

Compacting multistage stochastic programming models through a new implicit extensive framework.

Alan Delgado de Oliveira, Tiago Pascoal Filomena

J. Comput. Sci., 2020

Electric Power Grids Under High-Absenteeism Pandemics: History, Context, Response, and Opportunities.

Benjamin Wormuth, Shiyuan Wang, Payman Dehghanian, Masoud Barati, Abouzar Estebsari, Tiago Pascoal Filomena, Mohammad Heidari Kapourchali, Miguel A. Lejeune

IEEE Access, 2020

2019

Investigating the use of statistical process control charts for index tracking portfolios.

Leonardo Riegel Sant'Anna, Tiago Pascoal Filomena, João Frois Caldeira, Denis Borenstein

J. Oper. Res. Soc., 2019

2017

Index tracking with controlled number of assets using a hybrid heuristic combining genetic algorithm and non-linear programming.

Leonardo Riegel Sant'Anna, Tiago Pascoal Filomena, Pablo Cristini Guedes, Denis Borenstein

Ann. Oper. Res., 2017

2014

Warm-Start Heuristic for Stochastic Portfolio Optimization with Fixed and Proportional Transaction Costs.

Tiago Pascoal Filomena, Miguel A. Lejeune

J. Optim. Theory Appl., 2014

Technology selection and capacity investment under uncertainty.

Tiago Pascoal Filomena, Enrique Campos-Náñez, Michael Robert Duffey

Eur. J. Oper. Res., 2014

2012

Stochastic portfolio optimization with proportional transaction costs: Convex reformulations and computational experiments.

Tiago Pascoal Filomena, Miguel A. Lejeune

Oper. Res. Lett., 2012