index tracking is the process of developing a portfolio that reproduces the performance of an index. the tracker portfolio has relatively good diversity and low turnover and low transaction costs. in this paper we applied a binary programming model for index tracking problem. in this model the number of assets for portfolio construction is defined by portfolio manager. the robust optimization f...

uncertainty analysis is a useful tool to evaluate soil water simulations in order to get more information about the models output. these information provide more confidence for decision making processes. in this study, swap model is applied for soil water balance simulations in two fields which are planted by wheat and maize in an arid region. first the amount of uncertainty is estimated and co...

abstract background and aim: the intolerance of uncertainty model was initially developed as an explanation for worry within the context of generalized anxiety disorder. however, recent research has identified intolerance of uncertainty (iu) as a transdiagnostic maintaining factor across the anxiety disorders. the aim of the present study was to compare the intolerance of uncertainty in patient...

design of a logistics network in proper way provides a proper platform for efficient and effective supply chain management. this paper studies a multi-period, multi echelon and multi-product integrated forward-reverse logistics network under uncertainty. first, an efficient complex mixed-integer linear programming (milp) model by considering some real-world assumptions is developed for the inte...

When using the K-nearest neighbours (KNN) method, one often ignores the uncertainty in the choice of K. To account for such uncertainty, Bayesian KNN (BKNN) has been proposed and studied (Holmes and Adams 2002 Cucala et al. 2009). We present some evidence to show that the pseudo-likelihood approach for BKNN, even after being corrected by Cucala et al. (2009), still significantly underest...

In this study, we aim to present a new model for the resource-constrained project scheduling problem (RCPSP) considering a working calendar for project members and determined the skill factor of any member using the efficiency concept. For this purpose, the recyclable resources are staff resources where any person with multiple skills can meet the required skills of activities in a given time. ...

a novel approach to determine optimal sampling locations under parameter uncertainty in a water distribution system (wds) for the purpose of its hydraulic model calibration is presented. the problem is formulated as a multi-objective optimisation problem under calibration parameter uncertainty. the objectives are to maximise the calibrated model accuracy and to minimise the number of sampling d...