Search Results - "Babat, Onur"

Systematic Prioritization of Sensor Improvements in an Industrial Gas Supply Network by Mancilla, Camilo, Isom, Joshua D., Esmaili, Ali, Babat, Onur, Zuluaga, Luis F.

“…The paper analyzes the impact of the sensor reading errors on parameters that affect the production costs of a leading US industrial gas supply company. For…”
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Computing near-optimal Value-at-Risk portfolios using integer programming techniques by Babat, Onur, Vera, Juan C., Zuluaga, Luis F.

“…•An algorithm to compute near-optimal Value at Risk portfolios is proposed.•The algorithm provides a guarantee of the solution’s near-optimality.•The algorithm…”
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Linear solution schemes for Mean-SemiVariance Project portfolio selection problems: An application in the oil and gas industry by Sefair, Jorge A., Méndez, Carlos Y., Babat, Onur, Medaglia, Andrés L., Zuluaga, Luis F.

“…We study the Mean-SemiVariance Project (MSVP) portfolio selection problem, where the objective is to obtain the optimal risk-reward portfolio of non-divisible…”
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Essays on Risk Management in Portfolio Optimization and Gas Supply Networks by Babat, Onur

“…This work focuses on developing algorithms and methodologies to solve problems dealing with uncertainty in portfolio optimization and industrial gas networks…”
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Computing near-optimal Value-at-Risk portfolios using Integer Programming techniques by Babat, Onur, Vera, Juan C, Zuluaga, Luis F

“…BEuropean Journal of Operational Research, 266(1), 304-315 (2018) Value-at-Risk (VaR) is one of the main regulatory tools used for risk management purposes…”
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