Search Results - "Pınar, Mustafa Ç."

Robust stock assortment and cutting under defects in automotive glass production by Arbib, Claudio, Marinelli, Fabrizio, Pınar, Mustafa Ç., Pizzuti, Andrea

“…We address an assortment‐and‐cutting problem arising in the glass industry. The objective is to provide minimum waste solutions that are robust against such…”
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Competitive location and pricing on a line with metric transportation costs by Arbib, Claudio, Pınar, Mustafa Ç., Tonelli, Matteo

“…•Locate-price problems with metric transportation cost: a Stackelberg game.•2-level pricing on a line difficult to solve even with 2 competing…”
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Graph neural networks for deep portfolio optimization by Ekmekcioğlu, Ömer, Pınar, Mustafa Ç.

“…There is extensive literature dating back to the Markowitz model on portfolio optimization. Recently, with the introduction of deep models in finance, there…”
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Sparse solutions to an underdetermined system of linear equations via penalized Huber loss by Kızılkale, Can, Pınar, Mustafa Ç.

“…We investigate the computation of a sparse solution to an underdetermined system of linear equations using the Huber loss function as a proxy for the 1-norm…”
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Minimizers of Sparsity Regularized Huber Loss Function by Akkaya, Deniz, Pınar, Mustafa Ç.

“…We investigate the structure of the local and global minimizers of the Huber loss function regularized with a sparsity inducing L0 norm term. We characterize…”
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Codon optimization by 0-1 linear programming by Arbib, Claudio, Pınar, Mustafa Ç., Rossi, Fabrizio, Tessitore, Alessandra

“…•Synthetic protein coding often requires choosing an optimal base sequence.•Dynamic programming may not efficiently find sequences with/without long…”
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Robust trading mechanisms over 0/1 polytopes by Pınar, Mustafa Ç.

“…The problem of designing a trade mechanism (for an indivisible good) between a seller and a buyer is studied in the setting of discrete valuations of both…”
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Bilateral trade with risk‐averse intermediary using linear network optimization by Bayrak, Halil İ., Kargar, Kamyar, Pınar, Mustafa Ç.

“…We consider bilateral trade of an object between a seller and a buyer through an intermediary who aims to maximize his/her expected gains as in the previous…”
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Robust portfolio choice with CVaR and VaR under distribution and mean return ambiguity by Paç, A. Burak, Pınar, Mustafa Ç.

“…We consider the problem of optimal portfolio choice using the Conditional Value-at-Risk (CVaR) and Value-at-Risk (VaR) measures for a market consisting of n…”
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Codon optimization: a mathematical programing approach by Şen, Alper, Kargar, Kamyar, Akgün, Esma, Pınar, Mustafa Ç

“…Abstract Motivation Synthesizing proteins in heterologous hosts is an important tool in biotechnology. However, the genetic code is degenerate and the codon…”
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Subset based error recovery by Ekmekcioğlu, Ömer, Akkaya, Deniz, Pınar, Mustafa Ç.

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Robust screening under ambiguity by Pinar, Mustafa Ç, Kizilkale, Can

“…We consider the problem of screening where a seller puts up for sale an indivisible good, and a buyer with a valuation unknown to the seller wishes to acquire…”
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Non-linear pricing by convex duality by Pınar, Mustafa Ç.

“…We consider the pricing problem of a risk-neutral monopolist who produces (at a cost) and offers an infinitely divisible good to a single potential buyer that…”
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The robust Merton problem of an ambiguity averse investor by Biagini, Sara, Pınar, Mustafa Ç.

“…We derive a closed form portfolio optimization rule for an investor who is diffident about mean return and volatility estimates, and has a CRRA utility…”
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On robust portfolio and naïve diversification: mixing ambiguous and unambiguous assets by Paç, A. Burak, Pınar, Mustafa Ç.

“…Effect of the availability of a riskless asset on the performance of naïve diversification strategies has been a controversial issue. Defining an investment…”
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On robust mean-variance portfolios by Pinar, Mustafa Ç

“…We derive closed-form portfolio rules for robust mean-variance portfolio optimization where the return vector is uncertain or the mean return vector is subject…”
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On explicit solutions of a two-echelon supply chain coordination game by Pınar, Mustafa Ç.

“…A contracting game under asymmetric information specific to two-echelon supply chain coordination between a retailer of unknown type and a supplier is studied…”
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Equilibrium in an ambiguity-averse mean–variance investors market by Pinar, Mustafa Ç

“…•We investigate equilibrium implications of ambiguity aversion in a financial market.•The investors make portfolio decisions according to a mean–variance…”
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An exact algorithm for the capacitated vertex -center problem by Ozsoy, F Aykut, Pinar, Mustafa C

“…We develop a simple and practical exact algorithm for the problem of locating p facilities and assigning clients to them within capacity restrictions in order…”
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Provably optimal sparse solutions to overdetermined linear systems with non-negativity constraints in a least-squares sense by implicit enumeration by Aktaş, Fatih S., Ekmekcioglu, Ömer, Pinar, Mustafa Ç.

“…Computing sparse solutions to overdetermined linear systems is a ubiquitous problem in several fields such as regression analysis, signal and image processing,…”
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