Follow
Cristiano Arbex Valle
Cristiano Arbex Valle
PhD in Applied Mathematics / Lecturer at UFMG
Verified email at dcc.ufmg.br
Title
Cited by
Cited by
Year
Optimally solving the joint order batching and picker routing problem
CA Valle, JE Beasley, AS Da Cunha
European Journal of Operational Research 262 (3), 817-834, 2017
1532017
Order allocation, rack allocation and rack sequencing for pickers in a mobile rack environment
CA Valle, JE Beasley
Computers & Operations Research 125, 2021
722021
Heuristic and exact algorithms for a min–max selective vehicle routing problem
CA Valle, LC Martinez, AS Da Cunha, GR Mateus
Computers & Operations Research 38 (7), 1054-1065, 2011
492011
Balancing message delivery latency and network lifetime through an integrated model for clustering and routing in wireless sensor networks
WM Aioffi, CA Valle, GR Mateus, AS da Cunha
Computer Networks 55 (13), 2803-2820, 2011
442011
Absolute return portfolios
CA Valle, N Meade, JE Beasley
Omega 45, 20-41, 2014
372014
Order batching using an approximation for the distance travelled by pickers
CA Valle, JE Beasley
European Journal of Operational Research 284 (2), 460-484, 2020
312020
Modelling and solving the joint order batching and picker routing problem in inventories
CA Valle, JE Beasley, AS da Cunha
Combinatorial Optimization: 4th International Symposium, ISCO 2016, Vietri …, 2016
282016
Exact algorithms for a selective vehicle routing problem where the longest route is minimized
CA Valle, AS da Cunha, GR Mateus, LC Martinez
Electronic Notes in Discrete Mathematics 35, 133-138, 2009
222009
Market neutral portfolios
CA Valle, N Meade, JE Beasley
Optimization Letters 8, 1961-1984, 2014
192014
Novel approaches for portfolio construction using second order stochastic dominance
CA Valle, D Roman, G Mitra
Computational Management Science 14 (2), 257-280, 2017
182017
An impact measure for news: its use in (daily) trading strategies
X Yu, G Mitra, C Arbex-Valle, T Sayer
The Handbook of Sentiment Analysis in Finance (2016), 2016
122016
Scenario generation for financial data with a machine learning approach based on realized volatility and copulas
CM Mesquita, CA Valle, ACM Pereira
Computational Economics 63 (5), 1879-1919, 2024
112024
Exchange-traded funds: a market snapshot and performance analysis
C Valle, N Meade, JE Beasley
Available at SSRN 2514336, 2014
102014
Algorithms for improving the quality of service in wireless sensor networks with multiple mobile sinks
CA Valle, AS da Cunha, WM Aioffi, GR Mateus
Proceedings of the 11th international symposium on Modeling, analysis and …, 2008
102008
Using market sentiment to enhance second-order stochastic dominance trading models
G Mitra, C Erlwein-Sayer, CA Valle, X Yu
High-Performance Computing in Finance, 25-48, 2018
72018
Exact solution approaches for the Multi-period degree constrained minimum spanning tree problem
RJ Chagas, CA Valle, AS da Cunha
European Journal of Operational Research 271 (1), 57-71, 2018
62018
An optimisation approach to constructing an exchange-traded fund
CA Valle, N Meade, JE Beasley
Optimization Letters 9, 635-661, 2015
62015
Factor neutral portfolios
CA Valle, N Meade, JE Beasley
OR spectrum 37, 843-867, 2015
52015
A nonlinear optimisation model for constructing minimal drawdown portfolios
CA Valle, JE Beasley
arXiv preprint arXiv:1908.08684, 2019
42019
Using social media and news sentiment data to construct a momentum strategy
Y Shi, G Mitra, C Arbex-Valle, X Yu
Available at SSRN 3406075, 2017
42017
The system can't perform the operation now. Try again later.
Articles 1–20