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 | 153 | 2017 |
Order allocation, rack allocation and rack sequencing for pickers in a mobile rack environment CA Valle, JE Beasley Computers & Operations Research 125, 2021 | 72 | 2021 |
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 | 49 | 2011 |
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 | 44 | 2011 |
Absolute return portfolios CA Valle, N Meade, JE Beasley Omega 45, 20-41, 2014 | 37 | 2014 |
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 | 31 | 2020 |
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 | 28 | 2016 |
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 | 22 | 2009 |
Market neutral portfolios CA Valle, N Meade, JE Beasley Optimization Letters 8, 1961-1984, 2014 | 19 | 2014 |
Novel approaches for portfolio construction using second order stochastic dominance CA Valle, D Roman, G Mitra Computational Management Science 14 (2), 257-280, 2017 | 18 | 2017 |
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 | 12 | 2016 |
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 | 11 | 2024 |
Exchange-traded funds: a market snapshot and performance analysis C Valle, N Meade, JE Beasley Available at SSRN 2514336, 2014 | 10 | 2014 |
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 | 10 | 2008 |
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 | 7 | 2018 |
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 | 6 | 2018 |
An optimisation approach to constructing an exchange-traded fund CA Valle, N Meade, JE Beasley Optimization Letters 9, 635-661, 2015 | 6 | 2015 |
Factor neutral portfolios CA Valle, N Meade, JE Beasley OR spectrum 37, 843-867, 2015 | 5 | 2015 |
A nonlinear optimisation model for constructing minimal drawdown portfolios CA Valle, JE Beasley arXiv preprint arXiv:1908.08684, 2019 | 4 | 2019 |
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 | 4 | 2017 |