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Alan Delgado de Oliveira
Alan Delgado de Oliveira
Universidade Federal do Rio Grande do Sul
Mathematical optimization
Stochastic optimization
Mathematics
Liability
Financial economics
5
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9
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Compacting multistage stochastic programming models through a new implicit extensive framework
2020
Journal of Computational Science
Alan Delgado de Oliveira
Tiago Pascoal Filomena
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Solving the Index Tracking Problem Based on a Convex Reformulation for Cointegration
2019
Finance Research Letters
Leonardo Riegel Sant'anna
Alan Delgado de Oliveira
Tiago Pascoal Filomena
João Frois Caldeira
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Performance comparison of scenario-generation methods applied to a stochastic optimization asset-liability management model
2018
Pesquisa Operacional
Alan Delgado de Oliveira
Tiago Pascoal Filomena
Marcelo Brutti Righi
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Chance-Constrained Programming with Decision-Dependent Uncertainty
2018
Miguel A. Lejeune
François Margot
Alan Delgado de Oliveira
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A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry
2017
Optimization and Engineering
Alan Delgado de Oliveira
Tiago Pascoal Filomena
Marcelo Scherer Perlin
Miguel A. Lejeune
Guilherme Ribeiro de Macêdo
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Citations (5)
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