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Schedule
Thursday, 30 January |
08:30-09:10 | Welcome-registration-coffee | B14-B15-B16 |
09:10-09:30 | Opening session | Amphi Cuccaroni |
09:30-10:30 | Plenary session - Adam Letchford (Chair: Martine Labbé) | Amphi Cuccaroni |
10:30-11:20 | Coffee break | B14-B15-B16 |
11:20-12:40 | Parallel sessions |
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Multi-objective Optimization Chair: Sara Tari Room: E501 |
Health-care Chair: Véronique François Room: E502 |
Public Transportation Chair: Javier Duran Micco Room: E503 |
Global Optimization Chair: Olivier Rigal Room: E601 |
Analytics 1 Chair: Rafael Van Belle Room: E602 |
12:40-14:10 | Lunch/ORBEL Board meeting | B14-B15-B16/E501 |
14:10-15:10 | Parallel sessions |
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Air, Rail and Multimodal Transportation Chair: Paola Paregrini Room: E501 |
Game Theory Chair: Lotte Verdnock Room: E502 |
Transportation of People Chair: Yves Molenbruch Room: E503 |
Multi-level Optimization Chair: Concepcion Dominguez Room: E601 |
Analytics 2 Chair: Vedavyas Etikala Room: E602 |
15:10-15:50 | Coffee break | B14-B15-B16 |
15:50-16:40 | Parallel sessions |
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Sport Timetabling Chair: Dries Goossens Room: E501 |
Project Management and Scheduling Chair: Fan Yang Room: E502 |
Rich Routing and Graphs Chair: Alexandre Bontems Room: E503 |
Logistics Chair: Yuan Yuan Room: E601 |
Analytics 3 Chair: Jari Peeperkorn Room: E602 |
16:50-17:30 | ORBEL general assembly | Amphi Cuccaroni |
19:00-20:00 | Cocktail | Bar Zango |
20:30-23:00 | Dinner | La Terrasse des Ramparts |
Friday, 31 January |
09:30-10:30 | Plenary session - Miguel F. Anjos (Chair: Luce Brotcorne) | Amphi Cuccaroni |
10:30-11:20 | Coffee break | B14-B15-B16 |
11:20-12:40 | Parallel sessions |
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Automatic Configuration and Metaheuristics Analysis Chair: Kenneth Sorensen Room: E501 |
Real Life and Integrated Problems Chair: Jeroen Belien Room: E502 |
Warehouse Management Chair: Harol Mauricio Gamez Room: E601 |
Analytics 4 Chair: Noureddine Kouaissah Room: E602 |
12:40-14:10 | Lunch | B14-B15-B16 |
14:10-15:10 | Parallel sessions |
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Orbel Award Chair: Jeroen Belien Room: E501 |
Optimization Chair: Julien Dewez Room: E502 |
Trucking Optimization Chair: Hatice Çalik Room: E601 |
Analytics 5 Chair: Diego Olaya Room: E602 |
15:10-15:50 | Coffee break | B14-B15-B16 |
15:50-16:50 | Parallel sessions |
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Learning and Optimization Chair: Johan Van Kerckhoven Room: E501 |
Lot-sizing and Inventory Chair: Philippe Chevalier Room: E502 |
Rich Routing Chair: Cristian Aguayo Room: E601 |
17:00-17:15 | ORBEL award and closing session | Amphi Cuccaroni |
17:15-18:30 | Closing cocktail | B14-B15-B16 |
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Thursday 11:20 - 12:40 Multi-objective Optimization Room E501 - Chair: Sara Tari
Thursday 11:20 - 12:40 Health-care Room E502 - Chair: Véronique François
Thursday 11:20 - 12:40 Public Transportation Room E503 - Chair: Javier Duran Micco
Thursday 11:20 - 12:40 Global Optimization Room E601 - Chair: Olivier Rigal
Thursday 11:20 - 12:40 Analytics 1 Room E602 - Chair: Rafael Van Belle
Thursday 14:10 - 15:10 Air, Rail and Multimodal Transportation Room E501 - Chair: Paola Pellegrini
Thursday 14:10 - 15:10 Game Theory Room E502 - Chair: Lotte Verdnock
Thursday 14:10 - 15:10 Transportation of People Room E503 - Chair: Yves Molenbruch
Thursday 14:10 - 15:10 Multi-level Optimization Room E601 - Chair: Concepcion Dominguez
Thursday 14:10 - 15:10 Analytics 2 Room E602 - Chair: Vedavyas Etikala
Thursday 15:50 - 16:50 Sport Timetabling Room E501 - Chair: Dries Goossens
Thursday 15:50 - 16:50 Project Management and Scheduling Room E502 - Chair: Fan Yang
Thursday 15:50 - 16:50 Rich Routing and Graphs Room E503 - Chair: Alexandre Bontems
Thursday 15:50 - 16:50 Logistics Room E601 - Chair: Silia Mertens
Thursday 15:50 - 16:50 Analytics 3 Room E602 - Chair: Jari Peeperkorn
Friday 11:20 - 12:40 Automatic Configuration and Metaheuristics Analysis Room E501 - Chair: Kenneth Sorensen
Friday 11:20 - 12:40 Real Life and Integrated Problems Room E502 - Chair: Jeroen Belien
Friday 11:20 - 12:40 Warehouse Management Room E601 - Chair: Harol Mauricio Gamez
Friday 11:20 - 12:40 Analytics 4 Room E602 - Chair: Noureddine Kouaissah
- Classification for Imbalanced Data Using Feature Selection and Undersampling Methods
You-jin Park (National Taipei University of Technology)
- Multi-task Neural Networks for Uplift Modeling
Sam Verboven (Vrije Universiteit Brussel) Co-authors: Jeroen Berrevoets, Wouter Verbeke
- Portfolio selection using semiparametric estimators and a copula PCA based approach
Noureddine Kouaissah (International University of Rabat, Rabat Business School ) Abstract: This paper investigates the implications for portfolio theory of using multivariate semiparametric estimators and a copula-based approach, especially when the number of risky assets becomes substantial. Parametric, nonparametric, and semiparametric
regression methods are compared to approximate their returns in large-scale portfolio selection problems. Semiparametric regression models are used to prove that, under certain assumptions, the variability of the errors decreases as the number of factors increases. Moreover, a copula principal component analysis (PCA)-based approach is proposed, and its superiority to the classical Pearson PCA approach is demonstrated.
Empirical analyses validate the suggested approaches and evaluate the impact of different approximation methods on portfolio selection problems. Here, the ex-ante sample paths of several portfolio strategies aiming to maximize portfolio wealth using
either reward-risk or drawdown-based performance measures are compared. The results show that the proposed methodologies outperform the traditional approach for out-of-sample portfolios, especially when the dependence structure is represented by the Pearson linear correlation.
Friday 14:10 - 15:10 Orbel Award Room E501 - Chair: Jeroen Belien
Friday 14:10 - 15:10 Optimization Room E502 - Chair: Julien Dewez
Friday 14:10 - 15:10 Trucking Optimization Room E601 - Chair: Hatiz Çalik
Friday 14:10 - 15:10 Analytics 5 Room E602 - Chair: Diego Olaya
Friday 15:50 - 16:50 Learning and Optimization Room E501 - Chair: Jorik Jooken
Friday 15:50 - 16:50 Lot-sizing and Inventory Room E502 - Chair: Philippe Chevalier
Friday 15:50 - 16:50 Rich Routing Room E601 - Chair: Cristian Aguayo
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ORBEL - Conference chairs: Diego Cattaruzza and Maxime Ogier
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