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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 |  |  | 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 |  |  | 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 |  |  | 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 |  |  | 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 |  |  | 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 |  |  | 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 |  | 
 |  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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