Search results for: Andrea Scozzari

Items from 1 to 20 out of 43 results

article

Connected graph partitioning with aggregated and non‐aggregated gap objective functions

Elena Fernández, Isabella Lari, Justo Puerto, Federica Ricca, more

Networks > 82 > 4 > 551 - 570

This article deals with the problem of partitioning a graph into

p

connected components by optimizing some balancing objective functions related to the vertex weights. Objective functions based on the gap or range of the partition's components, that is, the difference between the maximum and minimum weight of a vertex in the component, have been already introduced in the literature. Here we...

article

Mathematical programming formulations for the efficient solution of the k-sum approval voting problem

Diego Ponce, Justo Puerto, Federica Ricca, Andrea Scozzari

Computers & Operations Research > 2018 > 98 > C > 127-136

In this paper we address the problem of electing a committee among a set of m candidates on the basis of the preferences of a set of n voters. We consider the approval voting method in which each voter can approve as many candidates as he likes by expressing a preference profile (boolean m-vector). In order to elect a committee, a voting rule must be established to ‘transform’ the n voters’ profiles...

article

Rejoinder on: Extensive facility location problems on networks: an updated review

Justo Puerto, Federica Ricca, Andrea Scozzari

TOP > 2018 > 26 > 2 > 236-238

This research has been partially supported by Spanish Ministry of Economía and Competitividad/FEDER Grant Number MTM2016-74983-C02-01. This rejoinder refers to the comments available at https://doi.org/10.1007/s11750-018-0473-8, https://doi.org/10.1007/s11750-018-0474-7, and https://doi.org/10.1007/s11750-018-0475-6.

article

Extensive facility location problems on networks: an updated review

Justo Puerto, Federica Ricca, Andrea Scozzari

TOP > 2018 > 26 > 2 > 187-226

Location problems with extensive facilities represent a challenging field of research. According to the specialized literature, a facility is called extensive if, for purposes of location, it is too large in relation to its environment to be considered a point. There are many examples of this type of structures that appear in real-world applications both in the continuous space (straight lines, circles,...

article

Ordered Weighted Average optimization in Multiobjective Spanning Tree Problem

Elena Fernández, Miguel A. Pozo, Justo Puerto, Andrea Scozzari

European Journal of Operational Research > 2017 > 260 > 3 > 886-903

Multiobjective Spanning Tree Problems are studied in this paper. The ordered median objective function is used as an averaging operator to aggregate the vector of objective values of feasible solutions. This leads to the Ordered Weighted Average Spanning Tree Problem, a nonlinear combinatorial optimization problem. Different mixed integer linear programs are proposed, based on the most relevant minimum...

article

On exact and approximate stochastic dominance strategies for portfolio selection

Renato Bruni, Francesco Cesarone, Andrea Scozzari, Fabio Tardella

European Journal of Operational Research > 2017 > 259 > 1 > 322-329

One recent and promising strategy for Enhanced Indexation is the selection of portfolios that stochastically dominate the benchmark. We propose here a new type of approximate stochastic dominance rule which implies other existing approximate stochastic dominance rules. We then use it to find the portfolio that approximately stochastically dominates a given benchmark with the best possible approximation...

chapter

Making use of continuous measurements for change detection purposes: an application to water distribution networks

Andrea Scozzari, Gianpiero Brozzo

2017 IEEE International Instrumentation and Measurement Technology Conference (I2MTC) > 1 - 6

2017 IEEE International Instrumentation and Measurement Technology Conference (I2MTC)

The monitoring and control of industrial processes often requires the capability to identify particular patterns in a set of acquired measurements. One of the most recurrent applications consists in the detection of changes and the related minimization of false alarms. This requirement is true also when dealing with natural systems. The monitoring of a natural resource usually involves the identification...

article

Algorithms for uniform centered partitions of trees

Isabella Lari, Justo Puerto, Federica Ricca, Andrea Scozzari

Electronic Notes in Discrete Mathematics > 2016 > 55 > C > 37-40

In this paper we provide polynomial time algorithms for the problem of finding uniform centered partitions of a tree, that is, partitions that are as balanced as possible either w.r.t. the costs or to the weights of their components.

article

Real-world datasets for portfolio selection and solutions of some stochastic dominance portfolio models

Renato Bruni, Francesco Cesarone, Andrea Scozzari, Fabio Tardella

Data in Brief > 2016 > 8 > C > 858-862

A large number of portfolio selection models have appeared in the literature since the pioneering work of Markowitz. However, even when computational and empirical results are described, they are often hard to replicate and compare due to the unavailability of the datasets used in the experiments.We provide here several datasets for portfolio selection generated using real-world price values from...

chapter

Development of an online measurement apparatus for the study of stratified flow in near-horizontal pipes

Paolo Andreussi, Andrea Scozzari, Daniele Picciaia

2016 IEEE International Instrumentation and Measurement Technology Conference Proceedings > 1 - 6

2016 IEEE International Instrumentation and Measurement Technology Conference (I2MTC)

There is a high industrial interest today in the development of accurate measurement techniques to support the modelling of gas-liquid flow phenomena. When dealing with stratified flow in horizontal or inclined pipes, the main problem is that in the range of medium to large gas velocities there are very few data available for the development or validation of flow models. These data should include...

article

A mixed integer linear program to compress transition probability matrices in Markov chain bootstrapping

Roy Cerqueti, Paolo Falbo, Cristian Pelizzari, Federica Ricca, more

Annals of Operations Research > 2017 > 248 > 1-2 > 163-187

Bootstrapping time series is one of the most acknowledged tools to study the statistical properties of an evolutive phenomenon. An important class of bootstrapping methods is based on the assumption that the sampled phenomenon evolves according to a Markov chain. This assumption does not apply when the process takes values in a continuous set, as it frequently happens with time series related to economic...

chapter

The Cent-dian Path Problem on Tree Networks

Ronald I. Becker, Yen-I Chiang, Isabella Lari, Andrea Scozzari

Lecture Notes in Computer Science > Algorithms and Computation > Algorithms and Data Structures > 743-755

In a network, the distsum of a path is the sum of the distances of all vertices to the path, and the eccentricity is the maximum distance of any vertex to the path. The Cent-dian problem is the constrained optimization problem which seeks to locate on a network a path which has minimalv alue of the distsum over all paths whose eccentricity is bounded by a fixed constant. We consider this problem for...

chapter

Electrochemical Sensing Methods: A Brief Review

Andrea Scozzari

NATO Science for Peace and Security Series A: Chemistry and Biology > Algal Toxins: Nature, Occurrence, Effect and Detection > 335-351

Electroanalytical methods are often seen as an effective tool to study chemical and biological systems. This chapter gives an overview of the most common electrochemical sensing techniques, their basic working principles and their typical configurations, paying a brief look to some more recent developments. Due to the huge extension of the subject and to the very large amount of the possible applications,...

chapter

The Forest Wrapping Problem on Outerplanar Graphs

Isabella Lari, Federica Ricca, Andrea Scozzari

Lecture Notes in Computer Science > Graph-Theoretic Concepts in Computer Science > 345-354

In this paper we study the Forest Wrapping Problem (FWP) which can be stated as follows: given a connected graph G = (V,E), with ∣V ∣ = n, let π₀ be a partition of G into K (not necessarily connected) components, find a connected partition π^* of G that wraps π₀ and has maximum number of components. The Forest Wrapping problem is NP-complete on grid graphs while is solvable in O(n log n) time on ladder...

book

Water Security in the Mediterranean Region

Andrea Scozzari, Bouabid El El Mansouri

NATO Science for Peace and Security Series C: Environmental Security

The role of water in our communities, from local to regional and right up to global levels, poses a series of key questions about climate change, about the anthropogenic impact on the environment, and about all the interconnected actions and events that affect the availability and quality of the resource. All these questions share a common demand for more scientific knowledge and information. In...

chapter

Co-Evolutive Models for Firms Dynamics

Giulia Rotundo, Andrea Scozzari

Lecture Notes in Economics and Mathematical Systems > Networks, Topology and Dynamics > Strategic Interaction, Economic Models and Networks > 143-158

This paper considers the Bak—Sneppen (B&S) Self-Organized Criticality model originally developed for species co-evolution. We focus both on the original application of the model on a lattice, and on scale-free networks. Stylized facts on firms size distribution are also considered for the application of the model to the analysis of firms size dynamics. Thus, the B&S dynamics under the uniform,...

article

Partitioning a graph into connected components with fixed centers and optimizing cost‐based objective functions or equipartition criteria

Isabella Lari, Federica Ricca, Justo Puerto, Andrea Scozzari

Networks > 67 > 1 > 69 - 81

We consider a connected graph G with n vertices, p of which are centers, while the remaining ones are units. For each unit‐center pair, there is a fixed assignment cost and for each vertex there is a nonnegative weight. In this article, we study the problem of partitioning G into p connected components such that each component contains exactly one center (p‐centered partition). We analyze different...

article

A linear risk-return model for enhanced indexation in portfolio optimization

Renato Bruni, Francesco Cesarone, Andrea Scozzari, Fabio Tardella

OR Spectrum > 2015 > 37 > 3 > 735-759

Enhanced indexation (EI) is the problem of selecting a portfolio that should produce excess return with respect to a given benchmark index. In this work, we propose a linear bi-objective optimization approach to EI that maximizes average excess return and minimizes underperformance over a learning period. Our model can be efficiently solved to optimality by means of standard linear programming techniques...

article

Linear vs. quadratic portfolio selection models with hard real-world constraints

Francesco Cesarone, Andrea Scozzari, Fabio Tardella

Computational Management Science > 2015 > 12 > 3 > 345-370

Several risk–return portfolio models take into account practical limitations on the number of assets to be included in the portfolio and on their weights. We present here a comparative study, both from the efficiency and from the performance viewpoint, of the Limited Asset Markowitz (LAM), the Limited Asset mean semi-absolute deviation (LAMSAD), and the Limited Asset conditional value-at-risk (LACVaR)...

chapter

Analysis of vegetation dynamics in middle east area during 2002–2013 in relation to the 2007–2009 drought episode

Paolo Villa, Mirco Boschetti, Andrea Scozzari, Stefano Vignudelli

2014 IEEE Geoscience and Remote Sensing Symposium > 4260 - 4263

IGARSS 2014 - 2014 IEEE International Geoscience and Remote Sensing Symposium

The drought episode that struck Middle East countries in 2007–2009 was the worst one hitting the region in more than 60 years. An analysis of rainfall and vegetation dynamics over the temporal range covering 11 hydrological seasons from September 2002 to August 2013 has been carried out by using time series of satellite data from TRMM and MODIS platforms, over the study area covering the so called...

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INFONA - science communication portal

Search results for: Andrea Scozzari

Connected graph partitioning with aggregated and non‐aggregated gap objective functions

Mathematical programming formulations for the efficient solution of the k-sum approval voting problem

Rejoinder on: Extensive facility location problems on networks: an updated review

Extensive facility location problems on networks: an updated review

Ordered Weighted Average optimization in Multiobjective Spanning Tree Problem

On exact and approximate stochastic dominance strategies for portfolio selection

Making use of continuous measurements for change detection purposes: an application to water distribution networks

Algorithms for uniform centered partitions of trees

Real-world datasets for portfolio selection and solutions of some stochastic dominance portfolio models

Development of an online measurement apparatus for the study of stratified flow in near-horizontal pipes

A mixed integer linear program to compress transition probability matrices in Markov chain bootstrapping

The Cent-dian Path Problem on Tree Networks

Electrochemical Sensing Methods: A Brief Review

The Forest Wrapping Problem on Outerplanar Graphs

Water Security in the Mediterranean Region

Co-Evolutive Models for Firms Dynamics

Partitioning a graph into connected components with fixed centers and optimizing cost‐based objective functions or equipartition criteria

A linear risk-return model for enhanced indexation in portfolio optimization

Linear vs. quadratic portfolio selection models with hard real-world constraints

Analysis of vegetation dynamics in middle east area during 2002–2013 in relation to the 2007–2009 drought episode

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