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05/04/2022
BilevelJuMP.jl: Modeling and Solving Bilevel Optimization in Julia
In this paper we present BilevelJuMP, a new Julia package to support bil...
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10/07/2021
Solving Multistage Stochastic Linear Programming via Regularized Linear Decision Rules: An Application to Hydrothermal Dispatch Planning
The solution of multistage stochastic linear problems (MSLP) represents ...
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08/12/2020
ScoreDrivenModels.jl: a Julia Package for Generalized Autoregressive Score Models
Score-driven models, also known as generalized autoregressive score mode...
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04/16/2020
Short-Term Covid-19 Forecast for Latecomers
The number of Covid-19 cases is increasing dramatically worldwide. There...
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03/22/2020