• Thèmes de recherche: Modélisation et Optimisation en Finance et Data Mining.
  • Directeur de thèse: Pham D.T.
  • Début de thèse: 2009
  • Fin : 2013.
  • Situation actuelle : EC au Vietnam

 

 

Communications

  1. Viet Nga PHAM, Hoai An LE THI, Tao PHAM DINH, Yi-Shuai NIU, "DC Programming Approaches for Discrete Portfolio Optimization under concave transaction costs", ICOTA 8- The 8th International Conference on Optimization, Techniques and Applications, 10-13 December 2010, Shanghai, China.
  2. Viet Nga PHAM, Hoai An LE THI, Tao PHAM DINH, "Approche basée sur la Programmation DC et DCA pour le problème de moindre carrés linéaires en variables entières bornées", ROADEF 2011- Recherche Opérationelle et l'Aide à la Décision, 02-04 Mars 2011, Saint-Etienne, France.
  3. Viet Nga PHAM, Hoai An LE THI, Tao PHAM DINH, "A new efficient approach for solving mixed 0-1 linear multiobjective programming. Application to shift scheduling problems", EURO 2012- 25th European Conference on Operational Research, 8-11 July 2012, Vilnius, Lithuania.

Publications

  1. Hoai An LE THI, Viet Nga PHAM, Tao PHAM DINH, Yi-Shuai NIU, "DC Programming Approaches for Discrete Portfolio Optimization under Concave Transaction Costs", Submitted to Journal of Optimization.
  2. Hoai An LE THI, Viet Nga PHAM, Tao PHAM DINH, "A new efficient approach for solving mixed 0-1 linear multiobjective programming. Applications." (In preparation).