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Optimization Heuristics in Estimation and Modelling

Estimation and modelling problems as they arise in many fields often turn out to be intractable by standard numerical methods. One way to deal with such a situation consists in simplifying models and procedures. However, the solutions to these simplified problems might not be satisfying. A different approach consists in applying optimization heuristics such as trajectory methods (e.g., simulated annealing, threshold accepting, tabu search), population based methods (e.g., genetic algorithms, differential evolution, particle swarm) or hybrid methods (e.g., memetic algorithms), which have been developed over the last two decades. Although the use of these methods increases in estimation and modelling, there is scope for further applications and a more detailed analysis of the statistical properties of these algorithms.


This track concerns on one hand the computational aspects of estimation and modelling problems, in particular for highly complex cases, when standard algorithms fail. It will also cover real applications in cross-disciplinary fields. On the other hand, the track contributes to the development and evaluation of optimization heuristics in modelling and estimation applications. In particular, it will strive for establishing standards for the tuning of algorithms and for reporting solutions including all necessary information on algorithmic implementation. Furthermore, the statistics of the results obtained by means of optimization algorithms will be analyzed.

Co-Chairs
Manfred Gilli, University of Geneva, Switzerland.
Dietmar Maringer, University of Basel, Switzerland.
Sandra Paterlini, EBS Universitaet fur Wirtschaft und Recht, Germany.
Peter Winker, University of Giessen, Germany.
Members
  1. Eduardo Acosta-Gonzalez, Universidad de Las Palmas de Gran Canaria, Spain.
  2. Basad Al-sarray, Franche comte unieversity, France.
  3. Argimiro Arratia, Universitat Politecnica de Catalunya, Spain.
  4. Roberto Baragona, University La Sapienza, Rome, Italy.
  5. Francesco Battaglia, University La Sapienza, Rome, Italy.
  6. Jorge Cadima, Instituto Superior de Agronomia, Portugal.
  7. Jorge Orestes Cerdeira, Instituto Superior de Agronomia, Portugal.
  8. Marco Chiarandini, University of Southern Denkmark, Denmark.
  9. Stephane Chretien, Universite de Franche Comte, France.
  10. Valentina Colla, Scuola Superiore Sant Anna, Italy.
  11. Claudio Conversano, University of Cagliari, Italy.
  12. Cinzia Daraio, University of Rome La Sapienza, Italy.
  13. Sebastian H M Deininger, University of Basel, Switzerland.
  14. Gabriella Dellino, National Research Council of Italy, Italy.
  15. Gunter Dueck, IBM Deutschland, Germany.
  16. Mateusz Dziubinski, Aalborg University and CREATES, Denmark.
  17. Manfred Gilli, University of Geneva, Switzerland.
  18. Peter Goos, Universiteit Antwerpen, Belgium.
  19. Daniel Grabowski, Universitaet Giessen, Germany.
  20. Gottfried Haber, Donau-Universitaet Krems, Austria.
  21. Rustam Ibragimov, Imperial College London and Innopolis University, United Kingdom.
  22. Momchil Ivanov, TU Dortmund University, Germany.
  23. Uwe Jaekel, University of Applied Sciences Koblenz, Germany.
  24. George Kapetanios, Queen Mary University of London, United Kingdom.
  25. M G M Khan, The University of the South Pacific, Fiji.
  26. Philipp Johannes Kremer, EBS Universitaet fuer Wirtschaft und Recht, Germany.
  27. Thiemo Krink, Allianz Investment Management, Germany.
  28. Wenwei Li, EBS Universitaet fuer Wirtschaft und Recht, Germany.
  29. Brandon Malone, Max Planck Institute for Biology of Ageing, Germany.
  30. Dietmar Maringer, University of Basel, Switzerland.
  31. Rebecca Martin, Industrial Doctorate Centre for Offshore Renewable Energy, United Kingdom.
  32. Susana Rafaela Martins, Universidade do Minho - Centro Algoritmi, Portugal.
  33. Naima Mezhoud, University of BEJAIA, Algeria.
  34. David Moreno, Carlos III University of Madrid, Spain.
  35. Alan Murray, Arizona State University, United States.
  36. Luis Paquete, University of Coimbra, Portugal.
  37. Sandra Paterlini, EBS Universitaet fur Wirtschaft und Recht, Germany.
  38. Irene Poli, University Ca Foscari, Italy.
  39. Andre Portela Santos, Universidade Federal de Santa Catarina, Brazil.
  40. Anne Ruiz-Gazen, Toulouse School of Economics, France.
  41. Enrico Schumann, VIP Value Investment Professionals AG, Switzerland.
  42. Detlef Seese, University of Karlsruhe, Germany.
  43. Katja Specht, University of Applied Sciences Mittelhessen, Germany.
  44. Anna Staszewska-Bystrova, University of Lodz, Poland.
  45. Andrey Vasnev, University of Sydney, Australia.
  46. Carlo Vercellis, Politecnico di Milano, Italy.
  47. Jonas Wallin, Lund University, Sweden.
  48. Yixin Wang, University of Leuven, Belgium.
  49. Peter Winker, University of Giessen, Germany.