Articulos publicados en revistas
2001
- Segura, J. V. and Vercher E. A spreadsheet modeling approach to the Holt-Winters optimal forecasting. European Journal of Operational Research 131/2, 2001, pp. 375-388.
2002
- León, T., Liern, V. and Vercher, E. Two fuzzy approaches for solving multi-objective decision problems. Computational Economics 19, 2002, pp. 273-286.
- León, T., Liern, V. and Vercher, E. Viability of infeasible portfolio selection problems: a fuzzy approach. European Journal of Operational Research 139/1, 2002, pp. 178-189
2004
- Léón, T., V. Liern, P. Marco, Segura, J. V. and Vercher E. A downside risk approach for the portfolio selection problem with fuzzy returns. Fuzzy Economic Review, Vol. IX (1), 2004, pp. 61-77.
- León, T. and Vercher, E. Solving a class of Fuzzy Linear programs by using Semi-Infinite Programming techniques. Fuzzy Sets and Systems 146, 2004, pp. 235-252.
2006
- Bermúdez J.D., Segura J.V. and Vercher E. Improving the demand forecasting accuracy using nonlinear programming software. Journal of the Operational Research Society 57, 2006, pp. 94-100.
- Bermúdez J.D., Segura J.V. and Vercher E. A decision support system methodology for forecasting of time series based on Soft Computing. Computational Statistics & Data Analysis 51, 2006, pp. 177-191.
2007
- Vercher E., Bermúdez J.D. and Segura J.V. Fuzzy portfolio optimization under downside risk measures. Fuzzy Sets and Systems 158, 2007, pp. 769-782.
- Bermúdez J.D., Segura J.V. and Vercher E. Holt-Winters forecasting: an alternative formulation applied to UK air passenger data. Journal of Applied Statistics 34, 2007. Pages: 1075 - 1090.
- Bermúdez J.D., Segura J.V. and Vercher E. Modelos borrosos de optimización para la selección de carteras basados en intervalos de medias. Cuadernos del CIMBAGE 9, 2007, pp. 27-36.
2008
- Vercher E. Portfolios with fuzzy returns: selection strategies based on semi-infinite programming. Journal of Computational and Applied Mathematics 217, 2008, pp. 381-393.
- Bermúdez J.D., Segura J.V. and Vercher E. SIOPRED: A prediction and optimisation integrated system for demand. Top 16, 2008, 258-271.
2009
- Bermúdez J.D., Corberan-Vallet A. and Vercher E. Multivariate exponential smoothing: a Bayesian forecast approach based on simulation. Mathematics and Computers in Simulation 79, 2009, 1761-1769.
- Bermúdez J.D., Corberan-Vallet A. and Vercher E. Forecasting time series with missing data using Holt's model Journal of Statistical Planning and Inference 139, 2009, 2791-2799.
2010
- Bermúdez J.D., Segura J.V. and Vercher E. Bayesian forecasting with the Holt-Winters model. Journal of the Operational Research Society 61, 2010, 164-171.
- Bermúdez J.D., Corberan-Vallet A. and Vercher E. Forecasting correlated time series with exponential smoothing models. International Journal of Forecasting (2010). DOI: 10.1016/j.ijforecast.2010.06.003.