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.