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Tiago Filomena
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Cited by
Year
Target costing operationalization during product development: Model and application
TP Filomena, FJK Neto, MR Duffey
International Journal of Production Economics 118 (2), 398-409, 2009
852009
Index tracking with controlled number of assets using a hybrid heuristic combining genetic algorithm and non-linear programming
LR Sant’Anna, TP Filomena, PC Guedes, D Borenstein
Annals of Operations Research 258, 849-867, 2017
522017
Technology selection and capacity investment under uncertainty
TP Filomena, E Campos-Náñez, MR Duffey
European Journal of Operational Research 232 (1), 125-136, 2014
412014
Index tracking and enhanced indexing using cointegration and correlation with endogenous portfolio selection
LR Sant’Anna, TP Filomena, JF Caldeira
The Quarterly Review of Economics and Finance 65, 146-157, 2017
372017
A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry
AD de Oliveira, TP Filomena, MS Perlin, M Lejeune, GR de Macedo
Optimization and Engineering 18, 349-368, 2017
352017
Stochastic portfolio optimization with proportional transaction costs: Convex reformulations and computational experiments
TP Filomena, MA Lejeune
Operations Research Letters 40 (3), 212-217, 2012
312012
Lasso-based index tracking and statistical arbitrage long-short strategies
LR Sant’Anna, JF Caldeira, TP Filomena
The North American Journal of Economics and Finance 51, 101055, 2020
282020
Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs
TP Filomena, MA Lejeune
Journal of Optimization Theory and Applications 161, 308-329, 2014
282014
Política para avaliação e substituição de frota por meio da adoção de modelo multicritério
AG Feldens, CJ Muller, TP Filomena, FJK Neto, A dos Santos Castro, ...
ABCustos 5 (1), 61-91, 2010
232010
Investigating the use of statistical process control charts for index tracking portfolios
L Riegel Sant'Anna, T Pascoal Filomena, J Frois Caldeira, D Borenstein
Journal of the Operational Research Society 70 (10), 1622-1638, 2019
152019
Manufacturing feature-based cost management system: a case study in Brazil
TP Filomena, MJ Anzanello, FJK Neto, MR Duffey, E Campos-Nanez
Production Planning & Control 22 (4), 414-425, 2011
142011
Electric power grids under high-absenteeism pandemics: History, context, response, and opportunities
B Wormuth, S Wang, P Dehghanian, M Barati, A Estebsari, TP Filomena, ...
Ieee Access 8, 215727-215747, 2020
132020
Liquidity-constrained index tracking optimization models
EBF Vieira, TP Filomena, LR Sant’anna, MA Lejeune
Annals of Operations Research 330 (1), 73-118, 2023
102023
A NON-TRADITIONAL CAPITAL INVESTMENT CRITERIA-BASED METHOD TO OPTIMIZE A PORTFOLIO OF INVESTMENTS.
JS de Souza, FJK Neto, MJ Anzanello, TP Filomena
International Journal of Industrial Engineering 19 (4), 2012
92012
Performance comparison of scenario-generation methods applied to a stochastic optimization asset-liability management model
AD Oliveira, TP Filomena, MB Righi
Pesquisa Operacional 38, 53-72, 2018
82018
Modelo de Gestão de Custos para o Desenvolvimento de Produto
TP Filomena, FJ KLIEMANN NETO
Punta del Este: Anais do VII Congreso del Instituto Internacional de Costos, 2003
82003
Liquidity constraints for portfolio selection based on financial volume
EBF Vieira, TP Filomena
Computational Economics 56 (4), 1055-1077, 2020
72020
Aprimoramento do sistema de custos de uma empresa do setor metal-mecânico
TP FILOMENA, TR QUEIROZ, MO BATALHA
XXIV Encontro Nacional de Engenharia de Produção. Anais. Florianópolis: SC, 2004
72004
Application of the VNS heuristic for feature selection in credit scoring problems
VG Helder, TP Filomena, L Ferreira, G Kirch
Machine Learning with Applications 9, 100349, 2022
62022
Rebalancing index tracking portfolios with cumulative sum (CUSUM) control charts
E Nesi Bubicz, T Pascoal Filomena, L Riegel Sant’Anna, ...
The Engineering Economist 66 (4), 319-345, 2021
62021
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Articles 1–20