Tiago Pascoal Filomena - Publications, H-index & Citations

Tiago Pascoal Filomena

Universidade Federal do Rio Grande do Sul

12H指数

49论文数

390被引数

收录论文 10

发表时间

Optimization model for banking Asset Liability Management 银行资产负债管理的优化模型

The Quarterly Review of Economics and Finance

IF0

2025-11-11

PREAI

Henrique Rosset Ferreira; Marcelo Monteiro Teixeira; Tiago Pascoal Filomena; Guilherme Kirch; Daniel Francisco Vancin; Eduardo Horta

Liquidity-constrained index tracking optimization models

ANNALS OF OPERATIONS RESEARCH

IF4.5

2021-07-01

PREAI

Fernandes Vieira, Eduardo Bered; Filomena, Tiago Pascoal; Sant'anna, Leonardo Riegel; Lejeune, Miguel A.

Solving the index tracking problem based on a convex reformulation for cointegration

FINANCE RESEARCH LETTERS

IF6.9

2020-11-01

PREAI

Sant'Anna, Leonardo Riegel; de Oliveira, Alan Delgado; Filomena, Tiago Pascoal; Caldeira, Joao Frois

Compacting multistage stochastic programming models through a new implicit extensive framework

nature computational science

IF3.7

2020-05-01

PREAI

de Oliveira, Alan Delgado; Filomena, Tiago Pascoal

Lasso-based index tracking and statistical arbitrage long-short strategies

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE

IF3.9

2020-01-01

PREAI

Sant'Ana, Leonardo Riegel; Caldeira, Joao Frois; Filomena, Tiago Pascoal

Electric Power Grids Under High-Absenteeism Pandemics: History, Context, Response, and Opportunities

IEEE ACCESS

IF3.6

2020-01-01

OAAI

Wormuth, Benjamin; Wang, Shiyuan; Dehghanian, Payman; Barati, Masoud; Estebsari, Abouzar; Filomena, Tiago Pascoal; Kapourchali, Mohammad Heidari; Lejeune, Miguel A.

Index tracking with controlled number of assets using a hybrid heuristic combining genetic algorithm and non-linear programming

ANNALS OF OPERATIONS RESEARCH

IF4.5

2016-02-03

PREAI

Sant'Anna, Leonardo Riegel; Filomena, Tiago Pascoal; Guedes, Pablo Cristini; Borenstein, Denis

Technology selection and capacity investment under uncertainty

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2014-01-01

PREAI

Filomena, Tiago Pascoal; Campos-Nanez, Enrique; Duffey, Michael Robert

Manufacturing feature-based cost management system: a case study in Brazil

PRODUCTION PLANNING & CONTROL

IF5.4

2011-01-20

PREAI

Filomena, Tiago Pascoal; Anzanello, Michel Jose; Kliemann Neto, Francisco Jose; Duffey, Michael Robert; Campos-Nanez, Enrique

Target costing operationalization during product development: Model and application

INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS

IF10

2009-04-01

OAAI

Filomena, Tiago Pascoal; Kliemann Neto, Francisco Jose; Duffey, Michael Robert

研究方向