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Dr Cormac Lucas

Dr Cormac Lucas
Senior Lecturer

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Lawrance Amaldass, N., Lucas, C. and Mladenovic, N. (2019) 'Variable neighbourhood search for financial derivative problem'. Yugoslav Journal of Operations Research, 29 (3). pp. 359 - 373. ISSN: 0354-0243 Open Access Link

Journal article

Amaldass, NI., Lucas, C. and Mladenovic, N. (2016) 'A heuristic hybrid framework for vector job scheduling'. Yugoslav Journal of Operations Research, 27 (1). pp. 31 - 45. ISSN: 0354-0243 Open Access Link

Journal article

Grishina, N., Lucas, CA. and Date, P. (2016) 'Prospect theory-based portfolio optimization: an empirical study and analysis using intelligent algorithms'. Quantitative Finance, 17 (3). pp. 353 - 367. ISSN: 1469-7688 Open Access Link

Journal article

Woodside-Oriakhi, M., Lucas, C. and Beasley, JE. (2013) 'Portfolio rebalancing with an investment horizon and transaction costs'. Omega (United Kingdom), 41 (2). pp. 406 - 420. ISSN: 0305-0483

Journal article

Woodside-Oriakhi, M., Lucas, C. and Beasley, JE. (2011) 'Heuristic algorithms for the cardinality constrained efficient frontier'. European Journal of Operational Research, 213 (3). pp. 538 - 550. ISSN: 0377-2217

Journal article

Khalaf, RF., Madan, KC. and Lucas, CA. (2011) 'On a batch arrival queuing system equipped with a stand-by server during vacation periods or the repairs times of the main server'. Journal of Probability and Statistics, 2011. pp. 1 - 11. ISSN: 1687-952X Open Access Link

Journal article

Koberstein, A., Lucas, CA., Wolf, C. and Konig, D. (2011) 'Modeling and optimizing risk in the strategic gas-purchase planning problem of local distribution companies'. The Journal of Energy Markets, 4 (3). pp. 47 - 68.

Journal article

Woodside-Oriakhi, M., Lucas, C. and Beasley, JE. (2011) 'Heuristic algorithms for the cardinality constrained efficient frontier'. European Journal of Operational Research, 213 (3). pp. 538 - 550. ISSN: 0377-2217

Journal article

Schwaiger, K., Lucas, C. and Mitra, G. (2010) 'Alternative decision models for liability-driven investment'. Journal of Asset Management, 11 (2-3). pp. 178 - 193. ISSN: 1470-8272

Journal article

Poojari, C., Lucas, CA. and Mitra, G. (Accepted) 'An investigation of robust solutions for supply chain planning problem under uncertainty'. Journal of the Operational Research Society, Forthcoming.

Journal article

Di Domenica, N., Lucas, C., Mitra, G. and Valente, P. (2009) 'Scenario generation for stochastic programming and simulation: A modelling perspective'. IMA Journal of Management Mathematics, 20 (1). pp. 1 - 38. ISSN: 1471-678X

Journal article

Poojari, CA., Lucas, C. and Mitra, G. (2008) 'Robust solutions and risk measures for a supply chain planning problem under uncertainty'. Journal of the Operational Research Society, 59 (1). pp. 2 - 12. ISSN: 0160-5682

Journal article

Lucas, C., Mitra, G. and Poojari, CA. (2007) 'Risk based methods for supply chain planning and management'. Journal of the Operational Research Society, 58 (11). pp. 1397 - 1397. ISSN: 0160-5682

Journal article

Volosov, K., Mitra, G., Spagnolo, F. and Lucas, C. (2005) 'Treasury management model with foreign exchange exposure'. Computational Optimization and Applications, 32 (1-2). pp. 179 - 207. ISSN: 0926-6003 Open Access Link

Journal article

Dominguez-Ballesteros, B., Mitra, G., Lucas, C. and Koutsoukis, N-S. (2002) 'Modelling and solving environments for mathematical programming (MP): a status review and new directions'. Journal of the Operational Research Society, 53 (10). pp. 1072 - 1092. ISSN: 0160-5682

Journal article

Lucas, C., MirHassani, SA., Mitra, G. and Poojari, CA. (2001) 'An application of Lagrangian relaxation to a capacity planning problem under uncertainty'. Journal of the Operational Research Society, 52 (11). pp. 1256 - 1266. ISSN: 0160-5682

Journal article

Jobst, NJ., Horniman, MD., Lucas, CA. and Mitra, G. (2001) 'Computational aspects of alternative portfolio selection models in the presence of discrete asset choice constraints'. Quantitative Finance, 1 (5). pp. 489 - 501. ISSN: 1469-7688

Journal article

MirHassani, SA., Lucas, C., Mitra, G., Messina, E. and Poojari, CA. (2000) 'Computational solution of capacity planning models under uncertainty'. Parallel Computing, 26 (5). pp. 511 - 538. ISSN: 0167-8191

Journal article

Koutsoukis, NS., Mitra, G. and Lucas, C. (1999) 'Adapting on-line analytical processing for decision modelling: the interaction of information and decision technologies'. Decision Support Systems, 26 (1). pp. 1 - 30. ISSN: 0167-9236

Journal article

Mousavi, H., Mitra, G. and Lucas, C. (1997) 'Data and optimisation modelling: a tool for elicitation and browsing (DOME)', in Barr, RS., Helgason, RV. and Kennington, JL. (eds.) Interfaces in Computer Science and Operations Research: Advances in Metaheuristics, Optimization and Stochastic Modeling Technologies. KLUWER ACADEMIC PUBLISHERS. pp. 297 - 324. ISBN 10: 0-7923-9844-0.

Book chapter

Senne, ELF., Lucas, C. and Taylor, S. (1996) 'Towards an intelligent graphical interface for linear programming modelling'. Journal of Intelligent Systems, 6 (1). pp. 63 - 94. ISSN: 0334-1860

Journal article

Mitra, G., Lucas, C., Moody, S. and Kristjansson, B. (1995) 'Sets and indices in linear programming modelling and their integration with relational data models'. Computational Optimization and Applications, 4 (3). pp. 263 - 283. ISSN: 0926-6003

Journal article

Mitra, G., Lucas, C., Moody, S. and Hadjiconstantinou, E. (1994) 'Tools for reformulating logical forms into zero-one mixed integer programs'. European Journal of Operational Research, 72 (2). pp. 262 - 276. ISSN: 0377-2217

Journal article

Lucas, C. and Mitra, G. (1988) 'Computer-assisted mathematical programming (modelling) system: CAMPS'. The Computer Journal, 31 (4). pp. 364 - 375. ISSN: 0010-4620

Journal article

Greenberg, HJ., Lucas, C. and Mitra, G. (1986) 'Computer-assisted modelling and analysis of linear programming problems: Towards a unified framework'. IMA Journal of Management Mathematics, 1 (4). pp. 251 - 265. ISSN: 1471-678X

Journal article