ΔΙΑΛΕΞΗ

Dr. Alexandru Popa

 
Faculty of Mathematics and Computer Science, University of Bucharest, Bucharest, Romania

Optimization algorithms with applications

in medicine and finance

 
In this talk we are going to present two problems, one with applications in medicine and the other with applications in finance.
 
1. In kidney exchange programmes patients with end-stage renal failure may exchange their willing, but incompatible living donors among each other. National kidney exchange programmes are in operation in ten European countries, and some of them have already conducted international exchanges through regulated collaborations. The exchanges are selected by conducting regular matching runs (typically every three months) according to well-defined constraints and optimisation criteria, which may differ across countries. We give integer programming formulations for solving international kidney exchange problems, where the optimisation goals and constraints may be different in the participating countries and various feasibility criteria may apply for the international cycles and chains. We also conduct simulations showing the long-run effects of international collaborations for different pools and under various national restrictions and objectives.
 
2. The concept of clearing or netting, as defined in the glossaries of European Central Bank, has a great impact on the economy of a country influencing the exchanges and the interactions between companies. On short, netting refers to an alternative to the usual way in which the companies make the payments to each other: it is an agreement in which each party sets off amounts it owes against amounts owed to it. Based on the amounts two ore more parties owe between them, the payment is substituted by a direct settlement. In this paper we introduce a set of graph algorithms which provide optimal netting solutions for the entire economy of a country. The set of algorithms computes results in an efficient time and is tested on invoice data provided by the Romanian Ministry of Economy. A clearing system is important in times of financial crisis, generating liquidity, costs savings and reducing the risk of companies insolvency.
 
Δευτέρα  13 Μάη 2019
Αίθουσα Συνεδριάσεων ΣΤΕΦ
12:15 – 13:00