A heuristic algorithm for nurse scheduling with balanced preference satisfaction

This paper tackles the nurse scheduling problem with balanced preference satisfaction which consists of generating an assignment of shifts to nurses over a given time horizon and ensuring that the satisfaction of nurses personal preferences for shifts is as even as possible in order to ensure fairness. We propose a heuristic algorithm based on successive resolutions of the bottleneck assignment problem. The algorithm has two phases. In the first phase, the algorithm constructs an initial solution by solving successive bottleneck assignment problems. In the second phase, two improvement procedures based on reassignment steps are applied. Computational tests are carried out using instances from the standard benchmark dataset NSPLib. Our experiments indicate that the proposed method is effective and efficient, reducing discrepancies (hence improving fairness) between the individual rosters

A heuristic algorithm for nurse scheduling with balanced preference satisfaction

This paper tackles the nurse scheduling problem with balanced preference satisfaction which consists of generating an assignment of shifts to nurses over a given time horizon and ensuring that the satisfaction of nurses personal preferences for shifts is as even as possible in order to ensure fairness. We propose a heuristic algorithm based on successive resolutions of the bottleneck assignment problem. The algorithm has two phases. In the first phase, the algorithm constructs an initial solution by solving successive bottleneck assignment problems. In the second phase, two improvement procedures based on reassignment steps are applied. Computational tests are carried out using instances from the standard benchmark dataset NSPLib. Our experiments indicate that the proposed method is effective and efficient, reducing discrepancies (hence improving fairness) between the individual rosters

Forecasting Financial Volatility Using Nested Monte Carlo Expression Discovery

We are interested in discovering expressions for financial prediction using Nested Monte Carlo Search and Genetic Programming. Both methods are applied to learn from financial time series to generate non linear functions for market volatility prediction. The input data, that is a series of daily prices of European S&P500 index, is filtered and sampled in order to improve the training process. Using some assessment metrics, the best generated models given by both approaches for each training sub sample, are evaluated and compared. Results show that Nested Monte Carlo is able to generate better forecasting models than Genetic Programming for the majority of learning samples

A domain transformation approach for addressing staff scheduling problems

Staff scheduling is a complex combinatorial optimisation problem concerning allocation of staff to duty rosters in a wide range of industries and settings. This thesis presents a novel approach to solving staff scheduling problems, and in particular nurse scheduling, by simplifying the problem space through information granulation. The complexity of the problem is due to a large solution space and the many constraints that need to be satisfied. Published research indicates that methods based on random searches of the solution space did not produce good-quality results consistently. In this study, we have avoided random searching and proposed a systematic hierarchical method of granulation of the problem domain through pre-processing of constraints. The approach is general and can be applied to a wide range of staff scheduling problems. The novel approach proposed here involves a simplification of the original problem by a judicious grouping of shift types and a grouping of individual shifts into weekly sequences. The schedule construction is done systematically, while assuring its feasibility and minimising the cost of the solution in the reduced problem space of weekly sequences. Subsequently, the schedules from the reduced problem space are translated into the original problem space by taking into account the constraints that could not be represented in the reduced space. This two-stage approach to solving the scheduling problem is referred to here as a domain-transformation approach. The thesis reports computational results on both standard benchmark problems and a specific scheduling problem from Kajang Hospital in Malaysia. The results confirm that the proposed method delivers high-quality results consistently and is computationally efficient

A domain transformation approach for addressing staff scheduling problems

Staff scheduling is a complex combinatorial optimisation problem concerning allocation of staff to duty rosters in a wide range of industries and settings. This thesis presents a novel approach to solving staff scheduling problems, and in particular nurse scheduling, by simplifying the problem space through information granulation. The complexity of the problem is due to a large solution space and the many constraints that need to be satisfied. Published research indicates that methods based on random searches of the solution space did not produce good-quality results consistently. In this study, we have avoided random searching and proposed a systematic hierarchical method of granulation of the problem domain through pre-processing of constraints. The approach is general and can be applied to a wide range of staff scheduling problems. The novel approach proposed here involves a simplification of the original problem by a judicious grouping of shift types and a grouping of individual shifts into weekly sequences. The schedule construction is done systematically, while assuring its feasibility and minimising the cost of the solution in the reduced problem space of weekly sequences. Subsequently, the schedules from the reduced problem space are translated into the original problem space by taking into account the constraints that could not be represented in the reduced space. This two-stage approach to solving the scheduling problem is referred to here as a domain-transformation approach. The thesis reports computational results on both standard benchmark problems and a specific scheduling problem from Kajang Hospital in Malaysia. The results confirm that the proposed method delivers high-quality results consistently and is computationally efficient