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ORCIDComputational Management Science, Volume 17
Volume 17, Number 1, January 2020
- Narjes Sabeghi
, Hamed Reza Tareghian:
Using the generalized maximum covering location model to control a project's progress. 1-21 - Rosa Ferrentino, Carmine Boniello:
Customer satisfaction: a mathematical framework for its analysis and its measurement. 23-45 - Vincenzina Vitale, Flaminia Musella, Paola Vicard, Valentina Guizzi:
Modelling an energy market with Bayesian networks for non-normal data. 47-64 - Hamoud S. Bin Obaid, Theodore B. Trafalis:
An approximation to max min fairness in multi commodity networks. 65-77 - Nikolai Krivulin:
Using tropical optimization techniques in bi-criteria decision problems. 79-104 - Mauro Bernardi, Roy Cerqueti, Arsen Palestini:
The Skew Normal multivariate risk measurement framework. 105-119 - Tammy Drezner, Zvi Drezner, Pawel Jan Kalczynski:
Directional approach to gradual cover: a maximin objective. 121-139 - Ellen Krohn Aasgård, Hans Ivar Skjelbred:
Progressive hedging for stochastic programs with cross-scenario inequality constraints. 141-160
Volume 17, Number 2, June 2020
- Stein-Erik Fleten, Florentina Paraschiv:
Editorial. 161-162 - Ludovic Goudenège, Andrea Molent, Antonino Zanette:
Computing credit valuation adjustment solving coupled PIDEs in the Bates model. 163-178 - Andrea Rigamonti, Alex Weissensteiner:
Asset allocation under predictability and parameter uncertainty using LASSO. 179-201 - Florentina Paraschiv, Stine Marie Reese, Margrethe Ringkjøb Skjelstad:
Portfolio stress testing applied to commodity futures. 203-240 - Markéta Horejsová, Sebastiano Vitali, Milos Kopa, Vittorio Moriggia:
Evaluation of scenario reduction algorithms with nested distance. 241-275 - Vit Prochazka, Stein W. Wallace:
Scenario tree construction driven by heuristic solutions of the optimization problem. 277-307 - Bismark Singh, Bernard Knueven, Jean-Paul Watson:
Modeling flexible generator operating regions via chance-constrained stochastic unit commitment. 309-326 - Matthew Davison, Yuri A. Lawryshyn, Volodymyr Miklyukh:
Optimal inventory policy through dual sourcing. 327-355
Volume 17, Number 3, October 2020
- Wim van Ackooij, Debora Daniela Escobar, Martin Glanzer, Georg Ch. Pflug:
Distributionally robust optimization with multiple time scales: valuation of a thermal power plant. 357-385 - Wim van Ackooij, Debora Daniela Escobar, Martin Glanzer, Georg Ch. Pflug:
Correction to: Distributionally robust optimization with multiple time scales: valuation of a thermal power plant. 387 - Soumen Kumar Das, Sankar Kumar Roy, Gerhard-Wilhelm Weber:
An exact and a heuristic approach for the transportation-p-facility location problem. 389-407 - Jens Hübner, Martin Schmidt, Marc Christian Steinbach:
Optimization techniques for tree-structured nonlinear problems. 409-436 - Nikolai Krivulin:
Tropical optimization technique in bi-objective project scheduling under temporal constraints. 437-464 - Erindi Allaj:
The Black-Litterman model and views from a reverse optimization procedure: an out-of-sample performance evaluation. 465-492
Volume 17, Number 4, December 2020
- Enza Messina, Christina Erlwein-Sayer, Gautam Mitra:
AI, Machine Learning and sentiment analysis applied to financial markets and consumer markets. 493-494 - Bruno G. Galuzzi, Ilaria Giordani, Antonio Candelieri, Riccardo Perego, Francesco Archetti:
Hyperparameter optimization for recommender systems through Bayesian optimization. 495-515 - Giuliano De Rossi, Jakub Kolodziej, Gurvinder Brar:
A recommender system for active stock selection. 517-547 - Rosella Giacometti, Gabriele Torri, Giulia Farina, Maria Elena De Giuli:
Risk attribution and interconnectedness in the EU via CDS data. 549-567 - Paolo Mariani, Andrea Marletta, Mauro Mussini, Mariangela Zenga, Erika Grammatica:
A missing value approach to social network data: "Dislike" or "Nothing"? 569-583 - Asger Lunde, Miha Torkar:
Including news data in forecasting macro economic performance of China. 585-611 - Sanjiv R. Das, Daniel N. Ostrov, Anand Radhakrishnan, Deep Srivastav:
Dynamic portfolio allocation in goals-based wealth management. 613-640
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