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Content
October 2021, Volume 305, Issue 1
- 137-161 Matchings under distance constraints I
by Péter Madarasi - 163-190 A novel stochastic programming approach for scheduling of batch processes with decision dependent time of uncertainty realization
by Kavitha G. Menon & Ricardo Fukasawa & Luis A. Ricardez-Sandoval - 191-209 Minmax due-date assignment on a two-machine flowshop
by Baruch Mor & Gur Mosheiov - 211-225 Bounding the values of financial derivatives by the use of the moment problem
by Mariya Naumova & András Prékopa - 227-249 Tourist trip design with heterogeneous preferences, transport mode selection and environmental considerations
by José Ruiz-Meza & Jairo R. Montoya-Torres - 251-272 Supply chain network design under advance-cash-credit payment
by Yu-Chung Tsao & Aisyah Dewi Muthi’ah & Thuy-Linh Vu & Niniet Indah Arvitrida - 273-323 Evaluating performance of super-efficiency models in ranking efficient decision-making units based on Monte Carlo simulations
by Qiwei Xie & Linda L. Zhang & Haichao Shang & Ali Emrouznejad & Yongjun Li - 325-345 Integrating corporate image of corporate social responsibility, stock price crash risk and profitability into a dynamic corporate sustainability performance measurement
by Li-Ting Yeh - 347-374 Optimal pre-order strategy with delay in payments
by Wen Zhang & Weizhe Yang - 375-402 Mathematical political districting taking care of minority groups
by Verónica Arredondo & Miguel Martínez-Panero & Teresa Peña & Federica Ricca - 403-421 Robust flight schedules with stochastic programming
by Sujeevraja Sanjeevi & Saravanan Venkatachalam - 423-424 Preface: The modeling and simulation of complex systems
by Christian Stummer & Martin Zsifkovits & Karl F. Doerner - 425-447 Agent‐based modeling of new product market diffusion: an overview of strengths and criticisms
by William Rand & Christian Stummer - 449-486 Multi-objective simulation optimization for complex urban mass rapid transit systems
by David Schmaranzer & Roland Braune & Karl F. Doerner - 487-512 Traditional versus fast fashion supply chains in the apparel industry: an agent-based simulation approach
by Sabrina Backs & Hermann Jahnke & Lars Lüpke & Mareike Stücken & Christian Stummer - 513-539 Assignment constraints in shared transportation services
by Margaretha Gansterer & Richard F. Hartl & Sarah Wieser
September 2021, Volume 304, Issue 1
- 1-34 Sustainable buyer–supplier relationship capability development: a relational framework and visualization methodology
by Chunguang Bai & Simonov Kusi-Sarpong & Sharfuddin Ahmed Khan & Diego Vazquez-Brust - 35-62 Technical efficiency in firm games with constant returns to scale and $$\alpha $$ α -returns to scale
by Walter Briec & Marc Dubois & Stéphane Mussard - 63-84 On performance evaluation with a dual-role factor
by Wen-Chih Chen - 85-107 Optimal algorithms for scheduling under time-of-use tariffs
by Lin Chen & Nicole Megow & Roman Rischke & Leen Stougie & José Verschae - 109-137 A novel hybrid PSO-based metaheuristic for costly portfolio selection problems
by Marco Corazza & Giacomo di Tollo & Giovanni Fasano & Raffaele Pesenti - 139-163 Optimal Bitcoin trading with inverse futures
by Jun Deng & Huifeng Pan & Shuyu Zhang & Bin Zou - 165-197 Optimal level of state ownership in banks: prevention measure versus emergency action—evidence from the new millennia
by Emilios Galariotis & Iordanis Kalaitzoglou & Jacek Niklewski & Constantin Zopounidis - 199-231 A hybrid decision support model using Grey Relational Analysis and the Additive-Veto Model for solving multicriteria decision-making problems: an approach to supplier selection
by Thalles Vitelli Garcez & Helder Tenório Cavalcanti & Adiel Teixeira de Almeida - 233-261 Provincial carbon emission performance analysis in China based on a Malmquist data envelopment analysis approach with fixed-sum undesirable outputs
by Yongjun Li & Wenhui Hou & Weiwei Zhu & Feng Li & Liang Liang - 263-297 Differential game of product–service supply chain considering consumers’ reference effect and supply chain members’ reciprocity altruism in the online-to-offline mode
by Deqing Ma & Jinsong Hu & Weihao Wang - 299-330 Managing mobile production-inventory systems influenced by a modulation process
by Satya S. Malladi & Alan L. Erera & Chelsea C. White - 331-341 Selection of optimum parameter for compression testing based on design of experiments using Taguchi method
by T. Nagaraj & M. Rajkumar & K. Muralidharan - 343-359 Stability of faces in asymmetric evolutionary games
by Aradhana Narang & A. J. Shaiju - 361-379 Identifying relatively irreducible infeasible subsystems of linear inequalities
by Jérémy Omer & Michael Poss - 381-396 A two-stage reliability optimization approach for solving series–parallel redundancy allocation problem considering the sale of worn-out parts
by Bakhtiar Ostadi & Ramtin Hamedankhah - 397-425 An exact algorithm for the resource constrained home health care vehicle routing problem
by Neda Tanoumand & Tonguç Ünlüyurt - 427-451 Multi-echelon fulfillment warehouse rent and production allocation for online direct selling
by Zhanwei Tian & Guoqing Zhang - 453-480 Solving data envelopment analysis models with sum-of-fractional objectives: a global optimal approach based on the multiparametric disaggregation technique
by Jianhui Xie & Qiwei Xie & Yongjun Li & Liang Liang - 481-527 Alternate second order conic program reformulations for hub location under stochastic demand and congestion
by Sneha Dhyani Bhatt & Sachin Jayaswal & Ankur Sinha & Navneet Vidyarthi - 529-574 A review of recent advances in the operations research literature on the green routing problem and its variants
by Emna Marrekchi & Walid Besbes & Diala Dhouib & Emrah Demir
August 2021, Volume 303, Issue 1
- 1-3 Preface: Data mining and decision analytics
by Victoria C. P. Chen & Seoung Bum Kim & Asil Oztekin - 5-27 A dynamic graph-based approach to ranking firms for identifying key players using inter-firm transactions
by Ali Tosyali & Jeongsub Choi & Byunghoon Kim & Hoshin Lee & Myong K. Jeong - 29-50 Non-Euclidean distance measures in spatial data decision analysis: investigations for mineral potential mapping
by Maysam Abedi - 51-79 A deep multitask learning approach for air quality prediction
by Xiaotong Sun & Wei Xu & Hongxun Jiang & Qili Wang - 81-99 When to declare the third innings of a test cricket match?
by Gaurav Deval & Faiz Hamid & Mayank Goel - 101-124 To imprison or not to imprison: an analytics model for drug courts
by Dursun Delen & Hamed M. Zolbanin & Durand Crosby & David Wright - 125-158 Impact of commitment, information sharing, and information usage on supplier performance: a Bayesian belief network approach
by Abdurrezzak Sener & Mehmet Barut & Ali Dag & Mehmet Bayram Yildirim - 159-174 A data-driven forecasting approach for newly launched seasonal products by leveraging machine-learning approaches
by Majd Kharfan & Vicky Wing Kei Chan & Tugba Firdolas Efendigil - 175-195 A further analysis of robust regression modeling and data mining corrections testing in global stocks
by John B. Guerard & Ganlin Xu & Harry Markowitz - 197-216 Stochastic control of a micro-grid using battery energy storage in solar-powered buildings
by Ying Chen & Krystel K. Castillo-Villar & Bing Dong - 217-231 KNN and adaptive comfort applied in decision making for HVAC systems
by Pablo Aparicio-Ruiz & Elena Barbadilla-Martín & José Guadix & Pablo Cortés - 233-263 A clustering-based feature selection method for automatically generated relational attributes
by Mostafa Rezaei & Ivor Cribben & Michele Samorani - 265-295 Solving a class of feature selection problems via fractional 0–1 programming
by Erfan Mehmanchi & Andrés Gómez & Oleg A. Prokopyev - 297-319 Regime switching model estimation: spectral clustering hidden Markov model
by Kai Zheng & Yuying Li & Weidong Xu - 321-357 Validity indices for clusters of uncertain data objects
by Behnam Tavakkol & Myong K. Jeong & Susan L. Albin - 359-380 An automatic clustering for interval data using the genetic algorithm
by Tai Vovan & Dinh Phamtoan & Le Hoang Tuan & Thao Nguyentrang - 381-411 A modularity-maximization-based approach for detecting multi-communities in social networks
by Chen-Kun Tsung & Sing-Ling Lee & Hann-Jang Ho & ShengKai Chou - 413-431 New multivariate kernel density estimator for uncertain data classification
by Byunghoon Kim & Young-Seon Jeong & Myong K. Jeong - 433-482 Norm ball classifier for one-class classification
by Sehwa Kim & Kyungsik Lee & Young-Seon Jeong - 483-506 Support vector regression for polyhedral and missing data
by Gianluca Gazzola & Myong K. Jeong - 507-528 Shared and unsplittable performance links in network DEA
by Yu Shi & Anyu Yu & Huong Ngo Higgins & Joe Zhu - 529-562 Number of performance measures versus number of decision making units in DEA
by Dariush Khezrimotlagh & Wade D. Cook & Joe Zhu
July 2021, Volume 302, Issue 2
- 339-340 Preface: The practice and theory of automated timetabling (2018)
by Ender Özcan & Edmund K. Burke & Luca Gaspero & Barry McCollum & Nysret Musliu - 341-362 Solving the shift and break design problem using integer linear programming
by Arjan Akkermans & Gerhard Post & Marc Uetz - 363-390 An integer programming approach for the physician rostering problem
by Toni I. Wickert & Alberto F. Kummer Neto & Márcio M. Boniatti & Luciana S. Buriol - 391-404 Modelling history in nurse rostering
by Jeffrey H. Kingston - 405-423 Decomposition of university course timetabling
by Britta Herres & Heinz Schmitz - 425-459 A matheuristic approach to large-scale avionic scheduling
by Emil Karlsson & Elina Rönnberg & Andreas Stenberg & Hannes Uppman - 461-476 Bounded colouring motivated by the limited resource partially concurrent open shop problem
by Hagai Ilani & Tal Grinshpoun & Elad Shufan - 477-505 A* Search for Prize-Collecting Job Sequencing with One Common and Multiple Secondary Resources
by Matthias Horn & Günther R. Raidl & Elina Rönnberg - 507-531 Multivalued decision diagrams for prize-collecting job sequencing with one common and multiple secondary resources
by Johannes Maschler & Günther R. Raidl - 533-562 A local search framework for industrial test laboratory scheduling
by Florian Mischek & Nysret Musliu
July 2021, Volume 302, Issue 1
- 1-22 Optimal selection of third-party logistics providers using integer programming: a case study of a furniture company storage and distribution
by Mohammed Alnahhal & Mosab I. Tabash & Diane Ahrens - 23-47 Cohesive efficiency in TU-games: axiomatizations of variants of the Shapley value, egalitarian values and their convex combinations
by Sylvain Béal & André Casajus & Eric Rémila & Philippe Solal - 49-83 Minimization of a class of rare event probabilities and buffered probabilities of exceedance
by Amarjit Budhiraja & Shu Lu & Yang Yu & Quoc Tran-Dinh - 85-109 A collective investment problem in a stochastic volatility environment: The impact of sharing rules
by An Chen & Thai Nguyen & Manuel Rach - 111-135 Retrieval scheduling in crane-based 3D automated retrieval and storage systems with shuttles
by Wenquan Dong & Mingzhou Jin & Yanyan Wang & Peter Kelle - 137-150 An extension and an alternative characterization of May’s theorem
by Josep Freixas & Montserrat Pons - 151-172 Exploring the relationship between supplier development, big data analytics capability, and firm performance
by Vicky Ching Gu & Bin Zhou & Qing Cao & Jeffery Adams - 173-210 Data envelopment analysis cross efficiency evaluation with reciprocal behaviors
by Feng Li & Han Wu & Qingyuan Zhu & Liang Liang & Gang Kou - 211-230 Bidirectional options in random yield supply chains with demand and spot price uncertainty
by Jiarong Luo & Xu Chen & Chong Wang & Gaoxun Zhang - 231-264 Quality collaboration contracts under product pricing strategies
by Prasenjit Mandal & Tarun Jain & Abhishek Chakraborty - 265-287 Characterization results of weak sharp solutions for split variational inequalities with application to traffic analysis
by Shipra Singh & Savin Treanţă - 289-312 Cost-efficiency under inter-temporal dependence
by Khosro Soleimani-Chamkhorami & Saeid Ghobadi - 313-325 Award scheme in random trial contests
by Xu Tian & Gongbing Bi - 327-338 Robust newsvendor problems with compound Poisson demands
by Anh Ninh
June 2021, Volume 301, Issue 1
- 1-4 Preface: SING 14
by Encarnación Algaba & René den Brink & Michel Grabisch & Frank Steffen - 5-15 Cost additive rules in minimum cost spanning tree problems with multiple sources
by Gustavo Bergantiños & Leticia Lorenzo - 17-40 Does it make sense to analyse a two-sided market as a multi-choice game?
by R. Branzei & E. Gutiérrez & N. Llorca & J. Sánchez-Soriano - 41-53 Proportional bargaining solutions, strictly comprehensive sets and the axiom of continuity
by Luís Carvalho - 55-63 The Egalitarian Shapley value: a generalization based on coalition sizes
by Dhrubajit Choudhury & Surajit Borkotokey & Rajnish Kumar & Sudipta Sarangi - 65-80 Proportionality, equality, and duality in bankruptcy problems with nontransferable utility
by B. Dietzenbacher & A. Estévez-Fernández & P. Borm & R. Hendrickx - 81-105 On how to allocate the fixed cost of transport systems
by Teresa Estañ & Natividad Llorca & Ricardo Martínez & Joaquín Sánchez-Soriano - 107-119 Games and cost of change
by Sjur Didrik Flåm - 121-141 Revenue sharing for resource reallocation among project activity contractors
by Xiaowei Lin & Jing Zhou & Lianmin Zhang & Yinlian Zeng - 143-159 Uncertainty in cooperative interval games: how Hurwicz criterion compatibility leads to egalitarianism
by Lina Mallozzi & Juan Vidal-Puga - 161-182 A value for communication situations with players having different bargaining abilities
by C. Manuel & D. Martín - 183-198 On the costly voting model: the mean rule
by Anna Panova - 199-223 Sampling methods to estimate the Banzhaf–Owen value
by A. Saavedra-Nieves & M. G. Fiestras-Janeiro - 225-244 The Banzhaf value for generalized probabilistic communication situations
by Jilei Shi & Erfang Shan - 245-267 Campaigning internally or externally
by Shyh-Fang Ueng - 269-284 Computing equilibria for markets with constant returns production technologies
by Yang Zhan & Chuangyin Dang
May 2021, Volume 300, Issue 2
- 313-317 Preface: recent advances in knowledge modelling and decision making with uncertainties
by Van-Nam Huynh & Hong-Bin Yan - 319-353 A survey of decision making and optimization under uncertainty
by Andrew J. Keith & Darryl K. Ahner - 355-368 On two dominances of fuzzy variables based on a parametrized fuzzy measure and application to portfolio selection with fuzzy return
by Justin Dzuche & Christian Deffo Tassak & Jules Sadefo Kamdem & Louis Aimé Fono - 369-398 Fuzzy measures for fuzzy cross efficiency in data envelopment analysis
by Shiang-Tai Liu & Yueh-Chiang Lee - 399-414 State-of-charge estimation based on theory of evidence and interval analysis with differential evolution optimization
by Suradej Duangpummet & Jessada Karnjana & Waree Kongprawechnon - 415-441 An interval type-2 fuzzy model of compliance monitoring for quality of web service
by Mohd Hilmi Hasan & Jafreezal Jaafar & Junzo Watada & Mohd Fadzil Hassan & Izzatdin Abdul Aziz - 443-466 Consensus reaching for MAGDM with multi-granular hesitant fuzzy linguistic term sets: a minimum adjustment-based approach
by Wenyu Yu & Zhen Zhang & Qiuyan Zhong - 467-491 Forecasting tourism demand using fractional grey prediction models with Fourier series
by Yi-Chung Hu - 493-513 Joint sentence and aspect-level sentiment analysis of product comments
by Long Mai & Bac Le - 515-543 Identifying lead users in online user innovation communities based on supernetwork
by Xiao Liao & Guangyu Ye & Juan Yu & Yunjiang Xi - 545-576 Does the Kuznets curve exist in Thailand? A two decades’ perspective (1993–2015)
by Paravee Maneejuk & Woraphon Yamaka & Songsak Sriboonchitta - 577-600 Technology adoption with carbon emission trading mechanism: modeling with heterogeneous agents and uncertain carbon price
by Chenhao Fang & Tieju Ma - 601-620 Incorporation of life cycle emissions and carbon price uncertainty into the supply chain network management of PVC production
by Hongtao Ren & Wenji Zhou & Marek Makowski & Hongbin Yan & Yadong Yu & Tieju Ma - 621-641 Strategic information sharing in online retailing under a consignment contract with revenue sharing
by Tatyana Chernonog
May 2021, Volume 300, Issue 1
- 1-22 E-differentiable minimax programming under E-convexity
by Tadeusz Antczak & Najeeb Abdulaleem - 23-50 Combinatorial two-stage minmax regret problems under interval uncertainty
by Marc Goerigk & Adam Kasperski & Paweł Zieliński - 51-77 A functional law of the iterated logarithm for multi-class queues with batch arrivals
by Yongjiang Guo & Xiyang Hou & Yunan Liu - 79-96 Herding and feedback trading in cryptocurrency markets
by Timothy King & Dimitrios Koutmos - 97-135 Capacity reallocation via sinking high-quality resource in a hierarchical healthcare system
by Zhong-Ping Li & Jian-Jun Wang & Ai-Chih Chang & Jim Shi - 137-169 A minimax approach for selecting the overall and stage-level most efficient unit in two stage production processes
by Volkan Soner Özsoy & Mediha Örkcü & H. Hasan Örkcü - 171-204 Variance reduction for sequential sampling in stochastic programming
by Jangho Park & Rebecca Stockbridge & Güzin Bayraksan - 205-224 The worst-case payoff in games with stochastic revision opportunities
by Yevgeny Tsodikovich - 225-265 Joint inspection and inventory control for deteriorating items with time-dependent demand and deteriorating rate
by Yue Xie & Allen H. Tai & Wai-Ki Ching & Yong-Hong Kuo & Na Song - 267-287 Approximation algorithms for some min–max postmen cover problems
by Wei Yu & Zhaohui Liu & Xiaoguang Bao - 289-305 Determination of early warning time window for bottleneck resource buffer
by Junguang Zhang & Dan Wan - 307-312 Sequential data envelopment analysis
by Rolf Färe & Valentin Zelenyuk
April 2021, Volume 299, Issue 1
- 1-5 Preface: recent developments in financial modelling and risk management
by Roy Cerqueti & Rita Laura D’Ecclesia & Susanna Levantesi - 7-22 Dealing with complex transaction costs in portfolio management
by Patrizia Beraldi & Antonio Violi & Massimiliano Ferrara & Claudio Ciancio & Bruno Antonio Pansera - 23-46 Minimum Rényi entropy portfolios
by Nathan Lassance & Frédéric Vrins - 47-59 Fused Lasso approach in portfolio selection
by Stefania Corsaro & Valentina De Simone & Zelda Marino - 61-80 Asset allocation: new evidence through network approaches
by Gian Paolo Clemente & Rosanna Grassi & Asmerilda Hitaj - 81-99 Markowitz portfolio optimization through pairs trading cointegrated strategy in long-term investment
by Alessia Naccarato & Andrea Pierini & Giovanna Ferraro - 101-131 The value of knowing the market price of risk
by Katia Colaneri & Stefano Herzel & Marco Nicolosi - 133-161 Optimal convergence trading with unobservable pricing errors
by Sühan Altay & Katia Colaneri & Zehra Eksi - 163-175 Google search volumes for portfolio management: performances and asset concentration
by Mario Maggi & Pierpaolo Uberti - 177-213 Better to stay apart: asset commonality, bipartite network centrality, and investment strategies
by Andrea Flori & Fabrizio Lillo & Fabio Pammolli & Alessandro Spelta - 215-239 Optimal investment strategies with a minimum performance constraint
by Emilio Barucci & Daniele Marazzina & Elisa Mastrogiacomo - 241-271 A decision-dependent randomness stochastic program for asset–liability management model with a pricing decision
by Miloš Kopa & Tomáš Rusý - 273-292 Pension fund management with investment certificates and stochastic dominance
by Sebastiano Vitali & Vittorio Moriggia - 293-315 Multi-asset scenario building for trend-following trading strategies
by Andreas Thomann - 317-330 Investment and operational decisions for start-up companies: a game theory and Markov decision process approach
by Thomas W. Archibald & Edgar Possani - 331-347 What if versus probabilistic scenarios: a neuroscientific analysis
by Rosella Castellano & Marco Mancinelli & Giorgia Ponsi & Gaetano Tieri - 349-373 Investor behavior and weather factors: evidences from Asian region
by Chinnadurai Kathiravan & Murugesan Selvam & Sankaran Venkateswar & S. Balakrishnan - 375-399 Money’s importance from the religious perspective
by Claudiu Herteliu & Ionel Jianu & Iulia Jianu & Vasile Catalin Bobb & Gurjeet Dhesi & Sebastian Ion Ceptureanu & Eduard Gabriel Ceptureanu & Marcel Ausloos - 401-427 CVA and vulnerable options pricing by correlation expansions
by F. Antonelli & A. Ramponi & S. Scarlatti - 429-441 Fair prices under a unified lattice approach for interest rate derivatives
by Giacomo Morelli - 443-457 Crypto price discovery through correlation networks
by Paolo Giudici & Gloria Polinesi - 459-479 Detecting bubbles in Bitcoin price dynamics via market exuberance
by Alessandra Cretarola & Gianna Figà-Talamanca - 481-530 Banks’ business strategies on the edge of distress
by Andrea Flori & Simone Giansante & Claudia Girardone & Fabio Pammolli - 531-566 Forecasting bankruptcy using biclustering and neural network-based ensembles
by Philippe Jardin - 567-592 Measuring credit crunch in Italy: evidence from a survey-based indicator
by Alessandro Girardi & Marco Ventura - 593-615 The interconnectedness of the economic content in the speeches of the US Presidents
by Matteo Cinelli & Valerio Ficcadenti & Jessica Riccioni - 617-657 Making the Eurozone work: a risk-sharing reform of the European Stability Mechanism
by Giovanni Dosi & Marcello Minenna & Andrea Roventini & Roberto Violi - 659-710 A robust bank asset allocation model integrating credit-rating migration risk and capital adequacy ratio regulations
by Dawen Yan & Xiaohui Zhang & Mingzheng Wang - 711-719 Liquidity drops
by Giacomo Morelli - 721-745 Assessing the impact of incomplete information on the resilience of financial networks
by Matteo Cinelli & Giovanna Ferraro & Antonio Iovanella & Giulia Rotundo - 747-763 Capital allocation and RORAC optimization under solvency 2 standard formula
by Fabio Baione & Paolo Angelis & Ivan Granito - 765-795 Automatic balance mechanisms for notional defined contribution pension systems guaranteeing social adequacy and financial sustainability: an application to the Italian pension system
by Pierre Devolder & Susanna Levantesi & Massimiliano Menzietti - 797-809 Pension schemes versus real estate
by V. D’Amato & E. Lorenzo & S. Haberman & M. Sibillo & R. Tizzano - 811-845 Enterprise risk management and economies of scale and scope: evidence from the German insurance industry
by Muhammed Altuntas & Thomas R. Berry-Stölzle & J. David Cummins - 847-871 Climate change investment risk: optimal portfolio construction ahead of the transition to a lower-carbon economy
by Davide Benedetti & Enrico Biffis & Fotis Chatzimichalakis & Luciano Lilloy Fedele & Ian Simm - 873-893 Internal hedging of intermittent renewable power generation and optimal portfolio selection
by Carlo Lucheroni & Carlo Mari - 895-906 Long memory and crude oil’s price predictability
by Roy Cerqueti & Viviana Fanelli - 907-937 Re-evaluating natural resource investments under uncertainty: An alternative to limited traditional approaches
by Sebastian Maier - 939-962 Rainfall option impact on profits of the hospitality industry through scenario correlation and copulas
by Simona Franzoni & Cristian Pelizzari - 963-999 The European gas market: new evidences
by Vera Jotanovic & Rita Laura D’Ecclesia - 1001-1024 Managing foreign exchange risk with buyer–supplier contracts
by Latha Shanker & Ahmet Satir - 1025-1056 Model risk in real option valuation
by Carol Alexander & Xi Chen - 1057-1099 Comonotonicity and low volatility effect
by Wan-Ni Lai & Yi-Ting Chen & Edward W. Sun - 1101-1127 Volatility in the stock market: ANN versus parametric models
by Rita Laura D’Ecclesia & Daniele Clementi - 1129-1163 Peer effects in risk preferences: Evidence from Germany
by Mark J. Browne & Annette Hofmann & Andreas Richter & Sophie-Madeleine Roth & Petra Steinorth - 1165-1187 Systemic risk assessment through high order clustering coefficient
by Roy Cerqueti & Gian Paolo Clemente & Rosanna Grassi - 1189-1202 Evidence regarding external financing in manufacturing MSEs using partial least squares regression
by Eduard Gabriel Ceptureanu & Sebastian Ceptureanu & Claudiu Herteliu - 1203-1233 Testing for persistence in US mutual funds’ performance: a Bayesian dynamic panel model
by Emmanuel Mamatzakis & Mike G. Tsionas - 1235-1252 Modeling the flow of information between financial time-series by an entropy-based approach
by F. Benedetto & L. Mastroeni & P. Vellucci - 1253-1280 Modelling tail risk with tempered stable distributions: an overview
by Hasan Fallahgoul & Gregoire Loeper - 1281-1315 Calculating CVaR and bPOE for common probability distributions with application to portfolio optimization and density estimation
by Matthew Norton & Valentyn Khokhlov & Stan Uryasev - 1317-1356 Forecasting commodity futures returns with stepwise regressions: Do commodity-specific factors help?
by Massimo Guidolin & Manuela Pedio - 1357-1377 Atheoretical Regression Trees for classifying risky financial institutions
by Carmela Cappelli & Francesca Iorio & Angela Maddaloni & Pierpaolo D’Urso - 1379-1395 Trimmed fuzzy clustering of financial time series based on dynamic time warping
by Pierpaolo D’Urso & Livia Giovanni & Riccardo Massari - 1397-1410 Modelling and forecasting the kurtosis and returns distributions of financial markets: irrational fractional Brownian motion model approach
by Gurjeet Dhesi & Bilal Shakeel & Marcel Ausloos - 1411-1435 The multivariate mixture dynamics model: shifted dynamics and correlation skew
by Damiano Brigo & Camilla Pisani & Francesco Rapisarda
March 2021, Volume 298, Issue 1
- 1-5 Preface: New trends on combinatorial optimization for network and logistical applications
by Imed Kacem & Hans Kellerer & A. Ridha Mahjoub - 7-42 On packet scheduling with adversarial jamming and speedup
by Martin Böhm & Łukasz Jeż & Jiří Sgall & Pavel Veselý - 43-64 Optimal unrestricted dynamic stochastic scheduling with partial losses of work due to breakdowns
by Xiaoqiang Cai & Xianyi Wu & Xian Zhou - 65-78 Minimum spanning tree with conflicting edge pairs: a branch-and-cut approach
by Francesco Carrabs & Raffaele Cerulli & Rosa Pentangelo & Andrea Raiconi - 79-93 Online scheduling to minimize maximum weighted flow-time on a bounded parallel-batch machine
by Xing Chai & Wenhua Li & Yuejuan Zhu - 95-109 Scheduling an autonomous robot searching for hidden targets
by T. C. E. Cheng & B. Kriheli & E. Levner & C. T. Ng - 111-124 Reactive and proactive single-machine scheduling to maintain a maximum number of starting times
by Philippe Chrétienne - 125-147 A modified descent method-based heuristic for binary quadratic knapsack problems with conflict graphs
by Isma Dahmani & Mhand Hifi - 149-182 Exploiting symmetries in mathematical programming via orbital independence
by Gustavo Dias & Leo Liberti - 183-206 Optimization of wireless sensor networks deployment with coverage and connectivity constraints
by Sourour Elloumi & Olivier Hudry & Estel Marie & Agathe Martin & Agnès Plateau & Stéphane Rovedakis - 207-227 The transportation problem with conflicts
by Annette M. C. Ficker & Frits C. R. Spieksma & Gerhard J. Woeginger - 229-247 New complexity results for the p-hub median problem
by Hüseyin Güden - 249-269 Online production planning to maximize the number of on-time orders
by Nicholas G. Hall & Marc E. Posner & Chris N. Potts - 271-287 New algorithms for minimizing the weighted number of tardy jobs on a single machine
by Danny Hermelin & Shlomo Karhi & Michael Pinedo & Dvir Shabtay - 289-306 Solving operational problems in outpatient chemotherapy clinics using mathematical programming and simulation
by M. Heshmat & A. Eltawil - 307-337 Joint optimization of pricing and inventory control for dual-channel problem under stochastic demand
by Guoxuan Huang & Qing Ding & Ciwei Dong & Zhicong Pan - 339-359 Cyclic robot scheduling for 3D printer-based flexible assembly systems
by Hyun-Jung Kim & Jun-Ho Lee - 361-374 In-house production and outsourcing under different discount schemes on the total outsourcing cost
by Lingfa Lu & Liqi Zhang & Jinwen Ou