nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
A bilevel approach to ESG multi-portfolio selection
|
Cesarone, Francesco |
|
|
|
1 |
|
artikel |
2 |
Accelerated methods for weakly-quasi-convex optimization problems
|
Guminov, Sergey |
|
|
|
1 |
|
artikel |
3 |
A comparison of Bayesian, Hazard, and Mixed Logit model of bankruptcy prediction
|
Trabelsi, Samir |
|
2014 |
|
1 |
p. 81-97 |
artikel |
4 |
A constrained swarm optimization algorithm for large-scale long-run investments using Sharpe ratio-based performance measures
|
Kaucic, Massimiliano |
|
|
|
1 |
|
artikel |
5 |
A criterion space decomposition approach to generalized tri-objective tactical resource allocation
|
Fotedar, Sunney |
|
|
|
1 |
|
artikel |
6 |
Active control of visual sensor for navigation and guidance
|
Cao, Chengyu |
|
2008 |
|
1 |
p. 85-110 |
artikel |
7 |
Adaptive evolutionary algorithms for portfolio selection problems
|
Filograsso, Gianni |
|
|
|
1 |
|
artikel |
8 |
A data-driven distributionally robust bound on the expected optimal value of uncertain mixed 0-1 linear programming
|
Xu, Guanglin |
|
2018 |
|
1 |
p. 111-134 |
artikel |
9 |
Addressing the economic and demographic complexity via a neural network approach: risk measures for reverse mortgages
|
Di Lorenzo, E. |
|
|
|
1 |
|
artikel |
10 |
A distributed approach to meteorological predictions: addressing data imbalance in precipitation prediction models through federated learning and GANs
|
Jafarigol, Elaheh |
|
|
|
1 |
|
artikel |
11 |
A dynamic programming model of energy storage and transformer deployments to relieve distribution constraints
|
Xi, Xiaomin |
|
2014 |
|
1 |
p. 119-146 |
artikel |
12 |
A fast Monte Carlo scheme for additive processes and option pricing
|
Azzone, Michele |
|
|
|
1 |
|
artikel |
13 |
Affiliations based bibliometric analysis of publications on parkinson’s disease
|
Aleskerov, Fuad |
|
|
|
1 |
|
artikel |
14 |
A financial trading system with optimized indicator setting, trading rule definition, and signal aggregation through Particle Swarm Optimization
|
Corazza, Marco |
|
|
|
1 |
|
artikel |
15 |
A hydrodynamic modelling framework for production networks
|
Kotsialos, Apostolos |
|
2008 |
|
1 |
p. 61-83 |
artikel |
16 |
A leader-followers model of power transmission capacity expansion in a market driven environment
|
Pisciella, Paolo |
|
2014 |
|
1 |
p. 87-118 |
artikel |
17 |
A maximal predictability portfolio using absolute deviation reformulation
|
Konno, Hiroshi |
|
2008 |
|
1 |
p. 47-60 |
artikel |
18 |
A mixed-integer mathematical modeling approach to exam timetabling
|
Al-Yakoob, Salem M. |
|
2007 |
|
1 |
p. 19-46 |
artikel |
19 |
A multiobjective optimization approach for threshold determination in extreme value analysis for financial time series
|
Chu, Carlin C. F. |
|
|
|
1 |
|
artikel |
20 |
An ALNS-based matheuristic algorithm for a multi-product many-to-many maritime inventory routing problem
|
Heidari, Nooshin |
|
|
|
1 |
|
artikel |
21 |
Analysis of weakly correlated nodes in market network
|
Semenov, Dmitry |
|
|
|
1 |
|
artikel |
22 |
A new approximation approach to optimality and duality for a class of nonconvex differentiable vector optimization problems
|
Antczak, Tadeusz |
|
|
|
1 |
p. 49-71 |
artikel |
23 |
An integrated approach based on DEA and AHP
|
Pakkar, Mohammad Sadegh |
|
2014 |
|
1 |
p. 153-169 |
artikel |
24 |
An inventory-transportation system with stochastic demand
|
Bertazzi, Luca |
|
2012 |
|
1 |
p. 1-20 |
artikel |
25 |
A nonlinear multi-classification knowledge-based kernel machine
|
Oladunni, Olutayo O. |
|
2008 |
|
1 |
p. 81-100 |
artikel |
26 |
Approximate option pricing under a two-factor Heston–Kou stochastic volatility model
|
El-Khatib, Youssef |
|
|
|
1 |
|
artikel |
27 |
Approximate variational inequalities and equilibria
|
Bigi, Giancarlo |
|
|
|
1 |
|
artikel |
28 |
A refinement of the gravity model for competitive facility location
|
Drezner, Zvi |
|
|
|
1 |
|
artikel |
29 |
A scenario-based framework for supply planning under uncertainty: stochastic programming versus robust optimization approaches
|
Maggioni, Francesca |
|
2017 |
|
1 |
p. 5-44 |
artikel |
30 |
Asset allocation strategies based on penalized quantile regression
|
Bonaccolto, Giovanni |
|
2017 |
|
1 |
p. 1-32 |
artikel |
31 |
A successive linear programming algorithm with non-linear time series for the reservoir management problem
|
Gauvin, Charles |
|
2017 |
|
1 |
p. 55-86 |
artikel |
32 |
A sustainable dynamic closed-loop supply chain network equilibrium for collectibles markets
|
Fargetta, Georgia |
|
|
|
1 |
|
artikel |
33 |
A theoretical validation of the DDMRP reorder policy
|
Favaretto, Daniela |
|
|
|
1 |
|
artikel |
34 |
A topological approach for vector quasi-variational inequalities with set-valued functions
|
Sonia, |
|
|
|
1 |
|
artikel |
35 |
Automatic Formulation of Stochastic Programs Via an Algebraic Modeling Language
|
Thénié, J. |
|
2006 |
|
1 |
p. 17-40 |
artikel |
36 |
Black’s model in a negative interest rate environment, with application to OTC derivatives
|
Bramante, Riccardo |
|
|
|
1 |
p. 25-39 |
artikel |
37 |
Can restrictions on redemption timing boost profitability of loyalty programs in competitive environments?
|
Bazargan, Amirhossein |
|
|
|
1 |
p. 99-124 |
artikel |
38 |
Combined Discrete-event Simulation and Ant Colony Optimisation Approach for Selecting Optimal Screening Policies for Diabetic Retinopathy
|
Brailsford, Sally C. |
|
2006 |
|
1 |
p. 59-83 |
artikel |
39 |
Competitive facility location under attrition
|
Drezner, Zvi |
|
|
|
1 |
|
artikel |
40 |
Complementarity formulation of games with random payoffs
|
Riccardi, Rossana |
|
|
|
1 |
|
artikel |
41 |
Computational Management Science Special Issue on “Optimisation methods and applications in the energy sector”
|
Fleten, Stein-Erik |
|
2016 |
|
1 |
p. 1-3 |
artikel |
42 |
Computing nonperforming loan prices in banking efficiency analysis
|
Fusco, Elisa |
|
|
|
1 |
p. 1-23 |
artikel |
43 |
Constructing banking networks under decreasing costs of link formation
|
Maringer, Dietmar |
|
|
|
1 |
p. 41-64 |
artikel |
44 |
Decentralized convex optimization on time-varying networks with application to Wasserstein barycenters
|
Yufereva, Olga |
|
|
|
1 |
|
artikel |
45 |
Decentralized optimization over slowly time-varying graphs: algorithms and lower bounds
|
Metelev, Dmitry |
|
|
|
1 |
|
artikel |
46 |
Decentralized optimization with affine constraints over time-varying networks
|
Yarmoshik, Demyan |
|
|
|
1 |
|
artikel |
47 |
Decentralized saddle-point problems with different constants of strong convexity and strong concavity
|
Metelev, Dmitry |
|
|
|
1 |
|
artikel |
48 |
Directional approach to gradual cover: the continuous case
|
Drezner, Tammy |
|
|
|
1 |
p. 25-47 |
artikel |
49 |
Direct solution to constrained tropical optimization problems with application to project scheduling
|
Krivulin, Nikolai |
|
2016 |
|
1 |
p. 91-113 |
artikel |
50 |
Distributed continuous-time optimization for convex problems with coupling linear inequality constraints
|
Khamisov, Oleg O. |
|
|
|
1 |
|
artikel |
51 |
Ellipsoidal buffered area under the curve maximization model with variable selection in credit risk estimation
|
Tanaka, Katsuhiro |
|
|
|
1 |
|
artikel |
52 |
Emergency exit layout planning using optimization and agent-based simulation
|
Barth, Maren S. |
|
|
|
1 |
|
artikel |
53 |
Empirically assessing noisy necessary conditions with activation functions
|
Messner, Wolfgang |
|
|
|
1 |
p. 1-23 |
artikel |
54 |
Enabling same-day delivery using a drone resupply model with transshipment points
|
Moshref-Javadi, Mohammad |
|
|
|
1 |
|
artikel |
55 |
Equity Models in Planar Location
|
Drezner, Tammy |
|
2006 |
|
1 |
p. 1-16 |
artikel |
56 |
Evaluating the role of waste-to-energy and cogeneration units in district heatings and electricity markets
|
Allevi, Elisabetta |
|
|
|
1 |
|
artikel |
57 |
Evaluation of strategy portfolios
|
Wang, Anlan |
|
|
|
1 |
|
artikel |
58 |
Exact simulation of final, minimal and maximal values of Brownian motion and jump-diffusions with applications to option pricing
|
Becker, Martin |
|
2007 |
|
1 |
p. 1-17 |
artikel |
59 |
Feature selection for high-dimensional data
|
Destrero, Augusto |
|
2008 |
|
1 |
p. 25-40 |
artikel |
60 |
Flexible supply meets flexible demand: prosumer impact on strategic hydro operations
|
Hassanzadeh Moghimi, Farzad |
|
|
|
1 |
|
artikel |
61 |
Flow-based formulations for operational fixed interval scheduling problems with random delays
|
Branda, Martin |
|
2016 |
|
1 |
p. 161-177 |
artikel |
62 |
Forecasting Value-at-Risk in turbulent stock markets via the local regularity of the price process
|
Frezza, Massimiliano |
|
|
|
1 |
p. 99-132 |
artikel |
63 |
Game Theory Explorer: software for the applied game theorist
|
Savani, Rahul |
|
2014 |
|
1 |
p. 5-33 |
artikel |
64 |
Goldbach’s conjecture in max-algebra
|
Szabó, Peter |
|
2016 |
|
1 |
p. 81-89 |
artikel |
65 |
Gradient-free methods for non-smooth convex stochastic optimization with heavy-tailed noise on convex compact
|
Kornilov, Nikita |
|
|
|
1 |
|
artikel |
66 |
Groundwater management and illegality in a differential-evolutionary framework
|
Biancardi, Marta |
|
|
|
1 |
|
artikel |
67 |
Guest Editorial
|
Kundakcioglu, O. Erhun |
|
2008 |
|
1 |
p. 1-3 |
artikel |
68 |
Handling of long-term storage in multi-horizon stochastic programs
|
Kaut, Michal |
|
|
|
1 |
|
artikel |
69 |
Hedging longevity risk in defined contribution pension schemes
|
Agarwal, Ankush |
|
|
|
1 |
|
artikel |
70 |
How do invariant transformations affect the calibration and optimization of the Kalman filtering algorithm used in the estimation of continuous-time affine term structure models?
|
Juneja, Januj Amar |
|
|
|
1 |
p. 73-97 |
artikel |
71 |
Impact of public news sentiment on stock market index return and volatility
|
Anese, Gianluca |
|
|
|
1 |
|
artikel |
72 |
Imperfect production process with learning and forgetting effects
|
Jaber, M. Y. |
|
2014 |
|
1 |
p. 129-152 |
artikel |
73 |
Implicitly normalized forecaster with clipping for linear and non-linear heavy-tailed multi-armed bandits
|
Dorn, Yuriy |
|
|
|
1 |
|
artikel |
74 |
Implied volatility smoothing at COVID-19 times
|
Vitali, Sebastiano |
|
|
|
1 |
|
artikel |
75 |
Integer programs for margining option portfolios by option spreads with more than four legs
|
Matsypura, D. |
|
2012 |
|
1 |
p. 51-76 |
artikel |
76 |
Integration of inventory control, maintenance policy, and quality control for selling products under warranty
|
Salmasnia, Ali |
|
|
|
1 |
|
artikel |
77 |
Investment disputes and their explicit role in option market uncertainty and overall risk instability
|
Drábek, Zdeněk |
|
|
|
1 |
|
artikel |
78 |
Mathematical modeling for further improving task scheduling on Big Data systems
|
Souravlas, Stavros |
|
|
|
1 |
|
artikel |
79 |
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint
|
Staino, Alessandro |
|
|
|
1 |
|
artikel |
80 |
Modularity in planted partition model
|
Koshelev, Mikhail |
|
|
|
1 |
|
artikel |
81 |
Monte Carlo methods for mean-risk optimization and portfolio selection
|
Xu, Huifu |
|
2010 |
|
1 |
p. 3-29 |
artikel |
82 |
Multicategory classification via discrete support vector machines
|
Orsenigo, Carlotta |
|
2008 |
|
1 |
p. 101-114 |
artikel |
83 |
Multi-period power utility optimization under stock return predictability
|
Bodnar, Taras |
|
|
|
1 |
|
artikel |
84 |
Multiple obnoxious facility location: the case of protected areas
|
Miklas-Kalczynska, Malgorzata |
|
|
|
1 |
|
artikel |
85 |
Multi-stage stochastic optimization: the distance between stochastic scenario processes
|
Timonina, Anna V. |
|
2013 |
|
1 |
p. 171-195 |
artikel |
86 |
Nested Benders’s decomposition of capacity-planning problems for electricity systems with hydroelectric and renewable generation
|
Yagi, Kenjiro |
|
|
|
1 |
|
artikel |
87 |
New criteria for existence of solutions for equilibrium problems
|
Balaj, Mircea |
|
|
|
1 |
|
artikel |
88 |
Nonparametric nonlinear regression using polynomial and neural approximators: a numerical comparison
|
Alessandri, A. |
|
2008 |
|
1 |
p. 5-24 |
artikel |
89 |
Non-smooth setting of stochastic decentralized convex optimization problem over time-varying Graphs
|
Lobanov, Aleksandr |
|
|
|
1 |
|
artikel |
90 |
Non-tradability interval for heterogeneous rational players in the option markets
|
Shvimer, Yossi |
|
|
|
1 |
p. 133-157 |
artikel |
91 |
Norm constrained minimum variance portfolios with short selling
|
Dhingra, Vrinda |
|
|
|
1 |
|
artikel |
92 |
Notes on random optimal control equilibrium problem via stochastic inverse variational inequalities
|
Barbagallo, Annamaria |
|
|
|
1 |
|
artikel |
93 |
On efficiency and the Jain’s fairness index in integer assignment problems
|
Rezaeinia, Nahid |
|
|
|
1 |
|
artikel |
94 |
Online decision making for trading wind energy
|
Muñoz, Miguel Angel |
|
|
|
1 |
|
artikel |
95 |
On quasidifferentiable mathematical programs with equilibrium constraints
|
Laha, Vivek |
|
|
|
1 |
|
artikel |
96 |
Optimal allocation of demand response considering transmission system congestion
|
Neves Motta, Vinicius |
|
|
|
1 |
|
artikel |
97 |
Optimal decision making under uncertainty
|
Hochreiter, Ronald |
|
2011 |
|
1 |
p. 1-2 |
artikel |
98 |
Optimal pension fund composition for an Italian private pension plan sponsor
|
Vitali, Sebastiano |
|
2016 |
|
1 |
p. 135-160 |
artikel |
99 |
Optimization of mixture models on time series networks encoded by visibility graphs: an analysis of the US electricity market
|
Mari, Carlo |
|
|
|
1 |
|
artikel |
100 |
Potts game on graphs: static equilibria
|
Leonidov, Andrey |
|
|
|
1 |
|
artikel |
101 |
Preconditioning meets biased compression for efficient distributed optimization
|
Pirau, Vitali |
|
|
|
1 |
|
artikel |
102 |
Predictive stochastic programming
|
Deng, Yunxiao |
|
|
|
1 |
p. 65-98 |
artikel |
103 |
Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making
|
Wang, Wei |
|
|
|
1 |
|
artikel |
104 |
Primal-dual gradient methods for searching network equilibria in combined models with nested choice structure and capacity constraints
|
Kubentayeva, Meruza |
|
|
|
1 |
|
artikel |
105 |
Problem-driven scenario clustering in stochastic optimization
|
Keutchayan, Julien |
|
|
|
1 |
|
artikel |
106 |
Projected solutions for finite-dimensional quasiequilibrium problems
|
Castellani, Marco |
|
|
|
1 |
|
artikel |
107 |
Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games
|
Pang, Jong-Shi |
|
2005 |
|
1 |
p. 21-56 |
artikel |
108 |
Real options analysis of investment in carbon capture and sequestration technology
|
Heydari, Somayeh |
|
2010 |
|
1 |
p. 109-138 |
artikel |
109 |
Regime-switching recurrent reinforcement learning for investment decision making
|
Maringer, Dietmar |
|
2011 |
|
1 |
p. 89-107 |
artikel |
110 |
Renewable electricity capacity planning with uncertainty at multiple scales
|
Ferris, Michael C. |
|
|
|
1 |
|
artikel |
111 |
Reverse auctions with transportation and convex costs
|
Heymann, Benjamin |
|
|
|
1 |
|
artikel |
112 |
Risk and reward of home equity borrowing for investment in Canada, a stochastic analysis
|
Naseem, Almas |
|
2014 |
|
1 |
p. 45-79 |
artikel |
113 |
Robust international portfolio management
|
Fonseca, Raquel J. |
|
2011 |
|
1 |
p. 31-62 |
artikel |
114 |
Robust optimization of uncertain multistage inventory systems with inexact data in decision rules
|
Ruiter, Frans J. C. T. de |
|
2016 |
|
1 |
p. 45-66 |
artikel |
115 |
Robust portfolio optimization with a hybrid heuristic algorithm
|
Fastrich, Björn |
|
2010 |
|
1 |
p. 63-88 |
artikel |
116 |
Robust selective maintenance optimization of series–parallel mission-critical systems subject to maintenance quality uncertainty
|
Al-Jabouri, Hamzea |
|
|
|
1 |
|
artikel |
117 |
Robust shift generation in workforce planning
|
Hulst, Dori van |
|
2016 |
|
1 |
p. 115-134 |
artikel |
118 |
SDDP for multistage stochastic programs: preprocessing via scenario reduction
|
Dupačová, Jitka |
|
2016 |
|
1 |
p. 67-80 |
artikel |
119 |
Self-adaptive support vector machines: modelling and experiments
|
Du, Peng |
|
2008 |
|
1 |
p. 41-51 |
artikel |
120 |
Simplifying capacity planning for electricity systems with hydroelectric and renewable generation
|
Yagi, Kenjiro |
|
|
|
1 |
|
artikel |
121 |
Simultaneous pursuit of out-of-sample performance and sparsity in index tracking portfolios
|
Takeda, Akiko |
|
2012 |
|
1 |
p. 21-49 |
artikel |
122 |
Single source single-commodity stochastic network design
|
Thapalia, Biju K. |
|
2011 |
|
1 |
p. 139-160 |
artikel |
123 |
Solution sensitivity-based scenario reduction for stochastic unit commitment
|
Feng, Yonghan |
|
2014 |
|
1 |
p. 29-62 |
artikel |
124 |
Solving a maritime inventory routing problem under uncertainty using optimization and simulation
|
Nikolaisen, Jørgen Bjaarstad |
|
|
|
1 |
|
artikel |
125 |
Solving linear multiplicative programs via branch-and-bound: a computational experience
|
Cambini, R. |
|
|
|
1 |
|
artikel |
126 |
Special issue on computational techniques and applications
|
Zaccour, Georges |
|
2014 |
|
1 |
p. 1-3 |
artikel |
127 |
Special issue on the 12th international conference on computational management science
|
Kopa, Miloš |
|
2017 |
|
1 |
p. 1-4 |
artikel |
128 |
Stochastic dynamic programming approach to managing power system uncertainty with distributed storage
|
Zéphyr, Luckny |
|
2017 |
|
1 |
p. 87-110 |
artikel |
129 |
Stochastic model for energy commercialisation of small hydro plants in the Brazilian energy market
|
Matos, Vitor L. de |
|
2014 |
|
1 |
p. 111-127 |
artikel |
130 |
Studies on a general stock-bond integrated portfolio optimization model
|
Kato, Koji |
|
2006 |
|
1 |
p. 41-57 |
artikel |
131 |
The evolution of cooperation with different fitness functions using probabilistic cellular automata
|
Schimit, P. H. T. |
|
2014 |
|
1 |
p. 35-43 |
artikel |
132 |
The impact of customer behavior models on revenue management systems
|
Azadeh, Shadi Sharif |
|
2014 |
|
1 |
p. 99-109 |
artikel |
133 |
The impact of wind uncertainty on the strategic valuation of distributed electricity storage
|
Crespo Del Granado, Pedro |
|
2015 |
|
1 |
p. 5-27 |
artikel |
134 |
The maximum ratio clique problem
|
Sethuraman, Samyukta |
|
2013 |
|
1 |
p. 197-218 |
artikel |
135 |
The natural hedge of a gas-fired power plant
|
Guo, Xiaojia |
|
2014 |
|
1 |
p. 63-86 |
artikel |
136 |
The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market
|
Barucca, Paolo |
|
2017 |
|
1 |
p. 33-53 |
artikel |
137 |
The Value of Shared Information for allocation of drivers in ride-hailing: a proof-of-concept study
|
Liberona, Gianfranco |
|
|
|
1 |
|
artikel |
138 |
The weight-decay technique in learning from data: an optimization point of view
|
Gnecco, Giorgio |
|
2008 |
|
1 |
p. 53-79 |
artikel |
139 |
Using interpolated implied volatility for analysing exogenous market changes
|
Maciak, Matúš |
|
|
|
1 |
|
artikel |
140 |
Using Lagrangian relaxation to locate hydrogen production facilities under uncertain demand: a case study from Norway
|
Štádlerová, Šárka |
|
|
|
1 |
|
artikel |
141 |
Using machine learning prediction models for quality control: a case study from the automotive industry
|
Msakni, Mohamed Kais |
|
|
|
1 |
|
artikel |
142 |
Wasserstein barycenter regression for estimating the joint dynamics of renewable and fossil fuel energy indices
|
De Giuli, Maria Elena |
|
|
|
1 |
|
artikel |
143 |
Why there is no need to use a big-M in linear bilevel optimization: a computational study of two ready-to-use approaches
|
Kleinert, Thomas |
|
|
|
1 |
|
artikel |
144 |
Wrong Way Risk corrections to CVA in CIR reduced-form models
|
Antonelli, Fabio |
|
|
|
1 |
|
artikel |
145 |
Yaroslav D. Sergeyev: Arithmetic of infinity
|
Trigiante, Donato |
|
2006 |
|
1 |
p. 85-86 |
artikel |