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                             145 gevonden resultaten
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
                             145 gevonden resultaten
 
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