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ORCIDComputational Management Science, Volume 19
Volume 19, Number 1, January 2022
- Elisa Fusco, Bernardo Maggi:
Computing nonperforming loan prices in banking efficiency analysis. 1-23
- Riccardo Bramante
, Gimmi Dallago, Silvia Facchinetti:
Black's model in a negative interest rate environment, with application to OTC derivatives. 25-39 - Dietmar Maringer, Ben Craig, Sandra Paterlini:
Constructing banking networks under decreasing costs of link formation. 41-64 - Yunxiao Deng, Suvrajeet Sen:
Predictive stochastic programming. 65-98 - Massimiliano Frezza, Sergio Bianchi, Augusto Pianese:
Forecasting Value-at-Risk in turbulent stock markets via the local regularity of the price process. 99-132 - Yossi Shvimer, Avi Herbon:
Non-tradability interval for heterogeneous rational players in the option markets. 133-157
Volume 19, Number 2, June 2022
- Nader Mahmoudi, Lukasz P. Olech, Paul Docherty:
A comprehensive study of domain-specific emoji meanings in sentiment classification. 159-197 - Daniel Ávila, Anthony Papavasiliou, Nils Löhndorf:
Parallel and distributed computing for stochastic dual dynamic programming. 199-226 - Daniel Ávila, Anthony Papavasiliou, Nils Löhndorf:
Correction to: Parallel and distributed computing for stochastic dual dynamic programming. 227-228 - Giorgio Gnecco, Fabio Pammolli, Berna Tuncay:
Welfare and research and development incentive effects of uniform and differential pricing schemes. 229-268 - Alois Pichler, Michael Weinhardt:
The nested Sinkhorn divergence to learn the nested distance. 269-293 - Gianfranco Gambarelli, Daniele Gervasio, Francesca Maggioni, Daniel Faccini:
A Stackelberg game for the Italian tax evasion problem. 295-307 - Trine Krogh Boomsma, Salvador Pineda, Ditte Mølgård Heide-Jørgensen:
The spot and balancing markets for electricity: open- and closed-loop equilibrium models. 309-346 - Valeria D'Amato, Rita Laura D'Ecclesia, Susanna Levantesi:
ESG score prediction through random forest algorithm. 347-373
Volume 19, Number 3, July 2022
- Omid Jadidi, Fatemeh Firouzi, John S. Loucks, Yong Shin Park:
Multi-criteria supplier selection problem with fuzzy demand: a newsvendor model. 375-394 - René Y. Glogg, Anna Timonina-Farkas, Ralf W. Seifert:
Modeling and mitigating supply chain disruptions as a bilevel network flow problem. 395-423 - Francesca Mariani, Gloria Polinesi, Maria Cristina Recchioni:
A tail-revisited Markowitz mean-variance approach and a portfolio network centrality. 425-455 - Sebastian Sund, Lars H. Sendstad, Jacco J. J. Thijssen:
Kalman filter approach to real options with active learning. 457-490 - Masih Fadaki, Babak Abbasi, Prem Chhetri:
Quantum game approach for capacity allocation decisions under strategic reasoning. 491-512 - Suyun Liu, Luís Nunes Vicente:
Accuracy and fairness trade-offs in machine learning: a stochastic multi-objective approach. 513-537
Volume 19, Number 4, October 2022
- Pavlo Glushko, Csaba I. Fábián, Achim Koberstein:
An L-shaped method with strengthened lift-and-project cuts. 539-565 - Anna Battauz, Francesco Rotondi:
American options and stochastic interest rates. 567-604 - Simona Settepanella, Gennaro Amendola, Luigi Marengo, Connor Minto:
Divide and conquer: the engineering of delegation. 605-626 - David Müller, Vladimir Shikhman:
Network manipulation algorithm based on inexact alternating minimization. 627-664 - Luca Grilli, Domenico Santoro:
Forecasting financial time series with Boltzmann entropy through neural networks. 665-681 - Kawtar El Karfi, René Henrion, Driss Mentagui:
An agricultural investment problem subject to probabilistic constraints. 683-701 - Sainan Zhang, Huifu Xu:
Insurance premium-based shortfall risk measure induced by cumulative prospect theory. 703-738
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