The following pages link to Computational Management Science (Q70778):
Displaying 50 items.
- The decision rule approach to optimization under uncertainty: methodology and applications (Q2010368) (← links)
- B{\&}B method for discrete partial order optimization (Q2010369) (← links)
- Notoriously hard (mixed-)binary QPs: empirical evidence on new completely positive approaches (Q2010370) (← links)
- Exploring the dynamics of business survey data using Markov models (Q2010373) (← links)
- Large scale extreme risk assessment using copulas: an application to drought events under climate change for Austria (Q2010376) (← links)
- Arbitrage conditions for electricity markets with production and storage (Q2010377) (← links)
- Robustness analysis of generalized Jackson network (Q2010378) (← links)
- A simultaneous perturbation weak derivative estimator for stochastic neural networks (Q2010380) (← links)
- The value of the right distribution in stochastic programming with application to a Newsvendor problem (Q2010381) (← links)
- AI, machine learning and sentiment analysis applied to financial markets and consumer markets (Q2033688) (← links)
- Hyperparameter optimization for recommender systems through Bayesian optimization (Q2033691) (← links)
- A recommender system for active stock selection (Q2033694) (← links)
- Risk attribution and interconnectedness in the EU via CDS data (Q2033695) (← links)
- A missing value approach to social network data: ``Dislike'' or ``Nothing''? (Q2033699) (← links)
- Including news data in forecasting macro economic performance of China (Q2033701) (← links)
- Dynamic portfolio allocation in goals-based wealth management (Q2033705) (← links)
- Empirically assessing noisy necessary conditions with activation functions (Q2033707) (← links)
- Directional approach to gradual cover: the continuous case (Q2033708) (← links)
- A new approximation approach to optimality and duality for a class of nonconvex differentiable vector optimization problems (Q2033709) (← links)
- 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? (Q2033711) (← links)
- Can restrictions on redemption timing boost profitability of loyalty programs in competitive environments? (Q2033712) (← links)
- Single cut and multicut stochastic dual dynamic programming with cut selection for multistage stochastic linear programs: convergence proof and numerical experiments (Q2051153) (← links)
- On the application of Wishart process to the pricing of equity derivatives: the multi-asset case (Q2051154) (← links)
- Some new perspectives for solving 0--1 integer programming problems using balas method (Q2051155) (← links)
- Bounds on mean absolute deviation portfolios under interval-valued expected future asset returns (Q2051157) (← links)
- Catastrophic risks and the pricing of catastrophe equity put options (Q2051160) (← links)
- Enhancing finite difference approximations for double barrier options: mesh optimization and repeated Richardson extrapolation (Q2051161) (← links)
- Recent advances in applied optimization under uncertainty (Q2051162) (← links)
- Stochastic single machine scheduling problem as a multi-stage dynamic random decision process (Q2051165) (← links)
- Quantile-based optimal portfolio selection (Q2051167) (← links)
- A node formulation for multistage stochastic programs with endogenous uncertainty (Q2051168) (← links)
- Quantile-based portfolios: post-model-selection estimation with alternative specifications (Q2051169) (← links)
- A hybrid dynamic programming -- Tabu search approach for the long-term hydropower scheduling problem (Q2051172) (← links)
- Scenario generation by selection from historical data (Q2051173) (← links)
- Multi-criteria supplier selection problem with fuzzy demand: a newsvendor model (Q2090112) (← links)
- Modeling and mitigating supply chain disruptions as a bilevel network flow problem (Q2090114) (← links)
- A tail-revisited Markowitz mean-variance approach and a portfolio network centrality (Q2090116) (← links)
- Kalman filter approach to real options with active learning (Q2090119) (← links)
- Quantum game approach for capacity allocation decisions under strategic reasoning (Q2090122) (← links)
- Accuracy and fairness trade-offs in machine learning: a stochastic multi-objective approach (Q2090124) (← links)
- An L-shaped method with strengthened lift-and-project cuts (Q2109005) (← links)
- American options and stochastic interest rates (Q2109007) (← links)
- Divide and conquer: the engineering of delegation (Q2109009) (← links)
- Network manipulation algorithm based on inexact alternating minimization (Q2109010) (← links)
- Forecasting financial time series with Boltzmann entropy through neural networks (Q2109012) (← links)
- An agricultural investment problem subject to probabilistic constraints (Q2109015) (← links)
- Insurance premium-based shortfall risk measure induced by cumulative prospect theory (Q2109017) (← links)
- Computing nonperforming loan prices in banking efficiency analysis (Q2127356) (← links)
- Black's model in a negative interest rate environment, with application to OTC derivatives (Q2127359) (← links)
- Constructing banking networks under decreasing costs of link formation (Q2127361) (← links)
