Abstract
Our article offers insights on the role of operational research (OR) in understanding financial and economic systems' risks and dynamics. It presents the latest methods in OR to address risks and uncertainties in these systems, covering topics such as options pricing, portfolio optimization, banking resilience, and the analysis of financial and economic co-movements. The included studies utilize advanced analytical tools, like stochastic programming, decision analysis, and machine learning, to create robust models for complex systems. These contributions aim to be valuable for academics, practitioners, policymakers, and regulators in the field.
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Acknowledgements
We would like to express our sincere gratitude to the authors who have contributed their expertise and knowledge to this special issue. We believe that their research will advance our understanding of risk and uncertainty modeling in financial and economic systems. We would also like to thank our reviewers who diligently reviewed the submissions and provided constructive feedback to the authors. We express our gratitude to Annals of Operations Research (ANOR) and Springer for the privilege of presenting this special volume. We extend our special thanks to the Editor-in-Chief of ANOR, Prof. Dr. Endre Boros, for his interest and trust since the inception of this project. Finally, we hope that this special issue will inspire further research in the field of OR methods in financial and economic systems.
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Ben Ameur, H., Clark, E., Ftiti, Z. et al. Operational research insights on risk, resilience & dynamics of financial & economic systems. Ann Oper Res 334, 1–6 (2024). https://doi.org/10.1007/s10479-024-05869-x
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DOI: https://doi.org/10.1007/s10479-024-05869-x