Articles

1. A fast Monte Carlo scheme for additive processes and option pricing

   • Michele Azzone
   • Roberto Baviera

   Original Paper Open access 25 June 2023 Article: 31

   

2. On quasidifferentiable mathematical programs with equilibrium constraints

   • Vivek Laha
   • Harsh Narayan Singh

   Original Paper 21 June 2023 Article: 30

3. Robust selective maintenance optimization of series–parallel mission-critical systems subject to maintenance quality uncertainty

   • Hamzea Al-Jabouri
   • Ahmed Saif
   • Claver Diallo

   Original Paper 15 June 2023 Article: 29

   

4. Optimization of mixture models on time series networks encoded by visibility graphs: an analysis of the US electricity market

   • Carlo Mari
   • Cristiano Baldassari

   Original Paper Open access 30 May 2023 Article: 28

   

5. Solving a maritime inventory routing problem under uncertainty using optimization and simulation

   • Jørgen Bjaarstad Nikolaisen
   • Sofie Smith Vågen
   • Peter Schütz

   Original Paper Open access 30 May 2023 Article: 27

   

6. Simplifying capacity planning for electricity systems with hydroelectric and renewable generation

   • Kenjiro Yagi
   • Ramteen Sioshansi

   Original Paper Open access 18 May 2023 Article: 26

   

7. Optimal allocation of demand response considering transmission system congestion

   • Vinicius Neves Motta
   • Miguel F. Anjos
   • Michel Gendreau

   Original Paper Open access 15 May 2023 Article: 25

   

8. A bilevel approach to ESG multi-portfolio selection

   • Francesco Cesarone
   • Lorenzo Lampariello
   • Valerio Giuseppe Sasso

   Original Paper Open access 15 May 2023 Article: 24

   

9. Flexible supply meets flexible demand: prosumer impact on strategic hydro operations

   • Farzad Hassanzadeh Moghimi
   • Yihsu Chen
   • Afzal S. Siddiqui

   Original Paper Open access 09 May 2023 Article: 23

   

10. Enabling same-day delivery using a drone resupply model with transshipment points

    • Mohammad Moshref-Javadi
    • Kristof P. Van Cauwenberghe
    • Ahmad Hemmati

    Original Paper Open access 08 May 2023 Article: 22

    

11. A topological approach for vector quasi-variational inequalities with set-valued functions

    • Sonia
    • Ratna Dev Sarma

    Original Paper 29 April 2023 Article: 21

12. Impact of public news sentiment on stock market index return and volatility

    • Gianluca Anese
    • Marco Corazza
    • Loriana Pelizzon

    Original Paper 25 April 2023 Article: 20

    

13. A sustainable dynamic closed-loop supply chain network equilibrium for collectibles markets

    • Georgia Fargetta
    • Laura R. M. Scrimali

    Original Paper Open access 30 March 2023 Article: 19

    

14. Ellipsoidal buffered area under the curve maximization model with variable selection in credit risk estimation

    • Katsuhiro Tanaka
    • Rei Yamamoto

    Original Paper 29 March 2023 Article: 18

    

15. A criterion space decomposition approach to generalized tri-objective tactical resource allocation

    • Sunney Fotedar
    • Ann-Brith Strömberg
    • Stefan Cedergren

    Original Paper Open access 27 March 2023 Article: 17

    

16. Groundwater management and illegality in a differential-evolutionary framework

    • Marta Biancardi
    • Gianluca Iannucci
    • Giovanni Villani

    Original Paper 23 March 2023 Article: 16

    

17. Investment disputes and their explicit role in option market uncertainty and overall risk instability

    • Zdeněk Drábek
    • Miloš Kopa
    • Sebastiano Vitali

    Original Paper Open access 17 March 2023 Article: 15

    

18. Using machine learning prediction models for quality control: a case study from the automotive industry

    • Mohamed Kais Msakni
    • Anders Risan
    • Peter Schütz

    Original Paper Open access 16 March 2023 Article: 14

    

19. Problem-driven scenario clustering in stochastic optimization

    • Julien Keutchayan
    • Janosch Ortmann
    • Walter Rei

    Original Paper 15 March 2023 Article: 13

    

20. Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint

    • Alessandro Staino
    • Emilio Russo
    • Arturo Leccadito

    Original Paper Open access 03 March 2023 Article: 12

    

21. Hedging longevity risk in defined contribution pension schemes

    • Ankush Agarwal
    • Christian-Oliver Ewald
    • Yongjie Wang

    Original Paper Open access 02 March 2023 Article: 11

    

22. Using Lagrangian relaxation to locate hydrogen production facilities under uncertain demand: a case study from Norway

    • Šárka Štádlerová
    • Sanjay Dominik Jena
    • Peter Schütz

    Original Paper Open access 01 March 2023 Article: 10

    

23. Projected solutions for finite-dimensional quasiequilibrium problems

    • Marco Castellani
    • Massimiliano Giuli
    • Sara Latini

    Original Paper Open access 18 February 2023 Article: 9

24. A theoretical validation of the DDMRP reorder policy

    • Daniela Favaretto
    • Alessandro Marin
    • Marco Tolotti

    Original Paper 17 February 2023 Article: 8

    

25. Adaptive evolutionary algorithms for portfolio selection problems

    • Gianni Filograsso
    • Giacomo di Tollo

    Original Paper 15 February 2023 Article: 7

    

26. Norm constrained minimum variance portfolios with short selling

    • Vrinda Dhingra
    • Shiv Kumar Gupta
    • Amita Sharma

    Original Paper 10 February 2023 Article: 6

    

27. Evaluating the role of waste-to-energy and cogeneration units in district heatings and electricity markets

    • Elisabetta Allevi
    • Maria Elena De Giuli
    • Giorgia Oggioni

    Original Paper Open access 10 February 2023 Article: 5

    

28. Multi-period power utility optimization under stock return predictability

    • Taras Bodnar
    • Dmytro Ivasiuk
    • Wolfgang Schmid

    Original Paper Open access 09 February 2023 Article: 4

    

29. Why there is no need to use a big-M in linear bilevel optimization: a computational study of two ready-to-use approaches

    • Thomas Kleinert
    • Martin Schmidt

    Original Paper Open access 07 February 2023 Article: 3

    

30. New criteria for existence of solutions for equilibrium problems

    • Mircea Balaj
    • Marco Castellani
    • Massimiliano Giuli

    Original Paper Open access 06 February 2023 Article: 2

31. Wasserstein barycenter regression for estimating the joint dynamics of renewable and fossil fuel energy indices

    • Maria Elena De Giuli
    • Alessandro Spelta

    Original Paper Open access 04 February 2023 Article: 1

    

32. An agricultural investment problem subject to probabilistic constraints

    • Kawtar El Karfi
    • René Henrion
    • Driss Mentagui

    Original Paper 14 October 2022 Pages: 683 - 701

    

33. Insurance premium-based shortfall risk measure induced by cumulative prospect theory

    • Sainan Zhang
    • Huifu Xu

    Original Paper 02 November 2022 Pages: 703 - 738

    

34. Forecasting financial time series with Boltzmann entropy through neural networks

    • Luca Grilli
    • Domenico Santoro

    Original Paper Open access 13 September 2022 Pages: 665 - 681

    

35. Network manipulation algorithm based on inexact alternating minimization

    • David Müller
    • Vladimir Shikhman

    Original Paper Open access 15 July 2022 Pages: 627 - 664

    

36. Divide and conquer: the engineering of delegation

    • Simona Settepanella
    • Gennaro Amendola
    • Connor Minto

    Original Paper Open access 25 June 2022 Pages: 605 - 626

    

37. American options and stochastic interest rates

    • Anna Battauz
    • Francesco Rotondi

    Original Paper Open access 12 May 2022 Pages: 567 - 604

    

38. An L-shaped method with strengthened lift-and-project cuts

    • Pavlo Glushko
    • Csaba I. Fábián
    • Achim Koberstein

    Original Paper Open access 05 May 2022 Pages: 539 - 565

    

39. Accuracy and fairness trade-offs in machine learning: a stochastic multi-objective approach

    • Suyun Liu
    • Luis Nunes Vicente

    Original Paper 21 April 2022 Pages: 513 - 537

    

40. Multi-criteria supplier selection problem with fuzzy demand: a newsvendor model

    • Omid Jadidi
    • Fatemeh Firouzi
    • Yong Shin Park

    Original Paper 13 April 2022 Pages: 375 - 394

    

41. Quantum game approach for capacity allocation decisions under strategic reasoning

    • Masih Fadaki
    • Babak Abbasi
    • Prem Chhetri

    Original Paper Open access 19 March 2022 Pages: 491 - 512

    

42. Modeling and mitigating supply chain disruptions as a bilevel network flow problem

    • René Y. Glogg
    • Anna Timonina-Farkas
    • Ralf W. Seifert

    Original Paper Open access 28 February 2022 Pages: 395 - 423

    

43. Kalman filter approach to real options with active learning

    • Sebastian Sund
    • Lars H. Sendstad
    • Jacco J. J. Thijssen

    Original Paper Open access 27 January 2022 Pages: 457 - 490

    

44. A tail-revisited Markowitz mean-variance approach and a portfolio network centrality

    • Francesca Mariani
    • Gloria Polinesi
    • Maria Cristina Recchioni

    Original Paper Open access 20 January 2022 Pages: 425 - 455

    

45. ESG score prediction through random forest algorithm

    • Valeria D’Amato
    • Rita D’Ecclesia
    • Susanna Levantesi

    Original Paper 02 December 2021 Pages: 347 - 373

    

46. The spot and balancing markets for electricity: open- and closed-loop equilibrium models

    • Trine Krogh Boomsma
    • Salvador Pineda
    • Ditte Mølgård Heide-Jørgensen

    Original Paper 20 November 2021 Pages: 309 - 346

47. Correction to: Parallel and distributed computing for stochastic dual dynamic programming

    • D. Ávila
    • A. Papavasiliou
    • N. Löhndorf

    Correction Open access 15 November 2021 Pages: 227 - 228

48. A Stackelberg game for the Italian tax evasion problem

    • Gianfranco Gambarelli
    • Daniele Gervasio
    • Daniel Faccini

    Original Paper Open access 01 October 2021 Pages: 295 - 307

    

49. The nested Sinkhorn divergence to learn the nested distance

    • Alois Pichler
    • Michael Weinhardt

    Original Paper Open access 27 September 2021 Pages: 269 - 293

    

50. Welfare and research and development incentive effects of uniform and differential pricing schemes

    • Giorgio Gnecco
    • Fabio Pammolli
    • Berna Tuncay

    Original Paper Open access 22 September 2021 Pages: 229 - 268