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Showing 51-100 of 554 articles

Online decision making for trading wind energy
Miguel Angel Muñoz
Pierre Pinson
Jalal Kazempour
Original Paper Open access 28 June 2023 Article: 33
Implied volatility smoothing at COVID-19 times
Sebastiano Vitali
Miloš Kopa
Gabriele Giana
Original Paper Open access 27 June 2023 Article: 32
Part of 1 collection:

New challenges for optimization methods, models and applications for decision making in complex environments - Stochastic, robust, distributionally robust optimization, artificial intelligence and data analytics (Collection on the Joint ECSO-CMS 2022 International Conference)
A fast Monte Carlo scheme for additive processes and option pricing
Michele Azzone
Roberto Baviera
Original Paper Open access 25 June 2023 Article: 31
Part of 1 collection:

New challenges for optimization methods, models and applications for decision making in complex environments - Stochastic, robust, distributionally robust optimization, artificial intelligence and data analytics (Collection on the Joint ECSO-CMS 2022 International Conference)
On quasidifferentiable mathematical programs with equilibrium constraints
Vivek Laha
Harsh Narayan Singh
Original Paper 21 June 2023 Article: 30
Part of 1 collection:

Variational analysis and applications to sustainable production processes and decarbonized energy systems
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
Part of 1 collection:

New challenges for optimization methods, models and applications for decision making in complex environments - Stochastic, robust, distributionally robust optimization, artificial intelligence and data analytics (Collection on the Joint ECSO-CMS 2022 International Conference)
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
Part of 1 collection:

New challenges for optimization methods, models and applications for decision making in complex environments - Stochastic, robust, distributionally robust optimization, artificial intelligence and data analytics (Collection on the Joint ECSO-CMS 2022 International Conference)
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
Part of 1 collection:

Recent Advances of the Norwegian Operations Research Society
Simplifying capacity planning for electricity systems with hydroelectric and renewable generation
Kenjiro Yagi
Ramteen Sioshansi
Original Paper Open access 18 May 2023 Article: 26
Part of 1 collection:

Variational analysis and applications to sustainable production processes and decarbonized energy systems
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
Part of 1 collection:

Recent Advances of the Norwegian Operations Research Society
A bilevel approach to ESG multi-portfolio selection
Francesco Cesarone
Lorenzo Lampariello
Valerio Giuseppe Sasso
Original Paper Open access 15 May 2023 Article: 24
Part of 1 collection:

Variational analysis and applications to sustainable production processes and decarbonized energy systems
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
Part of 1 collection:

Variational analysis and applications to sustainable production processes and decarbonized energy systems
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
Part of 1 collection:

Recent Advances of the Norwegian Operations Research Society
A topological approach for vector quasi-variational inequalities with set-valued functions
Sonia
Ratna Dev Sarma
Original Paper 29 April 2023 Article: 21
Part of 1 collection:

Variational analysis and applications to sustainable production processes and decarbonized energy systems
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
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
Part of 1 collection:

Variational analysis and applications to sustainable production processes and decarbonized energy systems
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
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
Part of 1 collection:

Recent Advances of the Norwegian Operations Research Society
Groundwater management and illegality in a differential-evolutionary framework
Marta Biancardi
Gianluca Iannucci
Giovanni Villani
Original Paper 23 March 2023 Article: 16
Part of 1 collection:

New challenges for optimization methods, models and applications for decision making in complex environments - Stochastic, robust, distributionally robust optimization, artificial intelligence and data analytics (Collection on the Joint ECSO-CMS 2022 International Conference)
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
Part of 1 collection:

New challenges for optimization methods, models and applications for decision making in complex environments - Stochastic, robust, distributionally robust optimization, artificial intelligence and data analytics (Collection on the Joint ECSO-CMS 2022 International Conference)
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
Part of 1 collection:

Recent Advances of the Norwegian Operations Research Society
Problem-driven scenario clustering in stochastic optimization
Julien Keutchayan
Janosch Ortmann
Walter Rei
Original Paper 15 March 2023 Article: 13
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
Part of 1 collection:

New challenges for optimization methods, models and applications for decision making in complex environments - Stochastic, robust, distributionally robust optimization, artificial intelligence and data analytics (Collection on the Joint ECSO-CMS 2022 International Conference)
Hedging longevity risk in defined contribution pension schemes
Ankush Agarwal
Christian-Oliver Ewald
Yongjie Wang
Original Paper Open access 02 March 2023 Article: 11
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
Part of 1 collection:

New challenges for optimization methods, models and applications for decision making in complex environments - Stochastic, robust, distributionally robust optimization, artificial intelligence and data analytics (Collection on the Joint ECSO-CMS 2022 International Conference)
Projected solutions for finite-dimensional quasiequilibrium problems
Marco Castellani
Massimiliano Giuli
Sara Latini
Original Paper Open access 18 February 2023 Article: 9
Part of 1 collection:

Variational analysis and applications to sustainable production processes and decarbonized energy systems
A theoretical validation of the DDMRP reorder policy
Daniela Favaretto
Alessandro Marin
Marco Tolotti
Original Paper 17 February 2023 Article: 8
Adaptive evolutionary algorithms for portfolio selection problems
Gianni Filograsso
Giacomo di Tollo
Original Paper 15 February 2023 Article: 7
Norm constrained minimum variance portfolios with short selling
Vrinda Dhingra
Shiv Kumar Gupta
Amita Sharma
Original Paper 10 February 2023 Article: 6
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
Part of 2 collections:

Variational analysis and applications to sustainable production processes and decarbonized energy systems

Variational analysis and applications to sustainable production processes and decarbonized energy systems
Multi-period power utility optimization under stock return predictability
Taras Bodnar
Dmytro Ivasiuk
Wolfgang Schmid
Original Paper Open access 09 February 2023 Article: 4
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
Part of 2 collections:

Variational analysis and applications to sustainable production processes and decarbonized energy systems

Variational analysis and applications to sustainable production processes and decarbonized energy systems
New criteria for existence of solutions for equilibrium problems
Mircea Balaj
Marco Castellani
Massimiliano Giuli
Original Paper Open access 06 February 2023 Article: 2
Part of 2 collections:

Variational analysis and applications to sustainable production processes and decarbonized energy systems

Variational analysis and applications to sustainable production processes and decarbonized energy systems
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
Part of 2 collections:

Variational analysis and applications to sustainable production processes and decarbonized energy systems

Variational analysis and applications to sustainable production processes and decarbonized energy systems
An agricultural investment problem subject to probabilistic constraints
Kawtar El Karfi
René Henrion
Driss Mentagui
Original Paper 14 October 2022 Pages: 683 - 701
Insurance premium-based shortfall risk measure induced by cumulative prospect theory
Sainan Zhang
Huifu Xu
Original Paper 02 November 2022 Pages: 703 - 738
Forecasting financial time series with Boltzmann entropy through neural networks
Luca Grilli
Domenico Santoro
Original Paper Open access 13 September 2022 Pages: 665 - 681
Network manipulation algorithm based on inexact alternating minimization
David Müller
Vladimir Shikhman
Original Paper Open access 15 July 2022 Pages: 627 - 664
Divide and conquer: the engineering of delegation
Simona Settepanella
Gennaro Amendola
Connor Minto
Original Paper Open access 25 June 2022 Pages: 605 - 626
American options and stochastic interest rates
Anna Battauz
Francesco Rotondi
Original Paper Open access 12 May 2022 Pages: 567 - 604
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
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
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
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
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
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
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
ESG score prediction through random forest algorithm
Valeria D’Amato
Rita D’Ecclesia
Susanna Levantesi
Original Paper 02 December 2021 Pages: 347 - 373
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
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
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