发布求助
文献互助 智能选刊 最新文献

Informs Journal on Computing最新文献

筛选
英文 中文
Rescheduling with New Orders Under Bounded Disruption 有界中断下的新订单重新排产
IF 2.1 4区 计算机科学
Informs Journal on Computing Pub Date : 2024-03-18 DOI: 10.1287/ijoc.2023.0038
Stefan Lendl, Ulrich Pferschy, Elena Rener
{"title":"Rescheduling with New Orders Under Bounded Disruption","authors":"Stefan Lendl, Ulrich Pferschy, Elena Rener","doi":"10.1287/ijoc.2023.0038","DOIUrl":"https://doi.org/10.1287/ijoc.2023.0038","url":null,"abstract":"INFORMS Journal on Computing, Ahead of Print. <br/>","PeriodicalId":13620,"journal":{"name":"Informs Journal on Computing","volume":"70 1","pages":""},"PeriodicalIF":2.1,"publicationDate":"2024-03-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140173002","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Let the Laser Beam Connect the Dots: Forecasting and Narrating Stock Market Volatility 让激光束连点成线：预测和叙述股市波动性
IF 2.1 4区 计算机科学
Informs Journal on Computing Pub Date : 2024-03-18 DOI: 10.1287/ijoc.2022.0055
Zhu (Drew) Zhang, Jie Yuan, Amulya Gupta
{"title":"Let the Laser Beam Connect the Dots: Forecasting and Narrating Stock Market Volatility","authors":"Zhu (Drew) Zhang, Jie Yuan, Amulya Gupta","doi":"10.1287/ijoc.2022.0055","DOIUrl":"https://doi.org/10.1287/ijoc.2022.0055","url":null,"abstract":"<p>Forecasting market volatility, especially high-volatility incidents, is a critical issue in financial market research and practice. Business news as an important source of market information is often exploited by artificial intelligence–based volatility forecasting models. Computationally, deep learning architectures, such as recurrent neural networks, on extremely long input sequences remain infeasible because of time complexity and memory limitations. Meanwhile, understanding the inner workings of deep neural networks is challenging because of the largely black box nature of large neural networks. In this work, we address the first challenge by proposing a long- and short-term memory retrieval (LASER) architecture with flexible memory and horizon configurations to forecast market volatility. Then, we tackle the interpretability issue by devising a BEAM algorithm that leverages a large pretrained language model (GPT-2). It generates human-readable narratives verbalizing the evidence leading to the model prediction. Experiments on a <i>Wall Street Journal</i> news data set demonstrate the superior performance of our proposed LASER-BEAM pipeline in predicting high-volatility market scenarios and generating high-quality narratives compared with existing methods in the literature.</p><p><b>History:</b> Accepted by Ram Ramesh, Area Editor for Date Science &amp; Machine Learning.</p><p><b>Supplemental Material:</b> The software that supports the findings of this study is available within the paper and its Supplemental Information (https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2022.0055) as well as from the IJOC GitHub software repository (https://github.com/INFORMSJoC/2022.0055). The complete IJOC Software and Data Repository is available at https://informsjoc.github.io/.</p>","PeriodicalId":13620,"journal":{"name":"Informs Journal on Computing","volume":"119 1","pages":""},"PeriodicalIF":2.1,"publicationDate":"2024-03-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140170922","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Constraint Learning to Define Trust Regions in Optimization over Pre-Trained Predictive Models 通过约束学习定义预训练预测模型优化中的信任区域
IF 2.1 4区 计算机科学
Informs Journal on Computing Pub Date : 2024-03-14 DOI: 10.1287/ijoc.2022.0312
Chenbo Shi, Mohsen Emadikhiav, Leonardo Lozano, David Bergman
{"title":"Constraint Learning to Define Trust Regions in Optimization over Pre-Trained Predictive Models","authors":"Chenbo Shi, Mohsen Emadikhiav, Leonardo Lozano, David Bergman","doi":"10.1287/ijoc.2022.0312","DOIUrl":"https://doi.org/10.1287/ijoc.2022.0312","url":null,"abstract":"INFORMS Journal on Computing, Ahead of Print. <br/>","PeriodicalId":13620,"journal":{"name":"Informs Journal on Computing","volume":"25 1","pages":""},"PeriodicalIF":2.1,"publicationDate":"2024-03-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140150648","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Convergence Rates of Zeroth Order Gradient Descent for Łojasiewicz Functions Łojasiewicz 函数的零阶梯度下降收敛率
IF 2.1 4区 计算机科学
Informs Journal on Computing Pub Date : 2024-03-13 DOI: 10.1287/ijoc.2023.0247
Tianyu Wang, Yasong Feng
{"title":"Convergence Rates of Zeroth Order Gradient Descent for Łojasiewicz Functions","authors":"Tianyu Wang, Yasong Feng","doi":"10.1287/ijoc.2023.0247","DOIUrl":"https://doi.org/10.1287/ijoc.2023.0247","url":null,"abstract":"INFORMS Journal on Computing, Ahead of Print. <br/>","PeriodicalId":13620,"journal":{"name":"Informs Journal on Computing","volume":"82 1","pages":""},"PeriodicalIF":2.1,"publicationDate":"2024-03-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140128781","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A Dual Bounding Framework Through Cost Splitting for Binary Quadratic Optimization 通过成本分割实现二元二次优化的双重约束框架
IF 2.1 4区 计算机科学
Informs Journal on Computing Pub Date : 2024-03-12 DOI: 10.1287/ijoc.2021.0186
Mahdis Bayani, Borzou Rostami, Yossiri Adulyasak, Louis-Martin Rousseau
{"title":"A Dual Bounding Framework Through Cost Splitting for Binary Quadratic Optimization","authors":"Mahdis Bayani, Borzou Rostami, Yossiri Adulyasak, Louis-Martin Rousseau","doi":"10.1287/ijoc.2021.0186","DOIUrl":"https://doi.org/10.1287/ijoc.2021.0186","url":null,"abstract":"INFORMS Journal on Computing, Ahead of Print. <br/>","PeriodicalId":13620,"journal":{"name":"Informs Journal on Computing","volume":"82 1","pages":""},"PeriodicalIF":2.1,"publicationDate":"2024-03-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140128848","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A FAST Method for Nested Estimation 嵌套估算的快速方法
IF 2.1 4区 计算机科学
Informs Journal on Computing Pub Date : 2024-03-07 DOI: 10.1287/ijoc.2023.0118
Guo Liang, Kun Zhang, Jun Luo
{"title":"A FAST Method for Nested Estimation","authors":"Guo Liang, Kun Zhang, Jun Luo","doi":"10.1287/ijoc.2023.0118","DOIUrl":"https://doi.org/10.1287/ijoc.2023.0118","url":null,"abstract":"INFORMS Journal on Computing, Ahead of Print. <br/>","PeriodicalId":13620,"journal":{"name":"Informs Journal on Computing","volume":"43 1","pages":""},"PeriodicalIF":2.1,"publicationDate":"2024-03-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140054971","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Regret Minimization and Separation in Multi-Bidder, Multi-Item Auctions 多投标人、多项目拍卖中的遗憾最小化和分离
IF 2.1 4区 计算机科学
Informs Journal on Computing Pub Date : 2024-03-04 DOI: 10.1287/ijoc.2022.0275
Çağıl Koçyiğit, Daniel Kuhn, Napat Rujeerapaiboon
{"title":"Regret Minimization and Separation in Multi-Bidder, Multi-Item Auctions","authors":"Çağıl Koçyiğit, Daniel Kuhn, Napat Rujeerapaiboon","doi":"10.1287/ijoc.2022.0275","DOIUrl":"https://doi.org/10.1287/ijoc.2022.0275","url":null,"abstract":"INFORMS Journal on Computing, Ahead of Print. <br/>","PeriodicalId":13620,"journal":{"name":"Informs Journal on Computing","volume":"128 1","pages":""},"PeriodicalIF":2.1,"publicationDate":"2024-03-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140033899","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Unified Framework for Choice-Based Facility Location Problem 基于选择的设施定位问题统一框架
IF 2.1 4区 计算机科学
Informs Journal on Computing Pub Date : 2024-03-01 DOI: 10.1287/ijoc.2022.0366
Yun Hui Lin, Qingyun Tian, Yanlu Zhao
{"title":"Unified Framework for Choice-Based Facility Location Problem","authors":"Yun Hui Lin, Qingyun Tian, Yanlu Zhao","doi":"10.1287/ijoc.2022.0366","DOIUrl":"https://doi.org/10.1287/ijoc.2022.0366","url":null,"abstract":"INFORMS Journal on Computing, Ahead of Print. <br/>","PeriodicalId":13620,"journal":{"name":"Informs Journal on Computing","volume":"48 1","pages":""},"PeriodicalIF":2.1,"publicationDate":"2024-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140018380","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Exact Solution of the Single-Picker Routing Problem with Scattered Storage 带分散存储的单挑拣机路由问题的精确解
IF 2.1 4区 计算机科学
Informs Journal on Computing Pub Date : 2024-02-28 DOI: 10.1287/ijoc.2023.0075
Katrin Heßler, Stefan Irnich
{"title":"Exact Solution of the Single-Picker Routing Problem with Scattered Storage","authors":"Katrin Heßler, Stefan Irnich","doi":"10.1287/ijoc.2023.0075","DOIUrl":"https://doi.org/10.1287/ijoc.2023.0075","url":null,"abstract":"INFORMS Journal on Computing, Ahead of Print. <br/>","PeriodicalId":13620,"journal":{"name":"Informs Journal on Computing","volume":"25 1","pages":""},"PeriodicalIF":2.1,"publicationDate":"2024-02-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140006333","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Decision Diagram-Based Branch-and-Bound with Caching for Dominance and Suboptimality Detection 基于判定图的分支与边界缓存，用于优势和次优检测
IF 2.1 4区 计算机科学
Informs Journal on Computing Pub Date : 2024-02-27 DOI: 10.1287/ijoc.2022.0340
Vianney Coppé, Xavier Gillard, Pierre Schaus
{"title":"Decision Diagram-Based Branch-and-Bound with Caching for Dominance and Suboptimality Detection","authors":"Vianney Coppé, Xavier Gillard, Pierre Schaus","doi":"10.1287/ijoc.2022.0340","DOIUrl":"https://doi.org/10.1287/ijoc.2022.0340","url":null,"abstract":"INFORMS Journal on Computing, Ahead of Print. <br/>","PeriodicalId":13620,"journal":{"name":"Informs Journal on Computing","volume":"53 1","pages":""},"PeriodicalIF":2.1,"publicationDate":"2024-02-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140006330","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
首页 上一页 下一页 尾页
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整，为了账户安全，请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
请完成安全验证×
相关产品
×
本文献相关产品
联系我们：info@booksci.cn Book学术提供免费学术资源搜索服务，方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号：481959085
Book学术官方微信