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Some new perspectives for solving 0–1 integer programming problems using Balas method 用Balas方法求解0–1整数规划问题的一些新观点
IF 0.9
Computational Management Science Pub Date : 2021-03-11 DOI: 10.1007/s10287-021-00389-6
J. Glover, V. Quan, S. Zolfaghari
{"title":"Some new perspectives for solving 0–1 integer programming problems using Balas method","authors":"J. Glover, V. Quan, S. Zolfaghari","doi":"10.1007/s10287-021-00389-6","DOIUrl":"https://doi.org/10.1007/s10287-021-00389-6","url":null,"abstract":"","PeriodicalId":46743,"journal":{"name":"Computational Management Science","volume":"18 1","pages":"177 - 193"},"PeriodicalIF":0.9,"publicationDate":"2021-03-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/s10287-021-00389-6","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48607255","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Single cut and multicut stochastic dual dynamic programming with cut selection for multistage stochastic linear programs: convergence proof and numerical experiments 多级随机线性规划的带割选择的单割和多割随机对偶动态规划：收敛性证明和数值实验
IF 0.9
Computational Management Science Pub Date : 2021-02-24 DOI: 10.1007/s10287-021-00387-8
M. Bandarra, V. Guigues
{"title":"Single cut and multicut stochastic dual dynamic programming with cut selection for multistage stochastic linear programs: convergence proof and numerical experiments","authors":"M. Bandarra, V. Guigues","doi":"10.1007/s10287-021-00387-8","DOIUrl":"https://doi.org/10.1007/s10287-021-00387-8","url":null,"abstract":"","PeriodicalId":46743,"journal":{"name":"Computational Management Science","volume":"18 1","pages":"125 - 148"},"PeriodicalIF":0.9,"publicationDate":"2021-02-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/s10287-021-00387-8","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47008892","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 6
A node formulation for multistage stochastic programs with endogenous uncertainty 具有内生不确定性的多阶段随机规划的节点公式
IF 0.9
Computational Management Science Pub Date : 2021-02-14 DOI: 10.1007/s10287-021-00390-z
Giovanni Pantuso
{"title":"A node formulation for multistage stochastic programs with endogenous uncertainty","authors":"Giovanni Pantuso","doi":"10.1007/s10287-021-00390-z","DOIUrl":"https://doi.org/10.1007/s10287-021-00390-z","url":null,"abstract":"","PeriodicalId":46743,"journal":{"name":"Computational Management Science","volume":"18 1","pages":"325 - 354"},"PeriodicalIF":0.9,"publicationDate":"2021-02-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/s10287-021-00390-z","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43267549","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Agile Computational Intelligence for Supporting Hospital Logistics During the COVID-19 Crisis 在COVID-19危机期间支持医院后勤的敏捷计算智能
IF 0.9
Computational Management Science Pub Date : 2021-01-01 DOI: 10.1007/978-3-030-72929-5_18
R. D. Tordecilla, L. D. C. Martins, Miguel Saiz, P. Copado-Mendez, Javier Panadero, A. Juan
{"title":"Agile Computational Intelligence for Supporting Hospital Logistics During the COVID-19 Crisis","authors":"R. D. Tordecilla, L. D. C. Martins, Miguel Saiz, P. Copado-Mendez, Javier Panadero, A. Juan","doi":"10.1007/978-3-030-72929-5_18","DOIUrl":"https://doi.org/10.1007/978-3-030-72929-5_18","url":null,"abstract":"","PeriodicalId":46743,"journal":{"name":"Computational Management Science","volume":"8 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73724412","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 4
Catastrophic risks and the pricing of catastrophe equity put options. 巨灾风险与巨灾股票看跌期权定价
IF 0.9
Computational Management Science Pub Date : 2021-01-01 Epub Date: 2021-03-18 DOI: 10.1007/s10287-021-00391-y
Massimo Arnone, Michele Leonardo Bianchi, Anna Grazia Quaranta, Gian Luca Tassinari
{"title":"Catastrophic risks and the pricing of catastrophe equity put options.","authors":"Massimo Arnone, Michele Leonardo Bianchi, Anna Grazia Quaranta, Gian Luca Tassinari","doi":"10.1007/s10287-021-00391-y","DOIUrl":"10.1007/s10287-021-00391-y","url":null,"abstract":"<p><p>In this paper, after a review of the most common financial strategies and products that insurance companies use to hedge catastrophic risks, we study an option pricing model based on processes with jumps where the catastrophic event is captured by a compound Poisson process with negative jumps. Given the importance that catastrophe equity put options (CatEPuts) have in this context, we introduce a pricing approach that provides not only a theoretical contribution whose applicability remains confined to purely numerical examples and experiments, but which can be implemented starting from real data and applied to the evaluation of real CatEPuts. We propose a calibration framework based on historical log-returns, market capitalization and option implied volatilities. The calibrated parameters are then considered to price CatEPuts written on the stock of the main Italian insurance company over the high volatile period from January to April 2020. We show that the ratio between plain-vanilla put options and CatEPuts strictly depends on the shape of the implied volatility smile and it varies over time.</p>","PeriodicalId":46743,"journal":{"name":"Computational Management Science","volume":"18 1","pages":"213-237"},"PeriodicalIF":0.9,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7969350/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47167800","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Correction to: Computational Management 更正为:计算管理
IF 0.9
Computational Management Science Pub Date : 2021-01-01 DOI: 10.1007/978-3-030-72929-5_32
S. Patnaik, Kayhan Tajeddini, V. Jain
{"title":"Correction to: Computational Management","authors":"S. Patnaik, Kayhan Tajeddini, V. Jain","doi":"10.1007/978-3-030-72929-5_32","DOIUrl":"https://doi.org/10.1007/978-3-030-72929-5_32","url":null,"abstract":"","PeriodicalId":46743,"journal":{"name":"Computational Management Science","volume":"4 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"87756814","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A diversified AHP-tree approach for multiple-criteria supplier selection. 多准则供应商选择的多元AHP树方法
IF 0.9
Computational Management Science Pub Date : 2021-01-01 Epub Date: 2021-04-17 DOI: 10.1007/s10287-021-00397-6
Toly Chen
{"title":"A diversified AHP-tree approach for multiple-criteria supplier selection.","authors":"Toly Chen","doi":"10.1007/s10287-021-00397-6","DOIUrl":"10.1007/s10287-021-00397-6","url":null,"abstract":"<p><p>A decision maker usually holds various viewpoints regarding the priorities of criteria, which complicates the decision making process. To overcome this concern, in this study, a diversified AHP-tree approach was proposed. In the proposed diversified AHP-tree approach, the judgement matrix of a decision maker is decomposed into several subjudgement matrices, which are more consistent than the original judgement matrix and represent diverse viewpoints on the relative priorities of criteria. Thus, a nonlinear programming model was established and optimized, for which a genetic algorithm is designed. To assess the effectiveness of the proposed diversified AHP-tree approach, it was applied to a supplier selection problem. The experimental results showed that the application of the diversified AHP-tree approach enabled the selection of multiple diversified suppliers from a single judgement matrix. Furthermore, all suppliers selected using the diversified AHP-tree approach were somewhat ideal.</p>","PeriodicalId":46743,"journal":{"name":"Computational Management Science","volume":"18 1","pages":"431-453"},"PeriodicalIF":0.9,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8052948/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46543287","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Understanding and Predicting View Counts of YouTube Videos Using Epidemic Modelling Framework 利用流行病建模框架理解和预测YouTube视频的观看次数
IF 0.9
Computational Management Science Pub Date : 2021-01-01 DOI: 10.1007/978-3-030-72929-5_8
Adarsh Anand, M. S. Irshad, Deepti Aggrawal
{"title":"Understanding and Predicting View Counts of YouTube Videos Using Epidemic Modelling Framework","authors":"Adarsh Anand, M. S. Irshad, Deepti Aggrawal","doi":"10.1007/978-3-030-72929-5_8","DOIUrl":"https://doi.org/10.1007/978-3-030-72929-5_8","url":null,"abstract":"","PeriodicalId":46743,"journal":{"name":"Computational Management Science","volume":"9 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"88287287","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Risk attribution and interconnectedness in the EU via CDS data 通过CDS数据分析欧盟的风险归因和互联性
IF 0.9
Computational Management Science Pub Date : 2020-12-01 DOI: 10.1007/s10287-020-00385-2
R. Giacometti, G. Torri, G. Farina, M. D. De Giuli
{"title":"Risk attribution and interconnectedness in the EU via CDS data","authors":"R. Giacometti, G. Torri, G. Farina, M. D. De Giuli","doi":"10.1007/s10287-020-00385-2","DOIUrl":"https://doi.org/10.1007/s10287-020-00385-2","url":null,"abstract":"","PeriodicalId":46743,"journal":{"name":"Computational Management Science","volume":"17 1","pages":"549 - 567"},"PeriodicalIF":0.9,"publicationDate":"2020-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/s10287-020-00385-2","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45767390","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
A missing value approach to social network data: “Dislike” or “Nothing”? 社交网络数据的缺失价值方法：“不喜欢”还是“什么都没有”？
IF 0.9
Computational Management Science Pub Date : 2020-12-01 DOI: 10.1007/s10287-020-00381-6
P. Mariani, A. Marletta, M. Mussini, M. Zenga, E. Grammatica
{"title":"A missing value approach to social network data: “Dislike” or “Nothing”?","authors":"P. Mariani, A. Marletta, M. Mussini, M. Zenga, E. Grammatica","doi":"10.1007/s10287-020-00381-6","DOIUrl":"https://doi.org/10.1007/s10287-020-00381-6","url":null,"abstract":"","PeriodicalId":46743,"journal":{"name":"Computational Management Science","volume":"17 1","pages":"569 - 583"},"PeriodicalIF":0.9,"publicationDate":"2020-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/s10287-020-00381-6","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48662566","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
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