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Problem-driven scenario clustering in stochastic optimization 随机优化中问题驱动的场景聚类
IF 0.9
Computational Management Science Pub Date : 2021-06-22 DOI: 10.1007/s10287-023-00446-2
Julien Keutchayan, Janosch Ortmann, W. Rei
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引用次数: 15
Scenario generation by selection from historical data 从历史数据中选择生成场景
IF 0.9
Computational Management Science Pub Date : 2021-06-03 DOI: 10.1007/s10287-021-00399-4
M. Kaut
{"title":"Scenario generation by selection from historical data","authors":"M. Kaut","doi":"10.1007/s10287-021-00399-4","DOIUrl":"https://doi.org/10.1007/s10287-021-00399-4","url":null,"abstract":"","PeriodicalId":46743,"journal":{"name":"Computational Management Science","volume":"38 1","pages":"411 - 429"},"PeriodicalIF":0.9,"publicationDate":"2021-06-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/s10287-021-00399-4","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"52610854","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: 12
A hybrid dynamic programming - Tabu Search approach for the long-term hydropower scheduling problem 水电长期调度问题的混合动态规划-禁忌搜索方法
IF 0.9
Computational Management Science Pub Date : 2021-05-31 DOI: 10.1007/s10287-021-00402-y
Y. Mbeutcha, M. Gendreau, G. Emiel
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引用次数: 3
Coordination of power and natural gas markets via financial instruments 通过金融工具协调电力和天然气市场
IF 0.9
Computational Management Science Pub Date : 2021-05-25 DOI: 10.1007/s10287-021-00403-x
Anna Schwele, Christos Ordoudis, P. Pinson, J. Kazempour
{"title":"Coordination of power and natural gas markets via financial instruments","authors":"Anna Schwele, Christos Ordoudis, P. Pinson, J. Kazempour","doi":"10.1007/s10287-021-00403-x","DOIUrl":"https://doi.org/10.1007/s10287-021-00403-x","url":null,"abstract":"","PeriodicalId":46743,"journal":{"name":"Computational Management Science","volume":"18 1","pages":"505 - 538"},"PeriodicalIF":0.9,"publicationDate":"2021-05-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/s10287-021-00403-x","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46885609","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: 2
The relative efficiency of option hedging strategies using the third-order stochastic dominance 基于三阶随机优势的期权套期保值策略的相对效率
IF 0.9
Computational Management Science Pub Date : 2021-05-17 DOI: 10.1007/s10287-021-00401-z
Margareta Gardijan Kedžo, B. Šego
{"title":"The relative efficiency of option hedging strategies using the third-order stochastic dominance","authors":"Margareta Gardijan Kedžo, B. Šego","doi":"10.1007/s10287-021-00401-z","DOIUrl":"https://doi.org/10.1007/s10287-021-00401-z","url":null,"abstract":"","PeriodicalId":46743,"journal":{"name":"Computational Management Science","volume":"18 1","pages":"477 - 504"},"PeriodicalIF":0.9,"publicationDate":"2021-05-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/s10287-021-00401-z","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43641539","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
Multilevel multi-leader multiple-follower games with nonseparable objectives and shared constraints 具有不可分离目标和共享约束的多级多领导多随从博弈
IF 0.9
Computational Management Science Pub Date : 2021-05-10 DOI: 10.1007/s10287-021-00398-5
Addis Belete Zewde, Semu Mitiku Kassa
{"title":"Multilevel multi-leader multiple-follower games with nonseparable objectives and shared constraints","authors":"Addis Belete Zewde, Semu Mitiku Kassa","doi":"10.1007/s10287-021-00398-5","DOIUrl":"https://doi.org/10.1007/s10287-021-00398-5","url":null,"abstract":"","PeriodicalId":46743,"journal":{"name":"Computational Management Science","volume":"18 1","pages":"455 - 475"},"PeriodicalIF":0.9,"publicationDate":"2021-05-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/s10287-021-00398-5","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47467963","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: 2
Quantile– based portfolios: post– model– selection estimation with alternative specifications 基于分位数的投资组合:具有可选规格的后模型选择估计
IF 0.9
Computational Management Science Pub Date : 2021-04-12 DOI: 10.1007/s10287-021-00396-7
G. Bonaccolto
{"title":"Quantile– based portfolios: post– model– selection estimation with alternative specifications","authors":"G. Bonaccolto","doi":"10.1007/s10287-021-00396-7","DOIUrl":"https://doi.org/10.1007/s10287-021-00396-7","url":null,"abstract":"","PeriodicalId":46743,"journal":{"name":"Computational Management Science","volume":"18 1","pages":"355 - 383"},"PeriodicalIF":0.9,"publicationDate":"2021-04-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/s10287-021-00396-7","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49275272","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
Quantile-based optimal portfolio selection 基于分位数的最优投资组合选择
IF 0.9
Computational Management Science Pub Date : 2021-04-02 DOI: 10.1007/s10287-021-00395-8
Taras Bodnar, M. Lindholm, Erik Thorsén, J. Tyrcha
{"title":"Quantile-based optimal portfolio selection","authors":"Taras Bodnar, M. Lindholm, Erik Thorsén, J. Tyrcha","doi":"10.1007/s10287-021-00395-8","DOIUrl":"https://doi.org/10.1007/s10287-021-00395-8","url":null,"abstract":"","PeriodicalId":46743,"journal":{"name":"Computational Management Science","volume":"18 1","pages":"299 - 324"},"PeriodicalIF":0.9,"publicationDate":"2021-04-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/s10287-021-00395-8","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47474588","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
Enhancing finite difference approximations for double barrier options: mesh optimization and repeated Richardson extrapolation 增强双屏障选项的有限差分近似:网格优化和重复理查森外推
IF 0.9
Computational Management Science Pub Date : 2021-04-01 DOI: 10.1007/s10287-021-00394-9
L. Ballestra
{"title":"Enhancing finite difference approximations for double barrier options: mesh optimization and repeated Richardson extrapolation","authors":"L. Ballestra","doi":"10.1007/s10287-021-00394-9","DOIUrl":"https://doi.org/10.1007/s10287-021-00394-9","url":null,"abstract":"","PeriodicalId":46743,"journal":{"name":"Computational Management Science","volume":"18 1","pages":"239 - 263"},"PeriodicalIF":0.9,"publicationDate":"2021-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/s10287-021-00394-9","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45921923","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
Bounds on mean absolute deviation portfolios under interval-valued expected future asset returns 区间估值预期未来资产收益下平均绝对偏差投资组合的界限
IF 0.9
Computational Management Science Pub Date : 2021-03-15 DOI: 10.1007/s10287-021-00392-x
Songkomkrit Chaiyakan, P. Thipwiwatpotjana
{"title":"Bounds on mean absolute deviation portfolios under interval-valued expected future asset returns","authors":"Songkomkrit Chaiyakan, P. Thipwiwatpotjana","doi":"10.1007/s10287-021-00392-x","DOIUrl":"https://doi.org/10.1007/s10287-021-00392-x","url":null,"abstract":"","PeriodicalId":46743,"journal":{"name":"Computational Management Science","volume":"18 1","pages":"195 - 212"},"PeriodicalIF":0.9,"publicationDate":"2021-03-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/s10287-021-00392-x","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44190929","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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