Annals of Operations Research最新文献

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Data driven operational risk management 数据驱动的运营风险管理
IF 4.4 3区 管理学
Annals of Operations Research Pub Date : 2025-04-18 DOI: 10.1007/s10479-025-06598-5
Sai-Ho Chung, Stein W. Wallace, Xin Wen
{"title":"Data driven operational risk management","authors":"Sai-Ho Chung,&nbsp;Stein W. Wallace,&nbsp;Xin Wen","doi":"10.1007/s10479-025-06598-5","DOIUrl":"10.1007/s10479-025-06598-5","url":null,"abstract":"<div><p>Operational risks exist everywhere. With fast changes in the real world, traditional risk management measures become insufficient. Instead, the importance of data-driven approaches increases dramatically. In this special issue, we collect high quality papers on different aspects of operational risk management with data analytics. Both theoretical issues and application results are included. The publications collected cover a wide range of research topics, like the value of blockchains towards risk management in high-tech manufacturing, the convex risk measures for solving risk-averse multistage stochastic programs, the balanced weighted extreme learning machine method for imbalance learning of credit default risk and manufacturing productivity, etc. The insights generated from this special issue can provide crucial guidelines for both the academia and the industry regarding risk management with the support of data analytics.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"348 2","pages":"777 - 781"},"PeriodicalIF":4.4,"publicationDate":"2025-04-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s10479-025-06598-5.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143938630","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Management science in the age of the internet and digital revolution 互联网和数字革命时代的管理科学
IF 4.4 3区 管理学
Annals of Operations Research Pub Date : 2025-04-17 DOI: 10.1007/s10479-025-06608-6
Rameshwar Dubey, Pierre-Luc Fournier, Daniel Jugend, David J. Bryde, Gary Graham, Cyril Foropon
{"title":"Management science in the age of the internet and digital revolution","authors":"Rameshwar Dubey,&nbsp;Pierre-Luc Fournier,&nbsp;Daniel Jugend,&nbsp;David J. Bryde,&nbsp;Gary Graham,&nbsp;Cyril Foropon","doi":"10.1007/s10479-025-06608-6","DOIUrl":"10.1007/s10479-025-06608-6","url":null,"abstract":"<div><p>This special issue was organized to explore the impact of the internet and digital revolution on the field of management science (MS). Our goal was to highlight the scientific developments that have reshaped management practices and methodologies, enabling organizations to effectively navigate the increasingly complex challenges they encounter in today’s fast-paced environment. We received high-quality submissions from diverse contributors, which illustrate the broad interest and relevance of this topic. After a rigorous and thorough peer review, we successfully published 31 insightful articles. Each article provides a valuable perspective, contributing not only to theoretical frameworks but also to practical applications across various industries. This comprehensive collection serves as an essential resource, enriching the knowledge base for both scholars and practitioners in MS.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"348 3","pages":"1109 - 1125"},"PeriodicalIF":4.4,"publicationDate":"2025-04-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143938721","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Big data modeling and applications 大数据建模和应用
IF 4.4 3区 管理学
Annals of Operations Research Pub Date : 2025-04-04 DOI: 10.1007/s10479-025-06587-8
Xufeng Zhao, Qunwei Wang, Hoang Pham
{"title":"Big data modeling and applications","authors":"Xufeng Zhao,&nbsp;Qunwei Wang,&nbsp;Hoang Pham","doi":"10.1007/s10479-025-06587-8","DOIUrl":"10.1007/s10479-025-06587-8","url":null,"abstract":"","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"348 1","pages":"1 - 1"},"PeriodicalIF":4.4,"publicationDate":"2025-04-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143925540","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Interpretable machine learning and explainable artificial intelligence 可解释的机器学习和可解释的人工智能
IF 4.4 3区 管理学
Annals of Operations Research Pub Date : 2025-03-27 DOI: 10.1007/s10479-025-06577-w
Kazim Topuz, Akhilesh Bajaj, Kristof Coussement, Timothy L. Urban
{"title":"Interpretable machine learning and explainable artificial intelligence","authors":"Kazim Topuz,&nbsp;Akhilesh Bajaj,&nbsp;Kristof Coussement,&nbsp;Timothy L. Urban","doi":"10.1007/s10479-025-06577-w","DOIUrl":"10.1007/s10479-025-06577-w","url":null,"abstract":"","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"347 2","pages":"775 - 782"},"PeriodicalIF":4.4,"publicationDate":"2025-03-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143925495","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Sampling methods for multi-stage robust optimization problems 多阶段鲁棒优化问题的抽样方法
IF 4.4 3区 管理学
Annals of Operations Research Pub Date : 2025-03-19 DOI: 10.1007/s10479-025-06545-4
Francesca Maggioni, Fabrizio Dabbene, Georg Ch. Pflug
{"title":"Sampling methods for multi-stage robust optimization problems","authors":"Francesca Maggioni,&nbsp;Fabrizio Dabbene,&nbsp;Georg Ch. Pflug","doi":"10.1007/s10479-025-06545-4","DOIUrl":"10.1007/s10479-025-06545-4","url":null,"abstract":"<div><p>In this paper, we consider multi-stage robust optimization problems of the minimax type. We assume that the total uncertainty set is the cartesian product of stagewise compact uncertainty sets and approximate the given problem by a sampled subproblem. Instead of looking for the worst case among the infinite and typically uncountable set of uncertain parameters, we consider only the worst case among a randomly selected subset of parameters. By adopting such a strategy, two main questions arise: (1) Can we quantify the error committed by the random approximation, especially as a function of the sample size? (2) If the sample size tends to infinity, does the optimal value converge to the “true” optimal value? Both questions will be answered in this paper. An explicit bound on the probability of violation is given and chain of lower bounds on the original multi-stage robust optimization problem provided. Numerical results dealing with a multi-stage inventory management problem show that the proposed approach works well for problems with two or three time periods while for larger ones the number of required samples is prohibitively large for computational tractability. Despite this, we believe that our results can be useful for problems with such small number of time periods, and it sheds some light on the challenge for problems with more time periods.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"347 3","pages":"1385 - 1423"},"PeriodicalIF":4.4,"publicationDate":"2025-03-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s10479-025-06545-4.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143925682","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Markov decision process and approximate dynamic programming for a patient assignment scheduling problem 一类病人分配调度问题的马尔可夫决策过程与近似动态规划
IF 4.4 3区 管理学
Annals of Operations Research Pub Date : 2025-03-11 DOI: 10.1007/s10479-025-06553-4
Małgorzata M. O’Reilly, Sebastian Krasnicki, James Montgomery, Mojtaba Heydar, Richard Turner, Pieter Van Dam, Peter Maree
{"title":"Markov decision process and approximate dynamic programming for a patient assignment scheduling problem","authors":"Małgorzata M. O’Reilly,&nbsp;Sebastian Krasnicki,&nbsp;James Montgomery,&nbsp;Mojtaba Heydar,&nbsp;Richard Turner,&nbsp;Pieter Van Dam,&nbsp;Peter Maree","doi":"10.1007/s10479-025-06553-4","DOIUrl":"10.1007/s10479-025-06553-4","url":null,"abstract":"<div><p>We study the patient assignment scheduling (PAS) problem in a random environment that arises in the management of patient flow in hospital systems, due to the stochastic nature of the arrivals as well as the length of stay (LoS) distribution. At the start of each time period, emergency patients in the waiting area of a hospital system need to be admitted to relevant wards. Decisions may involve allocation to less suitable wards, or transfers of the existing inpatients to accommodate higher priority cases when wards are at full capacity. However, the LoS for patients in non-primary wards may increase, potentially leading to long-term congestion. To assist with decision-making in this PAS problem, we construct a discrete-time Markov decision process over an infinite horizon, with multiple patient types and multiple wards. Since the instances of realistic size of this problem are not easy to solve, we develop numerical methods based on approximate dynamic programming. We demonstrate the application potential of our methodology under practical considerations with numerical examples, using parameters obtained from data at a tertiary referral hospital in Australia. We gain valuable insights, such as the number of patients in non-primary wards, the number of transferred patients, and the number of patients redirected to other facilities, under different policies that enhance the system’s performance. This approach allows for more realistic assumptions and can also help determine the appropriate size of wards for different patient types within the hospital system.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"347 3","pages":"1493 - 1531"},"PeriodicalIF":4.4,"publicationDate":"2025-03-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s10479-025-06553-4.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143925552","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Mixed frequency data and portfolio selection: A novel approach integrating DEA withmixed frequency data sources 混合频率数据和投资组合选择:一种将DEA与混合频率数据源集成的新方法
IF 4.4 3区 管理学
Annals of Operations Research Pub Date : 2025-03-10 DOI: 10.1007/s10479-025-06529-4
Weiqing Wang, Shuhao Liang, Liukai Wang, Yu Xiong
{"title":"Mixed frequency data and portfolio selection: A novel approach integrating DEA with\u0000mixed frequency data sources","authors":"Weiqing Wang,&nbsp;Shuhao Liang,&nbsp;Liukai Wang,&nbsp;Yu Xiong","doi":"10.1007/s10479-025-06529-4","DOIUrl":"10.1007/s10479-025-06529-4","url":null,"abstract":"<div><p>This paper presents an innovative approach to portfolio optimization by integrating key elements of asset selection, risk management, and portfolio rebalancing. We first employ the Mixed Data Sampling (MIDAS) model to accurately measure Expected Shortfall (ES). Then, the Range Directional Measure-based Data Envelopment Analysis is considered to assess the portfolio efficiency, which integrates ES, asset returns, and inter-asset correlations for asset selection. Finally, utilizing the mixed frequency data from the metal futures market, we compared the portfolio performance of the Global Minimum ES strategy and the Market Neutral strategy, which reveals that our framework always outperforms traditional benchmarks in multiple aspects. Our findings indicate that, under the comprehensive risk management, a weekly rebalancing strategy is more effective compared to a daily rebalancing scheme. Furthermore, our study demonstrates that stringent asset selection, as opposed to loose selection or non-selection, significantly enhances the overall portfolio performance under the comprehensive risk management. Collectively, this research underscores the necessity of judicious asset selection and rebalance strategies in the modern portfolio management, and validates the practical utility of the portfolio efficiency with DEA and the mixed frequency data sources with MIDAS scheme.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"347 3","pages":"1533 - 1565"},"PeriodicalIF":4.4,"publicationDate":"2025-03-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143925549","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
On (lambda )-cent-dians and generalized-center for network design: definitions and properties 论(lambda ) -分界点和网络设计的广义中心:定义和属性
IF 4.4 3区 管理学
Annals of Operations Research Pub Date : 2025-03-07 DOI: 10.1007/s10479-025-06536-5
Víctor Bucarey, Natividad González-Blanco, Martine Labbé, Juan A. Mesa
{"title":"On (lambda )-cent-dians and generalized-center for network design: definitions and properties","authors":"Víctor Bucarey,&nbsp;Natividad González-Blanco,&nbsp;Martine Labbé,&nbsp;Juan A. Mesa","doi":"10.1007/s10479-025-06536-5","DOIUrl":"10.1007/s10479-025-06536-5","url":null,"abstract":"<div><p>In this paper, we extend the notions of <span>(lambda )</span>-cent-dian and generalized-center from Facility Location Theory to the more intricate domain of Network Design. Our focus is on the task of designing a sub-network within a given underlying network while adhering to a budget constraint. This sub-network is intended to efficiently serve a collection of origin/destination pairs of demand. The <span>(lambda )</span>-cent-dian problem studies the balance between efficiency and equity. We investigate the properties of the <span>(lambda )</span>-cent-dian and generalized-center solution networks under the lens of equity, efficiency, and Pareto-optimality. We finally prove that the problems solved here are NP-hard.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"347 3","pages":"1193 - 1211"},"PeriodicalIF":4.4,"publicationDate":"2025-03-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143925588","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Improving empirical models and forecasts with saturation-based machine learning 利用基于饱和的机器学习改进经验模型和预测
IF 4.4 3区 管理学
Annals of Operations Research Pub Date : 2025-03-07 DOI: 10.1007/s10479-024-06373-y
Andrew B. Martinez, Neil R. Ericsson
{"title":"Improving empirical models and forecasts with saturation-based machine learning","authors":"Andrew B. Martinez,&nbsp;Neil R. Ericsson","doi":"10.1007/s10479-024-06373-y","DOIUrl":"10.1007/s10479-024-06373-y","url":null,"abstract":"<div><p>This paper combines two threads of Harry Markowitz’s research—uncertainty and data mining—to demonstrate a methodology for evaluating and improving the accuracy of empirical models and forecasts, focusing on forecasting. Machine learning with indicator saturation provides a generic framework that includes standard techniques for forecast evaluation, such as mean squared forecast errors, forecast encompassing, tests of predictive failure, and tests of bias and efficiency. Saturation techniques are applicable to both economic and non-economic models and forecasts. This paper illustrates the methodology with forecasts of the U.S. federal debt and of the U.S. labor market. Forecast evaluation is fundamental to assess the forecasts’ usefulness and to specify ways in which the forecasts may be improved.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"346 1","pages":"447 - 487"},"PeriodicalIF":4.4,"publicationDate":"2025-03-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143638510","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
The role of energy performance contracting in green financial incentives and achieving SDGs: environmental benefit or economic benefit 能源绩效合同在绿色金融激励和实现可持续发展目标中的作用:环境效益还是经济效益
IF 4.4 3区 管理学
Annals of Operations Research Pub Date : 2025-03-03 DOI: 10.1007/s10479-025-06517-8
Ruxia Lyu, Zhitang Li, Cuihua Zhang
{"title":"The role of energy performance contracting in green financial incentives and achieving SDGs: environmental benefit or economic benefit","authors":"Ruxia Lyu,&nbsp;Zhitang Li,&nbsp;Cuihua Zhang","doi":"10.1007/s10479-025-06517-8","DOIUrl":"10.1007/s10479-025-06517-8","url":null,"abstract":"<div><p>In the pursuit of low-carbon sustainable development, many nations have implemented stringent carbon taxes to reduce greenhouse gas emissions. These rigorous carbon tax regulations compel manufacturers to invest in green technologies, which can place a significant financial burden on them. To mitigate this strain, manufacturers may turn to bank loans or supplier-based financial incentives, such as supplier financing and energy performance contracting, to fund their green investments. Therefore, this paper examines the interplay between suppliers’ green financial incentives and manufacturers’ green finance options under carbon tax policies, aiming to identify Pareto optimal outcomes. Through game theory, some conclusions are obtained. First, manufacturers generally prefer supplier-based financial incentives over bank loans, with energy performance contracting favored at low tax rates and supplier financing at high tax rates. Second, from an economic standpoint, Pareto optimality between suppliers and manufacturers is achieved only through supplier financing under high carbon tax rates and low supplier financing interest rates. Third, energy performance contracting emerges as the optimal green financial incentive for promoting low-carbon sustainable development, thereby contributing to the achievement of sustainable development goals.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"347 3","pages":"1607 - 1641"},"PeriodicalIF":4.4,"publicationDate":"2025-03-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143925539","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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