Annals of Operations Research最新文献

Correction: Power utility maximization with expert opinions at fixed arrival times in a market with hidden gaussian drift 更正：在具有隐性高斯漂移的市场中，利用专家意见在固定到达时间实现电力效用最大化

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2024-09-19 DOI: 10.1007/s10479-024-06252-6

Abdelali Gabih, Hakam Kondakji, Ralf Wunderlich

引用次数: 0

Leveraging interpretable machine learning in intensive care 在重症监护中利用可解释的机器学习

IF 4.8 3区管理学

Annals of Operations Research Pub Date : 2024-09-19 DOI: 10.1007/s10479-024-06226-8

Lasse Bohlen, Julian Rosenberger, Patrick Zschech, Mathias Kraus

{"title":"Leveraging interpretable machine learning in intensive care","authors":"Lasse Bohlen, Julian Rosenberger, Patrick Zschech, Mathias Kraus","doi":"10.1007/s10479-024-06226-8","DOIUrl":"https://doi.org/10.1007/s10479-024-06226-8","url":null,"abstract":"In healthcare, especially within intensive care units (ICU), informed decision-making by medical professionals is crucial due to the complexity of medical data. Healthcare analytics seeks to support these decisions by generating accurate predictions through advanced machine learning (ML) models, such as boosted decision trees and random forests. While these models frequently exhibit accurate predictions across various medical tasks, they often lack interpretability. To address this challenge, researchers have developed interpretable ML models that balance accuracy and interpretability. In this study, we evaluate the performance gap between interpretable and black-box models in two healthcare prediction tasks, mortality and length-of-stay prediction in ICU settings. We focus specifically on the family of generalized additive models (GAMs) as powerful interpretable ML models. Our assessment uses the publicly available Medical Information Mart for Intensive Care dataset, and we analyze the models based on (i) predictive performance, (ii) the influence of compact feature sets (i.e., only few features) on predictive performance, and (iii) interpretability and consistency with medical knowledge. Our results show that interpretable models achieve competitive performance, with a minor decrease of 0.2–0.9 percentage points in area under the receiver operating characteristic relative to state-of-the-art black-box models, while preserving complete interpretability. This remains true even for parsimonious models that use only 2.2 % of patient features. Our study highlights the potential of interpretable models to improve decision-making in ICUs by providing medical professionals with easily understandable and verifiable predictions.","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":null,"pages":null},"PeriodicalIF":4.8,"publicationDate":"2024-09-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142251124","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

Data science and decision analytics 数据科学和决策分析

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2024-09-18 DOI: 10.1007/s10479-024-06272-2

Victoria C.P. Chen, Seoung Bum Kim

引用次数: 0

Designing resilient supply chain networks: a systematic literature review of mitigation strategies 设计具有抗灾能力的供应链网络：关于缓解战略的系统文献综述

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2024-09-18 DOI: 10.1007/s10479-024-06228-6

Abdolreza Roshani, Philip Walker-Davies, Glenn Parry

{"title":"Designing resilient supply chain networks: a systematic literature review of mitigation strategies","authors":"Abdolreza Roshani, Philip Walker-Davies, Glenn Parry","doi":"10.1007/s10479-024-06228-6","DOIUrl":"10.1007/s10479-024-06228-6","url":null,"abstract":"<div>With increased globalisation supply chain (SC) disruption significantly affects people, organisations and society. Supply chain network design (SCND) reduces the effects of disruption, employing mitigation strategies such as extra capacity and flexibility to make SCs resilient. Currently, no systematic literature review classifies mitigation strategies for SCND. This paper systematically reviews the literature on SCND, analysing proposed mitigation strategies and the methods used for their integration into quantitative models. First to understand the key failure drivers SCND literature is categorised using geography, with local, regional or global disruptions linked to vulnerable sections of a SC. Second, the strategies used in mathematical models to increase SC resilience are categorized as proactive, reactive, or SC design quality capabilities. Third, the relative performance of mitigation strategies is analysed to provide a comparison, identifying the most effective strategies in given contexts. Forth, mathematical modelling techniques used in resilient SCND are reviewed, identifying how strategies are integrated into quantitative models. Finally, gaps in knowledge, key research questions and future directions for researchers are described.</div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":null,"pages":null},"PeriodicalIF":4.4,"publicationDate":"2024-09-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s10479-024-06228-6.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142251122","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

How to improve “construct, merge, solve and adapt 如何改进 "构建、合并、解决和调整

IF 4.8 3区管理学

Annals of Operations Research Pub Date : 2024-09-17 DOI: 10.1007/s10479-024-06243-7

Jaume Reixach, Christian Blum

{"title":"How to improve “construct, merge, solve and adapt","authors":"Jaume Reixach, Christian Blum","doi":"10.1007/s10479-024-06243-7","DOIUrl":"https://doi.org/10.1007/s10479-024-06243-7","url":null,"abstract":"In this work, we propose a new variant of construct, merge, solve, and adapt (CMSA), which is a recently introduced hybrid metaheuristic for combinatorial optimization. Our newly proposed variant, named reinforcement learning CMSA (RL-CMSA), makes use of a reinforcement learning (RL) mechanism trained online with data gathered during the search process. In addition to generally outperforming standard CMSA, this new variant proves to be more flexible as it does not require a greedy function for the evaluation of solution components at each solution construction step. We present RL-CMSA as a general framework for enhancing CMSA by leveraging a simple RL learning process. Moreover, we study a range of specific designs for the employed learning mechanism. The advantages of the introduced CMSA variant are demonstrated in the context of the far from most string and minimum dominating set problems, showing the improvement in performance and simplicity with respect to standard CMSA. In particular, the best performing RL-CMSA variant proposed is statistically significantly better than the standard algorithm for both problems, obtaining 1.28% and 0.69% better results on average respectively.","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":null,"pages":null},"PeriodicalIF":4.8,"publicationDate":"2024-09-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142251156","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

Climbing university rankings under resources constraints: a combined approach integrating DEA and directed Louvain community detection 在资源限制条件下提升大学排名：将 DEA 和定向卢万社区检测相结合的方法

IF 4.8 3区管理学

Annals of Operations Research Pub Date : 2024-09-17 DOI: 10.1007/s10479-024-06219-7

Simone Di Leo, Alessandro Avenali, Cinzia Daraio, Joanna Wolszczak-Derlacz

{"title":"Climbing university rankings under resources constraints: a combined approach integrating DEA and directed Louvain community detection","authors":"Simone Di Leo, Alessandro Avenali, Cinzia Daraio, Joanna Wolszczak-Derlacz","doi":"10.1007/s10479-024-06219-7","DOIUrl":"https://doi.org/10.1007/s10479-024-06219-7","url":null,"abstract":"Over recent years, scholarly interest in universities’ allocation and effective utilisation of financial resources has been growing. When used efficiently, financial resources may improve universities’ quality of research and teaching, and therefore their positions in world university rankings. However, despite the relevance of financial efficiency to university placement in academic rankings, universities’ total available financial resources appear much more significant. In the present study, we propose an innovative methodology to determine realistic ranking targets for individual universities, based on their available financial resources. In particular, we combine data envelopment analysis, as developed by Banker et al. (Manag Sci 30(9):1078–1092, 1984), and a directed Louvain community detection algorithm to examine 318 universities across five countries, considering their ARWU scores alongside key financial indicators (i.e., long-term physical capital, total operating revenues). We identify clusters of universities with similar financial profiles and corresponding ARWU scores, as well as universities that have optimised their use of financial resources, representing benchmarks for similar universities to emulate. The approach is subsequently applied to Italian universities, as a specific national case. The findings may be useful for policy makers and university managers seeking reliable strategies for climbing academic rankings, particularly in countries with limited public investment in higher education.","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":null,"pages":null},"PeriodicalIF":4.8,"publicationDate":"2024-09-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142251121","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

New energy vehicle demand forecasting via an improved Bass model with perceived quality identified from online reviews 通过改进的 Bass 模型预测新能源汽车需求，并通过在线评论确定感知质量

IF 4.8 3区管理学

Annals of Operations Research Pub Date : 2024-09-16 DOI: 10.1007/s10479-024-06255-3

Yiwen Bian, Dai Shan, Xin Yan, Jing Zhang

{"title":"New energy vehicle demand forecasting via an improved Bass model with perceived quality identified from online reviews","authors":"Yiwen Bian, Dai Shan, Xin Yan, Jing Zhang","doi":"10.1007/s10479-024-06255-3","DOIUrl":"https://doi.org/10.1007/s10479-024-06255-3","url":null,"abstract":"As one source of user-generated content, online reviews embed vast quantities of important business information, significantly affecting consumer demand. In this study, we aim to propose a new forecasting approach to predict the demand for new energy vehicles (NEVs) by incorporating perceived quality measures extracted from online reviews into the traditional Bass model. To this end, we consider three crucial dimensions (i.e., emotional experience, defect perception, and brand/product image) and adopt text analysis techniques to mine perceived quality information from online reviews for NEVs comprehensively. Coping with the limited datasets, we further dynamically incorporate the mined perceived quality into the Bass model to improve the accuracy of new energy vehicle (NEV) demand forecasting. Finally, we meticulously conduct a series of experiments with crawled online reviews and historical sales of distinct NEV models. The experimental results demonstrate that the perceived quality measures identified from online reviews jointly affect the consumers’ purchasing decisions, and effectively enhance the performance of the NEV demand forecasting. Furthermore, some interesting and important findings are achieved based on the proposed methodology, including the time-lag effect of perceived quality on consumers’ purchasing decisions and the formulation of specific product strategies based on demand trends.","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":null,"pages":null},"PeriodicalIF":4.8,"publicationDate":"2024-09-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142251123","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

Frank–Wolfe and friends: a journey into projection-free first-order optimization methods 弗兰克-沃尔夫和朋友们：无投影一阶优化方法之旅

IF 4.8 3区管理学

Annals of Operations Research Pub Date : 2024-09-16 DOI: 10.1007/s10479-024-06251-7

Immanuel. M. Bomze, Francesco Rinaldi, Damiano Zeffiro

引用次数: 0

Interaction between rebate strategy and wholesale-ordering contracts under retailer optimism and information asymmetry 在零售商乐观和信息不对称的情况下，回扣策略与批发订购合同之间的相互作用

IF 4.8 3区管理学

Annals of Operations Research Pub Date : 2024-09-16 DOI: 10.1007/s10479-024-06269-x

Yini Zheng, Tiaojun Xiao

{"title":"Interaction between rebate strategy and wholesale-ordering contracts under retailer optimism and information asymmetry","authors":"Yini Zheng, Tiaojun Xiao","doi":"10.1007/s10479-024-06269-x","DOIUrl":"https://doi.org/10.1007/s10479-024-06269-x","url":null,"abstract":"The manufacturer-rebate where the manufacturer directly provides consumer rebates and the channel-rebate where the manufacturer stimulates downstream retailers to sell more products with channel rebates are two typical rebate strategies for manufacturers to increase sales. Considering the prevalence of rebate promotions and the downstream retailer’s optimism on the effect of rebating consumers, we incorporate rebate promotions, retailers’ optimism, and the corresponding information asymmetry issue into the manufacturer’s wholesale-ordering contract design problem. We find that with rebate promotions, the wholesale price and the order quantity should be higher than without rebate promotion. Specially, under the manufacturer-rebate strategy, the wholesale price and the order quantity should increase with the manufacturer’s rebate and the retailer’s optimism. However, under the channel-rebate strategy, the order quantity (the wholesale price) is no longer affected by the manufacturer’s rebate (the retailer’s optimism). Moreover, when the retailer’s optimism is private information, the retailer’s information distortion behaviors under the two rebate strategies are similar, but the manufacturer should accept different kinds of wholesale price-order quantity contract menus to reveal the retailer’s information and maximize profits. Specifically, under the manufacturer-rebate strategy (the channel-rebate strategy), differentiated contracts (a pooling contract) to different types of retailers are optimal. Besides, under the manufacturer-rebate strategy, the value of the rebate can play a moderating role in contract design. Hence, when the rebate is exogenously decided, the manufacturer can punish the retailer who is likely to distort information by decreasing the rebate.","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":null,"pages":null},"PeriodicalIF":4.8,"publicationDate":"2024-09-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142251157","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

Pay-to-play versus hybrid bundling for digital game platforms in digital decarbonization era 数字脱碳时代数字游戏平台的付费与混合捆绑模式

IF 4.8 3区管理学

Annals of Operations Research Pub Date : 2024-09-14 DOI: 10.1007/s10479-024-06233-9

Simeng Liu, Yashuang Wei, Guofang Nan, Dahui Li

{"title":"Pay-to-play versus hybrid bundling for digital game platforms in digital decarbonization era","authors":"Simeng Liu, Yashuang Wei, Guofang Nan, Dahui Li","doi":"10.1007/s10479-024-06233-9","DOIUrl":"https://doi.org/10.1007/s10479-024-06233-9","url":null,"abstract":"Digital game platforms have provided “pay-to-play” (P2P) games for players to purchase and play on platforms for many years. Recently, platforms have adopted the hybrid bundling (HB) strategy that provides a bundled service of digital games in addition to P2P games. This strategy has the potential to facilitate the growth of digital games and address efficient decarbonization of physical copies of games. This study develops a theoretic model to explore whether the platform should adopt HB and, if so, what are the optimal value and price of the bundled service. We find that HB benefits profits when the usage cost of the bundled service is lower than that of P2P games, the unit price of P2P games is relatively high, and the spillover effect is low. Under such circumstances, the platform decides to provide a low-value and high-price bundled service to supplement P2P games. Moreover, when the usage cost of the bundled service is higher, HB benefits market size which also promotes digital games and reduces carbon emissions. Under such circumstances, when the unit price of P2P games is high, the platform provides a high-value and low-price service; otherwise, a low-value and low-price service. Interestingly, HB cannot simultaneously benefit both profits and market size. We find that a win–win–win situation exists for the platform, players, and social welfare when HB is profitable for the platform. When HB expands market size, it is always beneficial to players but may hurt social welfare. Finally, the bundled service may lead to social inefficiency.","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":null,"pages":null},"PeriodicalIF":4.8,"publicationDate":"2024-09-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142251158","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