Annals of Operations Research最新文献_第2页

Understanding cultural stress and mental health among Latinos in the us: probabilistic omnidirectional inference model

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2025-02-04 DOI: 10.1007/s10479-024-06448-w

Sumeyra Sahbaz, Kazim Topuz, Seth J. Schwartz, Pablo Montero-Zamora

{"title":"Understanding cultural stress and mental health among Latinos in the us: probabilistic omnidirectional inference model","authors":"Sumeyra Sahbaz, Kazim Topuz, Seth J. Schwartz, Pablo Montero-Zamora","doi":"10.1007/s10479-024-06448-w","DOIUrl":"10.1007/s10479-024-06448-w","url":null,"abstract":"<div><p>Recent evidence suggests that cultural stress might predict Latinos’ mental health outcomes. Yet, how two sources of cultural stress such as discrimination and negative context of reception are related to anxiety and depression is not well understood. This study aimed to investigate the impact of discrimination, negative context of reception, and demographic factors on anxiety and depression levels among 1426 Latino adults in the United States. Using two novel online simulators based on Bayesian Belief Networks, we explored how variations in these independent variables influence mental health outcomes. Our findings reveal that discrimination and negative context of reception significantly affect anxiety and depression, with discrimination being a stronger predictor. Generational status also played a key role, with second-generation Latinos experiencing worse mental health compared to the first generation. The item “To what extent do you feel that Americans have something against you?” was identified as the strongest predictor of mental health. Probabilistic machine learning approach allowed for the examination of complex interactions and non-linear relationships, providing deeper insights into the dynamics of cultural stressors and mental health. These findings suggest that addressing discrimination and negative context of reception could be vital for interventions aimed at improving the mental health of Latino populations. The use of online simulation tools in this research offers a novel method for subject-matter experts to explore and understand the intricate relationships between cultural stressors and mental health, potentially informing future prevention strategies.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"346 3","pages":"2461 - 2481"},"PeriodicalIF":4.4,"publicationDate":"2025-02-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143698432","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

Non-cooperative two-stage inverse DEA: a Stackelberg games approach for the efficiency analysis of China’s regional economic development and people’s living standards

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2025-02-02 DOI: 10.1007/s10479-025-06489-9

Mojtaba Ghiyasi, Luyao Zhao, Weiwei Zhu

引用次数: 0

Integrating multiple sources of ordinal information in portfolio optimization

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2025-01-31 DOI: 10.1007/s10479-025-06495-x

Eranda Çela, Stephan Hafner, Roland Mestel, Ulrich Pferschy

{"title":"Integrating multiple sources of ordinal information in portfolio optimization","authors":"Eranda Çela, Stephan Hafner, Roland Mestel, Ulrich Pferschy","doi":"10.1007/s10479-025-06495-x","DOIUrl":"10.1007/s10479-025-06495-x","url":null,"abstract":"<div><p>In this contribution we consider multiple qualitative views specified as total orders of the expected asset returns and discuss two different approaches for incorporating this input in a mean–variance portfolio optimization model. In the robust optimization approach we first compute a posterior expectation of asset returns for every given total order by an extension of the Black–Litterman (BL) framework. Then these expected asset returns are considered as possible input scenarios for robust optimization variants of the mean–variance portfolio model (max–min robustness, min-max regret robustness and soft robustness). In the order aggregation approach rules from social choice theory (Borda, Footrule, Copeland, Best-of-k and MC4) are used to aggregate the individual total orders into a single “consensus total order”. Then expected asset returns are computed for this “consensus total order” by the extended BL framework mentioned above. Finally, these expectations are used as an input of the classical mean–variance optimization. Using data from EUROSTOXX 50 and S&P 100 we empirically compare the success of the two approaches in the context of portfolio performance analysis and observe that aggregating orders by social choice methods mostly outperforms robust optimization based methods for both data sets and for different combinations of confidence and quality levels of the views.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"346 3","pages":"1967 - 1995"},"PeriodicalIF":4.4,"publicationDate":"2025-01-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s10479-025-06495-x.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143698506","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

Product line strategy for green and non-green products in hybrid platform retailing

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2025-01-31 DOI: 10.1007/s10479-025-06474-2

Shengliang Zong, Longbing Zhang, Ruoxi Lei

{"title":"Product line strategy for green and non-green products in hybrid platform retailing","authors":"Shengliang Zong, Longbing Zhang, Ruoxi Lei","doi":"10.1007/s10479-025-06474-2","DOIUrl":"10.1007/s10479-025-06474-2","url":null,"abstract":"<div><p>With the burgeoning success of platform retailing and increasing consumer environmental awareness, numerous green product manufacturers have opted to collaborate with e-tailers, leveraging hybrid channels for product distribution. While this practice holds significant promise, it poses substantial challenges for firms in formulating optimal product line strategies. In recognition of this, we develop a platform supply chain model in which the manufacturer and e-tailer cooperate to distribute green or non-green products through hybrid channels, aiming to comprehensively elucidate optimal product line strategies within this framework. Our analysis reveals that for the manufacturer, when the commission rate is low, a decline in green investment efficiency leads to a transition from a two-product line that distributes green products through marketplace channel to a green product line; conversely, when the commission rate is high, the optimal strategy evolves from a two-product line distributing green products via reselling channel to a green product line. For the e-tailer, a two-product line distributing green products through reselling channel is typically the optimal strategy in most scenarios. Notably, when both the commission rate and green investment efficiency are high, a two-product line distributing green products through marketplace channel, under conditions of mild channel competition, can create a win–win-win outcome for the manufacturers, e-tailer, and consumers.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"346 3","pages":"2349 - 2385"},"PeriodicalIF":4.4,"publicationDate":"2025-01-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143698507","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

Prediction and decoding of metaverse coin dynamics: a granular quest using MODWT-Facebook’s prophet-TBATS and XAI methodology

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2025-01-28 DOI: 10.1007/s10479-025-06491-1

Indranil Ghosh, Amith Vikram Megaravalli, Mohammad Zoynul Abedin, Kazim Topuz

{"title":"Prediction and decoding of metaverse coin dynamics: a granular quest using MODWT-Facebook’s prophet-TBATS and XAI methodology","authors":"Indranil Ghosh, Amith Vikram Megaravalli, Mohammad Zoynul Abedin, Kazim Topuz","doi":"10.1007/s10479-025-06491-1","DOIUrl":"10.1007/s10479-025-06491-1","url":null,"abstract":"<div><p>The growing media buzz and industry focus on the emergence and rapid development of Metaverse technology have paved the way for the escalation of multifaceted research. Specific Metaverse coins have come into existence, but they have barely seen any traction among practitioners despite their tremendous potential. The current work endeavors to deeply analyze the temporal characteristics of 6 Metaverse coins through the lens of predictive analytics and explain the forecasting process. The dearth of research imposes serious challenges in building the forecasting model. We resort to a granular prediction setup incorporating the Maximal Overlap Discrete Wavelet Transformation (MODWT) technique to disentangle the original series into subseries. Facebook's Prophet and TBATS algorithms are utilized to individually draw predictions on granular components. Aggregating components-wise forecasted figures achieve the final forecast. Facebook's Prophet is deployed in a multivariate setting, applying a set of explanatory features covering macroeconomic, technical, and social media indicators. Rigorous performance checks justify the efficiency of the integrated forecasting framework. Additionally, to interpret the black box typed prediction framework, two explainable artificial intelligence (XAI) frameworks, SHAP and LIME, are used to gauge the nature of the influence of the predictor variables, which serve several practical insights.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"346 3","pages":"2423 - 2459"},"PeriodicalIF":4.4,"publicationDate":"2025-01-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s10479-025-06491-1.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143698416","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

Optimizing wireless sensor networks deployment with coverage and connectivity requirements

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2025-01-23 DOI: 10.1007/s10479-025-06487-x

Luigi Di Puglia Pugliese, Francesca Guerriero, Nathalie Mitton

{"title":"Optimizing wireless sensor networks deployment with coverage and connectivity requirements","authors":"Luigi Di Puglia Pugliese, Francesca Guerriero, Nathalie Mitton","doi":"10.1007/s10479-025-06487-x","DOIUrl":"10.1007/s10479-025-06487-x","url":null,"abstract":"<div><p>The wireless sensor networks are widely studied in the scientific literature due to their practical importance. They are used for monitoring and surveillance of strategic areas, and tracking targets in several fields, such as military, battlefields, health care, agriculture, and industry. Challenges in wireless sensor networks are related to localization, routing, limited storage, and deployment of sensors. In this paper, we focus on deployment issues. While the main aim is to use the smallest number of sensors, a wireless sensor network has to ensure full coverage of the area of interest, collect the proper data, and guarantee that such data are available at a sink node, that plays the role of the central base station. We consider the problem of deploying the minimum number of sensors that are able to fully cover the area of interest, ensuring the connectivity of each sensor with the sink node. We propose a new formulation, based on both the set covering problem and the shortest paths problem from a single source to all destinations. The proposed model has been compared with the state-of-the-art considering instances inspired by the scientific literature. The numerical results highlight the superiority of the proposed formulation in terms of both efficiency and effectiveness.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"346 3","pages":"1997 - 2008"},"PeriodicalIF":4.4,"publicationDate":"2025-01-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143698597","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

Short-term interval-valued load forecasting with a combined strategy of iHW and multioutput machine learning

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2025-01-22 DOI: 10.1007/s10479-024-06446-y

Feng Gao, Jie Song, Xueyan Shao

{"title":"Short-term interval-valued load forecasting with a combined strategy of iHW and multioutput machine learning","authors":"Feng Gao, Jie Song, Xueyan Shao","doi":"10.1007/s10479-024-06446-y","DOIUrl":"10.1007/s10479-024-06446-y","url":null,"abstract":"<div><p>Interval-valued load forecasting is an important risk management tool for the utility companies and can provide more comprehensive and richer information to assist in decision-making. However, the existing literature mainly focused on point-valued load forecasting, neglecting the significance of interval-valued load forecasting. In this paper, we propose a combined framework based on interval Holt-Winters and multioutput machine leaning method to predict daily interval-valued load. Firstly, we improve the traditional Holt-Winters and propose interval Holt-Winters that takes account of the seasonal characteristics of daily load. Secondly, interval Holt-Winters is applied to predict daily interval-valued load series and obtain the forecasting results and residual series. Thirdly, multioutput machine learning models including multioutput support vector regression, interval multilayer perceptron and interval long short-term memory are employed to predict residual series and obtain the forecasting results of residual series, respectively. Finally, the final forecasting results of the daily interval-valued load are obtained by summing the forecasting results of interval Holt-Winters and residual series. Empirical results show that the proposed combined interval model outperforms the corresponding single interval model and has excellent robustness. Besides, compared with point forecasting models, the interval models have better performance.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"346 3","pages":"2009 - 2033"},"PeriodicalIF":4.4,"publicationDate":"2025-01-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143698595","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

An exact approach for bi-objective non-identical batch processing machines scheduling

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2025-01-21 DOI: 10.1007/s10479-025-06485-z

Shaoxiang Zheng, Naiming Xie, Qiao Wu

{"title":"An exact approach for bi-objective non-identical batch processing machines scheduling","authors":"Shaoxiang Zheng, Naiming Xie, Qiao Wu","doi":"10.1007/s10479-025-06485-z","DOIUrl":"10.1007/s10479-025-06485-z","url":null,"abstract":"<div><p>Batch scheduling aims to allocate jobs into several batches on batch-processing machines, and thus increases the production efficiency and has pervasive applications. This paper investigates a novel batch-processing machine scheduling problem, in which non-identical machines are capable of processing a batch of jobs simultaneously only if the knapsack constraints are fulfilled. The objectives are to minimize makespan and total energy consumption. The mixed-integer linear programming (MILP) is established, and an exact algorithm is then proposed to tackle such a bi-objective optimization problem. In each step, the makespan is treated as a <span>(epsilon )</span>-constraint, and the problem can be thus regarded as a non-identical batch processing machine scheduling problem with a common deadline (NBPMP-DL), aiming to minimize the total energy consumption. A branch-and-price approach along with some acceleration strategies is devised to solve NBPMP-DL efficiently. The novel aspects of our branch-and-price algorithm are the introduction of the new branching scheme, the design of the label-setting method and the branch-and-bound algorithm for the pricing problem. In computational experiments, the presented method’s performance is tested on randomly generated instances, and the results show that, on average, they outperform the off-the-shelf solver and some state-of-art algorithms from literature in a statistical sense.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"346 3","pages":"2307 - 2347"},"PeriodicalIF":4.4,"publicationDate":"2025-01-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143698557","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

A 5-approximation algorithm for the traveling tournament problem

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2025-01-21 DOI: 10.1007/s10479-025-06483-1

Jingyang Zhao, Mingyu Xiao

引用次数: 0

Multi-stage stochastic districting: optimization models and solution algorithms

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2025-01-17 DOI: 10.1007/s10479-024-06459-7

Anika Pomes, Antonio Diglio, Stefan Nickel, Francisco Saldanha-da-Gama

{"title":"Multi-stage stochastic districting: optimization models and solution algorithms","authors":"Anika Pomes, Antonio Diglio, Stefan Nickel, Francisco Saldanha-da-Gama","doi":"10.1007/s10479-024-06459-7","DOIUrl":"10.1007/s10479-024-06459-7","url":null,"abstract":"<div><p>This paper investigates a Multi-Stage Stochastic Districting Problem (MSSDP). The goal is to devise a districting plan (i.e., clusters of Territorial Units—TUs) accounting for uncertain parameters changing over a discrete multi-period planning horizon. The problem is cast as a multi-stage stochastic programming problem. It is assumed that uncertainty can be captured by a finite set of scenarios, which induces a scenario tree. Each node in the tree corresponds to the realization of all the stochastic parameters from the root node—the state of nature—up to that node. A mathematical programming model is proposed that embeds redistricting recourse decisions and other recourse actions to ensure that the districts are balanced regarding their activity. The model is tested on instances generated using literature data containing real geographical data. The results demonstrate the relevance of hedging against uncertainty in multi-period districting. Since the model is challenging to tackle using a general-purpose solver, a heuristic algorithm is proposed based on a restricted model. The computational results obtained give evidence that the approximate algorithm can produce high-quality feasible solutions within acceptable computation times.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"346 3","pages":"2225 - 2251"},"PeriodicalIF":4.4,"publicationDate":"2025-01-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s10479-024-06459-7.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143698513","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