Annals of Operations Research最新文献_第3页

Draw procedures for balanced 3-team group rounds in sports competitions 体育竞赛三队小组平衡赛的抽签程序

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2025-02-06 DOI: 10.1007/s10479-025-06497-9

Pablo Laliena, F. Javier López

引用次数: 0

Understanding cultural stress and mental health among Latinos in the us: probabilistic omnidirectional inference model 了解美国拉丁美洲人的文化压力和心理健康：概率全向推理模型

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 非合作两阶段逆DEA：中国区域经济发展与人民生活水平效率分析的Stackelberg博弈方法

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

Advanced synergy-driven algorithms for bid generation in transportation auctions 先进的协同驱动算法在运输拍卖投标生成

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2025-02-01 DOI: 10.1007/s10479-025-06492-0

Md. Rakibul Hasan, Chefi Triki, Adel Elomri, Abrar Tasneem Abir

{"title":"Advanced synergy-driven algorithms for bid generation in transportation auctions","authors":"Md. Rakibul Hasan, Chefi Triki, Adel Elomri, Abrar Tasneem Abir","doi":"10.1007/s10479-025-06492-0","DOIUrl":"10.1007/s10479-025-06492-0","url":null,"abstract":"<div><p>Securing transportation services is crucial for supply chain management (SCM), as it constitutes the most significant expense within this domain. Implementing an effective bid generation strategy in combinatorial auctions (CAs) as a procurement mechanism to secure these services is vital for enhancing SCM efficiency. This study presents an advanced approach for quantifying synergy within the transportation network, aiming to identify the optimal bundles of auctioned contracts (AC). An efficient synergy-based bid generation algorithm has been developed to determine the optimal bids to be submitted within a transportation CA framework. This approach addresses two scenarios: one that considers service time limitations and another that allows for flexibility in early time constraints for the AC. The study investigates the potential of implementing a discount system by achieving savings through a relaxed time approach. It also examines the system’s effectiveness in promoting more efficient transportation by minimizing travel distances on roadways in relaxed early-time cases. This research provides an efficient solution to the bid generation problem (BGP) with high dimensionality. Results indicate that the BGP having 550 booked contracts (BC), 800 AC, and 220 cities is solved within a reasonable timeframe. Furthermore, the study found that the computational complexity of the synergy-based BGP relies more on the ratio of the number of AC to BC rather than solely on the number of AC.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"347 3","pages":"1339 - 1384"},"PeriodicalIF":4.4,"publicationDate":"2025-02-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143925497","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

Value-at-risk constrained portfolios in incomplete markets: a dynamic programming approach to Heston’s model 不完全市场中风险价值约束的投资组合：赫斯顿模型的动态规划方法

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2025-01-31 DOI: 10.1007/s10479-024-06390-x

Marcos Escobar-Anel, Yevhen Havrylenko, Rudi Zagst

{"title":"Value-at-risk constrained portfolios in incomplete markets: a dynamic programming approach to Heston’s model","authors":"Marcos Escobar-Anel, Yevhen Havrylenko, Rudi Zagst","doi":"10.1007/s10479-024-06390-x","DOIUrl":"10.1007/s10479-024-06390-x","url":null,"abstract":"<div><p>We solve an expected utility-maximization problem with a Value-at-risk constraint on the terminal portfolio value in an incomplete financial market due to stochastic volatility. To derive the optimal investment strategy, we use the dynamic programming approach. We demonstrate that the value function in the constrained problem can be represented as the expected modified utility function of a vega-neutral financial derivative on the optimal terminal wealth in the unconstrained utility-maximization problem. Via the same financial derivative, the optimal wealth and the optimal investment strategy in the constrained problem are linked to the optimal wealth and the optimal investment strategy in the unconstrained problem. In numerical studies, we substantiate the impact of risk aversion levels and investment horizons on the optimal investment strategy. We observe a <span>(20%)</span> relative difference between the constrained and unconstrained allocations for average parameters in a low-risk-aversion short-horizon setting.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"347 3","pages":"1265 - 1309"},"PeriodicalIF":4.4,"publicationDate":"2025-01-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s10479-024-06390-x.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143925503","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

Integrating multiple sources of ordinal information in portfolio optimization 组合优化中多个有序信息源的集成

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 混合平台零售中绿色与非绿色产品的产品线策略

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

Network restructuring for dynamic flow improvement 动态流量改善的网络重组

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2025-01-29 DOI: 10.1007/s10479-025-06496-w

Tanka Nath Dhamala, Durga Prasad Khanal, Stephan Dempe

{"title":"Network restructuring for dynamic flow improvement","authors":"Tanka Nath Dhamala, Durga Prasad Khanal, Stephan Dempe","doi":"10.1007/s10479-025-06496-w","DOIUrl":"10.1007/s10479-025-06496-w","url":null,"abstract":"<div><p>The increasing number of frequent disasters caused by global climatic unbalances, earthquakes and flooding highly demand scientific emergency plannings of the urban cities. As many urban metropolitan areas are suffered by increasing entry of vehicles into very classical narrow-road city network within weak infrastructure, the traffic move in case of emergencies becomes horrible, particularly at bottleneck road sections. Improving their capability is subject to the budgetary constraints. In this paper, we consider the bottleneck congestion problem and present interesting mathematical formulations where speed and thereby arc travel times are adjusted so that the traffic congestion at bottlenecks are relaxed. Polynomial time algorithms are presented with their correctness proofs for the quickest flow and priority based flow maximization problems. The problem is solved in two phases. In the first phase, the model with objective of priority based flow maximization allows storage of excess flow at intermediate nodes. In addition, the model is extended to the quickest flow objective which pushes all stored flow taking the minimum additional time to the final destination. Moreover, both models are also solved with lane reversal strategy. By applying these combined approaches (flow maximization, time minimization, excess flow storage, pushing the excess flow to the sink and contraflow), the solution is improved significantly. Some illustrations are highlighted that shows the novelty of the integrated new models.\u0000</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"347 3","pages":"1213 - 1247"},"PeriodicalIF":4.4,"publicationDate":"2025-01-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143925488","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 预测和解码虚拟货币动态：使用MODWT-Facebook的prophet-TBATS和XAI方法的颗粒任务

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

From rants to raves: unraveling movie critics’ reviews with explainable artificial intelligence 从咆哮到狂欢：用可解释的人工智能解开影评人的评论

IF 4.4 3区管理学

Annals of Operations Research Pub Date : 2025-01-24 DOI: 10.1007/s10479-025-06484-0

Nolan M. Talaei, Asil Oztekin, Luvai Motiwalla

{"title":"From rants to raves: unraveling movie critics’ reviews with explainable artificial intelligence","authors":"Nolan M. Talaei, Asil Oztekin, Luvai Motiwalla","doi":"10.1007/s10479-025-06484-0","DOIUrl":"10.1007/s10479-025-06484-0","url":null,"abstract":"<div><p>Text classification and sentiment analysis are well-established methodologies, but the explainability of text classification needs to be adequately explored. There is a growing emphasis on making machine learning more interpretable and explainable. To address this, we used the Rotten Tomatoes movies and critic reviews dataset to explore the use of eXplainable Artificial Intelligence (XAI) methods in combination with various machine learning algorithms to identify words and features in text that can predict the label of the text which is related to sentiment of the text. We began by feature engineering through linguistic inquiry and word count to extract a series of features from the text. Then, we used classification-based machine learning algorithms to predict the label (i.e., fresh/rotten). We surveyed different algorithms to find the best-performing model based on performance metrics such as the Receiver Operating Characteristic (ROC) curve and confusion matrix. Finally, we applied global and local model-agnostic XAI methods to the best-performing algorithm to make the machine learning model interpretable and identify and explain which text features drove the prediction.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"347 2","pages":"937 - 957"},"PeriodicalIF":4.4,"publicationDate":"2025-01-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143925716","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