Annals of Operations Research最新文献_第8页

Correction: Evaluation of green supply chain resilience considering environmental regulation: an improved group decision-making approach 修正：考虑环境规制的绿色供应链弹性评价：一种改进的群体决策方法

IF 4.5 3区管理学

Annals of Operations Research Pub Date : 2025-04-04 DOI: 10.1007/s10479-025-06563-2

Jiafu Su, Yijun Chen, Hongyu Liu, Xiaoli Zhang, Junjun Li

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

引用次数: 0

Explainable gradient boosting for corporate crisis forecasting in Italian businesses 意大利企业危机预测的可解释梯度提升

IF 4.5 3区管理学

Annals of Operations Research Pub Date : 2025-04-04 DOI: 10.1007/s10479-025-06570-3

Fabrizio Maturo, Donato Riccio, Andrea Mazzitelli, Giuseppe Maria Bifulco, Francesco Paolone

{"title":"Explainable gradient boosting for corporate crisis forecasting in Italian businesses","authors":"Fabrizio Maturo, Donato Riccio, Andrea Mazzitelli, Giuseppe Maria Bifulco, Francesco Paolone","doi":"10.1007/s10479-025-06570-3","DOIUrl":"10.1007/s10479-025-06570-3","url":null,"abstract":"<div><p>Scholars have taken a keen interest in predicting corporate crises in the past decades. However, most studies focused on classical parametric models that, by their nature, can consider few predictors and interactions and must respect numerous assumptions. Over the past few years, the economy has faced a severe structural crisis that has resulted in significantly lower income, cash, and capital levels than in the past. This crisis has led to insolvency and bankruptcy in many cases. Hence, there is a renewed interest in research for new models for forecasting business crises using novel advanced machine learning techniques. This study aims to develop a model that achieves state-of-the-art accuracy while being fully interpretable, overcoming the limitations of previous research. The model demonstrates excellent predictive performance on par with black-box approaches while maintaining complete transparency by leveraging Explainable Boosting Machines, an intrinsically interpretable tree-based ensemble method, and hyperparameter optimization. The approach automatically considers all possible interactions and uncovers relevant aspects not considered in past studies. This line of research provides compelling results that can bring new insights to the literature on corporate crisis prediction. The interpretable nature of the model is a key advancement, enabling practical application and a deeper understanding of the factors driving corporate financial distress.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"353 2","pages":"815 - 839"},"PeriodicalIF":4.5,"publicationDate":"2025-04-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145296463","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: formulations and algorithms 论(lambda ) -中心论-网络设计的广义中心：公式和算法

IF 4.5 3区管理学

Annals of Operations Research Pub Date : 2025-04-03 DOI: 10.1007/s10479-025-06583-y

Víctor Bucarey, Natividad González-Blanco, Martine Labbé, Juan A. Mesa

{"title":"On (lambda )-cent-dians and generalized-center for network design: formulations and algorithms","authors":"Víctor Bucarey, Natividad González-Blanco, Martine Labbé, Juan A. Mesa","doi":"10.1007/s10479-025-06583-y","DOIUrl":"10.1007/s10479-025-06583-y","url":null,"abstract":"<div><p>In this paper, we study the <span>(lambda )</span>-centdian problem in the domain of network design. The focus is on 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 demand pairs. We extend the work presented in Bucarey et al. (On <span>(lambda )</span>-cent-dians and generalized-center for network design: definitions and properties, 2024), providing an algorithmic perspective on the generalized <span>(lambda )</span>-centdian problem. In particular, we provide a mathematical formulation for <span>(lambda ge 0)</span> and discuss the bilevel structure of this problem for <span>(lambda >1)</span>. Furthermore, we describe a procedure to obtain a complete parametrization of the Pareto-optimality set based on solving two mixed integer linear formulations by introducing the concept of maximum <span>(lambda )</span>-cent-dian. We evaluate the quality of the different solution concepts using some inequality measures. Finally, for <span>(lambda in [0,1])</span>, we study the implementation of a Benders decomposition method to solve it at scale.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"349 3","pages":"1553 - 1573"},"PeriodicalIF":4.5,"publicationDate":"2025-04-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145161067","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

Characterizations of the (textbf{u})-prenucleolus by dually-(textbf{u})-essential coalitions 双(textbf{u}) -基本联盟对(textbf{u}) -前核仁的表征

IF 4.5 3区管理学

Annals of Operations Research Pub Date : 2025-03-31 DOI: 10.1007/s10479-025-06549-0

Zsófia Dornai, Miklós Pintér

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

引用次数: 0

Minimum-cardinality global defensive alliances in general graphs 一般图中的最小基数全球防御联盟

IF 4.5 3区管理学

Annals of Operations Research Pub Date : 2025-03-26 DOI: 10.1007/s10479-025-06571-2

André Rossi, Alok Singh

{"title":"Minimum-cardinality global defensive alliances in general graphs","authors":"André Rossi, Alok Singh","doi":"10.1007/s10479-025-06571-2","DOIUrl":"10.1007/s10479-025-06571-2","url":null,"abstract":"<div><p>A subset <i>S</i> of vertices of an undirected graph <i>G</i> is a defensive alliance if at least half of the vertices in the closed neighborhood of each vertex of <i>S</i> are in <i>S</i>. A defensive alliance is a global defensive alliance if it is also a dominating set of <i>G</i>. This paper addresses the problem of finding minimum-cardinality global defensive alliances for general graphs. Two integer linear programming formulations are proposed to address this problem, the second one being an improved version of the first one in which the constraints are attempted for tightening with a cubing-time algorithm. Two new lower bounds on the cardinality of a defensive global alliance are proposed: the first one is based on a linear time algorithm and is shown to be tighter than three of the four lower bounds from the literature, and the second one is derived from the linear programming relaxation of the aforementioned integer linear programming formulations of the problem. An upper bound on the global defensive alliance number is obtained using a greedy peeling algorithm that is shown to be at least as good as an upper bound of the literature, however it is also shown that the proposed algorithm may be unable to find an optimal solution for some graphs. Finally, numerical experiments are carried out on the 78 DIMACS instances and on 75 Erdős-Rényi graphs with up to 10,000 vertices in order to show the effectiveness of the proposed approaches.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"349 3","pages":"1891 - 1931"},"PeriodicalIF":4.5,"publicationDate":"2025-03-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145170149","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

Optimal firm behavior under pollution irreversibility risk, and distance to irreversibility thresholds 污染不可逆性风险下的最优企业行为和到不可逆性阈值的距离

IF 4.5 3区管理学

Annals of Operations Research Pub Date : 2025-03-25 DOI: 10.1007/s10479-025-06566-z

R. Boucekkine, W. Ruan, B. Zou

引用次数: 0

Going faster to see further: graphics processing unit-accelerated value iteration and simulation for perishable inventory control using JAX 以更快的速度看得更远：图形处理单元加速的值迭代和使用JAX的易腐库存控制模拟。

IF 4.5 3区管理学

Annals of Operations Research Pub Date : 2025-03-24 DOI: 10.1007/s10479-025-06551-6

Joseph Farrington, Wai Keong Wong, Kezhi Li, Martin Utley

{"title":"Going faster to see further: graphics processing unit-accelerated value iteration and simulation for perishable inventory control using JAX","authors":"Joseph Farrington, Wai Keong Wong, Kezhi Li, Martin Utley","doi":"10.1007/s10479-025-06551-6","DOIUrl":"10.1007/s10479-025-06551-6","url":null,"abstract":"<div><p>Value iteration can find the optimal replenishment policy for a perishable inventory problem, but is computationally demanding due to the large state spaces that are required to represent the age profile of stock. The parallel processing capabilities of modern graphics processing units (GPUs) can reduce the wall time required to run value iteration by updating many states simultaneously. The adoption of GPU-accelerated approaches has been limited in operational research relative to other fields like machine learning, in which new software frameworks have made GPU programming widely accessible. We used the Python library JAX to implement value iteration and simulators of the underlying Markov decision processes in a high-level interface, and relied on this library’s function transformations and compiler to efficiently utilize GPU hardware. Our method can extend use of value iteration to settings that were previously considered infeasible or impractical. We demonstrate this on example scenarios from three recent studies which include problems with over 16 million states and additional problem features, such as substitution between products, that increase computational complexity. We compare the performance of the optimal replenishment policies to heuristic policies, fitted using simulation optimization in JAX which allowed the parallel evaluation of multiple candidate policy parameters on thousands of simulated years. The heuristic policies gave a maximum optimality gap of 2.49%. Our general approach may be applicable to a wide range of problems in operational research that would benefit from large-scale parallel computation on consumer-grade GPU hardware.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"349 3","pages":"1609 - 1638"},"PeriodicalIF":4.5,"publicationDate":"2025-03-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC12350524/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144871103","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

N-player and mean field games among fund managers considering excess logarithmic returns 考虑超额对数收益的基金经理之间的n玩家和平均场博弈

IF 4.5 3区管理学

Annals of Operations Research Pub Date : 2025-03-22 DOI: 10.1007/s10479-025-06576-x

Guohui Guan, Jiaqi Hu, Zongxia Liang

{"title":"N-player and mean field games among fund managers considering excess logarithmic returns","authors":"Guohui Guan, Jiaqi Hu, Zongxia Liang","doi":"10.1007/s10479-025-06576-x","DOIUrl":"10.1007/s10479-025-06576-x","url":null,"abstract":"<div><p>This paper studies the competition among multiple fund managers with relative performance over the excess logarithmic return. Fund managers compete with each other and have expected utility or mean-variance criteria for excess logarithmic return. Each fund manager possesses a unique risky asset, and all fund managers can also invest in a public risk-free asset and a public risk asset. We construct both an <i>n</i>-player game and a mean field game (MFG) to address the competition problem under these two criteria. We explicitly define and rigorously solve the equilibrium and mean field equilibrium (MFE) for each criteria. In the four models, the excess logarithmic return as the evaluation criterion of the fund leads to the allocation fractions being constant. The introduction of the public risky asset yields different outcomes, with competition primarily affecting the investment in public assets, particularly evident in the MFG. We demonstrate that the MFE of the MFG represents the limit of the <i>n</i>-player game’s equilibrium as the competitive scale <i>n</i> approaches infinity. Finally, the sensitivity analyses of the equilibrium are given.</p></div>","PeriodicalId":8215,"journal":{"name":"Annals of Operations Research","volume":"349 3","pages":"1663 - 1691"},"PeriodicalIF":4.5,"publicationDate":"2025-03-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145168331","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