Central European Journal of Operations Research最新文献

60 years of OR in Slovenia: development from a first conference to a vibrant community. 斯洛文尼亚OR 60年：从第一次会议发展成为一个充满活力的社区。

IF 1.7 4区管理学

Central European Journal of Operations Research Pub Date : 2023-06-09 DOI: 10.1007/s10100-023-00859-z

Janez Povh, Lidija Zadnik Stirn, Janez Žerovnik

引用次数: 0

Estimation of the potential GDP by a new robust filter method. 用一种新的稳健滤波方法估算潜在GDP。

IF 1.7 4区管理学

Central European Journal of Operations Research Pub Date : 2023-03-28 DOI: 10.1007/s10100-023-00851-7

Éva Gyurkovics, Tibor Takács

{"title":"Estimation of the potential GDP by a new robust filter method.","authors":"Éva Gyurkovics, Tibor Takács","doi":"10.1007/s10100-023-00851-7","DOIUrl":"10.1007/s10100-023-00851-7","url":null,"abstract":"The first purpose of this paper is to propose a theoretically new robust filter method to estimate non-observable macroeconomic indicators. The second purpose is to apply the proposed method to estimate the Hungarian potential GDP in 2000-2021. The novelty of the proposed filter method is that - unlike papers published so far - it does not require the stability of the dynamic model, only a partial stability condition must be satisfied. Moreover, such time-dependent uncertainties and nonlinearities can arise in the model that satisfy a general quadratic constraint. An important advantage of the proposed robust filter method over the traditional Kalman filter is that no stochastic assumptions is needed that may not be valid for the problem at hand. The proposed filter method has never been applied to estimate the potential GDP. To estimate the Hungarian potential GDP, the proposed method is applied using uni-, bi- and trivariate models. Estimations up to 2021 has not been published yet for the Hungarian economy. The examined period includes both the financial world crisis and the Covid-19 crisis. The results of the different models are consistent. It turned out that the economic policy was very procyclical after 2012, and the GDP gap was still positive during and also after the Covid-19 crisis.","PeriodicalId":9689,"journal":{"name":"Central European Journal of Operations Research","volume":" ","pages":"1-25"},"PeriodicalIF":1.7,"publicationDate":"2023-03-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10044105/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"10092434","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"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

Should fiscal policies be centralized in a monetary union? A dynamic game approach. 财政政策应该集中在货币联盟中吗？动态游戏方法。

IF 1.7 4区管理学

Central European Journal of Operations Research Pub Date : 2023-03-14 DOI: 10.1007/s10100-023-00846-4

Dmitri Blueschke, Viktoria Blueschke-Nikolaeva, Reinhard Neck

{"title":"Should fiscal policies be centralized in a monetary union? A dynamic game approach.","authors":"Dmitri Blueschke, Viktoria Blueschke-Nikolaeva, Reinhard Neck","doi":"10.1007/s10100-023-00846-4","DOIUrl":"10.1007/s10100-023-00846-4","url":null,"abstract":"In this paper we analyze dynamic interactions in a monetary union with three fiscal players (the governments of the countries concerned) and a common central bank in the presence of exogenous shocks. The model is calibrated for the euro area and includes a fiscally more solid core block denoted as country 1 as well as a fiscally less solid periphery block represented by countries 2 and 3. Introducing two periphery countries allows us to capture different attitudes of the periphery countries towards the goal of sustainable fiscal performance. Moreover, different coalition scenarios are modelled in this study including a fiscal union, a coalition of periphery countries and a coalition of fiscal-stability oriented countries. The exogenous shocks are calibrated in such a way as to describe the last major crises in the euro area, namely the financial crisis, the European sovereign debt crisis, the Covid-19 crisis, and the Ukraine war (energy price) crisis. Using the OPTGAME algorithm we calculate a cooperative Pareto and non-cooperative feedback Nash equilibrium solutions for the modelled scenarios. The fully cooperative solution yields the best results. The different non-cooperative scenarios allow insights into the underlying trade-off between economic growth, price stability and fiscal stability.","PeriodicalId":9689,"journal":{"name":"Central European Journal of Operations Research","volume":" ","pages":"1-20"},"PeriodicalIF":1.7,"publicationDate":"2023-03-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10010968/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"9680220","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"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

Evaluating the capacity of paired comparison methods to aggregate rankings of separate groups. 评估配对比较法汇总不同群体排名的能力。

IF 1.7 4区管理学

Central European Journal of Operations Research Pub Date : 2023-02-12 DOI: 10.1007/s10100-023-00839-3

Éva Orbán-Mihálykó, Csaba Mihálykó, László Gyarmati

引用次数: 0

Optimal vaccination strategies using a distributed model applied to COVID-19. 基于分布式模型的COVID-19疫苗接种优化策略

IF 1.7 4区管理学

Central European Journal of Operations Research Pub Date : 2023-01-01 DOI: 10.1007/s10100-022-00819-z

Georgi Angelov, Raimund Kovacevic, Nikolaos I Stilianakis, Vladimir M Veliov

{"title":"Optimal vaccination strategies using a distributed model applied to COVID-19.","authors":"Georgi Angelov, Raimund Kovacevic, Nikolaos I Stilianakis, Vladimir M Veliov","doi":"10.1007/s10100-022-00819-z","DOIUrl":"https://doi.org/10.1007/s10100-022-00819-z","url":null,"abstract":"Optimal distribution of vaccines to achieve high population immunity levels is a desirable aim in infectious disease epidemiology. A distributed optimal control epidemiological model that accounts for vaccination was developed and applied to the case of the COVID-19 pandemic. The model proposed here is nonstandard and takes into account the heterogeneity of the infected sub-population with respect to the time since infection, which is essential in the case of COVID-19. Based on the epidemiological characteristics of COVID-19 we analyze several vaccination scenarios and an optimal vaccination policy. In particular we consider random vaccination over the whole population and the prioritization of age groups such as the elderly and compare the effects with the optimal solution. Numerical results of the model show that random vaccination is efficient in reducing the overall number of infected individuals. Prioritization of the elderly leads to lower mortality though. The optimal strategy in terms of total deaths is early prioritization of those groups having the highest contact rates.","PeriodicalId":9689,"journal":{"name":"Central European Journal of Operations Research","volume":"31 2","pages":"499-521"},"PeriodicalIF":1.7,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9461439/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"9155908","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"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: 4

Challenges for ATM management in times of market variability caused by the COVID-19 pandemic crisi. 在COVID-19大流行危机造成的市场波动时期，ATM管理面临的挑战。

IF 1.7 4区管理学

Central European Journal of Operations Research Pub Date : 2023-01-01 DOI: 10.1007/s10100-022-00816-2

Marcin Suder, Tomasz Wójtowicz, Rafał Kusa, Henryk Gurgul

{"title":"Challenges for ATM management in times of market variability caused by the COVID-19 pandemic crisi.","authors":"Marcin Suder, Tomasz Wójtowicz, Rafał Kusa, Henryk Gurgul","doi":"10.1007/s10100-022-00816-2","DOIUrl":"https://doi.org/10.1007/s10100-022-00816-2","url":null,"abstract":"One of the most important issues related to the management of an Automatic Teller Machine (ATM) network is the correct forecasting of the demand for cash. Typically, this demand, expressed as the value or number of ATM withdrawals, has some regularities that can be used to evaluate future values for these variables. However, forecasting becomes a challenge when a crisis occurs that could affect the behavior of ATM users. In this context, it is important to identify how the development of the crisis and the various information concerning it may affect people's attitudes to cash. This study aims to examine the impact of the COVID-19 pandemic on the behavior of ATM customers. On the basis of daily data from 81 ATMs, we analyze the changes in the value and number of withdrawals just before and during the COVID-19 pandemic in Poland. An event study analysis allows us to determine precisely the moments in which changes in user behavior took place. This means that it is also possible to examine the reaction of ATM users to the announcement and implementation of the pandemic restrictions, and to determine the factors that had an impact on the change in people's attitude to cash. Such a study is also important from a sociological point of view, as it enables one to understand people's reactions to the emerging crisis. Hence, its results may be useful not only for managers of ATM networks, but also for various authorities and policy makers.","PeriodicalId":9689,"journal":{"name":"Central European Journal of Operations Research","volume":"31 2","pages":"445-465"},"PeriodicalIF":1.7,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9648898/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"9212527","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"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

Robust portfolio optimization for banking foundations: a CVaR approach for asset allocation with mandatory constraints. 银行基础的稳健投资组合优化:具有强制性约束的资产配置CVaR方法。

IF 1.7 4区管理学

Central European Journal of Operations Research Pub Date : 2023-01-01 DOI: 10.1007/s10100-022-00821-5

Maria Cristina Arcuri, Gino Gandolfi, Fabrizio Laurini

引用次数: 0

A goal programming model for two-stage COVID19 test sampling centers location-allocation problem. 两阶段covid - 19测试采样中心定位-分配问题的目标规划模型。

IF 1.7 4区管理学

Central European Journal of Operations Research Pub Date : 2023-01-01 DOI: 10.1007/s10100-022-00797-2

Yusuf Kuvvetli

{"title":"A goal programming model for two-stage COVID19 test sampling centers location-allocation problem.","authors":"Yusuf Kuvvetli","doi":"10.1007/s10100-022-00797-2","DOIUrl":"https://doi.org/10.1007/s10100-022-00797-2","url":null,"abstract":"The COVID19 virus, which first appeared in Wuhan, China, and has become a pandemic in a short time, has threatened the health system in many countries and put it into a bottleneck. Simultaneously, the second wave's expectation spread it necessary to plan the health services correctly. In this study, a location-allocation problem in the two-echelon system, which considers different test sampling alternatives, is examined to obtain test sampling centers' location-allocation. The problem is modeled as a goal programming model to create a network that tests samples at a minimum total distance, establishes a minimum number of test sampling centers, and reaches the distance of PCR test laboratories at minimum total distances. The proposed model is applied as a case study for the two cities located in Turkey, and the obtained locations and inventory levels of each location are presented. Besides, different scenarios are examined to understand the structure of the model. As a result, only testing in hospitals will increase the risk of contamination. Since testing at all points will not be possible administratively, it will be ensured that the most appropriate location-allocation decisions are taken by considering all the proposed model's objectives.","PeriodicalId":9689,"journal":{"name":"Central European Journal of Operations Research","volume":"31 1","pages":"1-20"},"PeriodicalIF":1.7,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9034448/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"10569379","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"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: 3

A deterministic model for the inventory policy of countries for procurement of vaccines. 各国疫苗采购库存政策的确定性模型。

IF 1.7 4区管理学

Central European Journal of Operations Research Pub Date : 2022-12-09 DOI: 10.1007/s10100-022-00831-3

Aysun Pınarbaşı, Béla Vizvári

引用次数: 0

Distorted probability operator for dynamic portfolio optimization in times of socio-economic crisis. 社会经济危机时期用于动态组合优化的扭曲概率算子。

IF 1.7 4区管理学

Central European Journal of Operations Research Pub Date : 2022-12-09 DOI: 10.1007/s10100-022-00834-0

Kerem Uğurlu, Tomasz Brzeczek

引用次数: 0