Journal: Computational Management Science

Found 180 papers in total
Optimal trial duration times for multiple change points products lifetime distributions
Optimal trial duration times for multiple change points products lifetime distributions
2017,
An interesting problem in reliability is to determine the optimal burn‐in time....
Pricing catastrophe bonds with multistage stochastic programming
Pricing catastrophe bonds with multistage stochastic programming
2017,
In this paper we present a method of pricing catastrophe bonds (cat bonds) using...
Fast binomial procedures for pricing Parisian/ParAsian options
Fast binomial procedures for pricing Parisian/ParAsian options
2017,
The discrete procedures for pricing Parisian/ParAsian options depend, in general, on...
Quality evaluation of scenario-tree generation methods for solving stochastic programming problems
Quality evaluation of scenario-tree generation methods for solving stochastic programming problems
2017,
This paper addresses the generation of scenario trees to solve stochastic programming...
Regularised gradient boosting for financial time-series modelling
Regularised gradient boosting for financial time-series modelling
2017,
Gradient Boosting (GB) learns an additive expansion of simple basis‐models....
Regularized decomposition of large scale block-structured robust optimization problems
Regularized decomposition of large scale block-structured robust optimization problems
2017,
We consider a general robust block‐structured optimization problem, coming from...
A joint model of probabilistic/robust constraints for gas transport management in stationary networks
A joint model of probabilistic/robust constraints for gas transport management in stationary networks
2017,
We present a novel mathematical algorithm to assist gas network operators in managing...
Linear vs. quadratic portfolio selection models with hard real-world constraints
Linear vs. quadratic portfolio selection models with hard real-world constraints
2015,
Several risk–return portfolio models take into account practical limitations on...
Optimization and sustainable development
Optimization and sustainable development
2015,
In this opinion paper, I argue that ‘optimization and sustainable...
A heuristic algorithm to solve the single-facility location routing problem on Riemannian surfaces
A heuristic algorithm to solve the single-facility location routing problem on Riemannian surfaces
2015,
Location routing problem (LRP) in supply chain management is integration of the...
Probabilistic constraints via SQP solver: application to a renewable energy management problem
Probabilistic constraints via SQP solver: application to a renewable energy management problem
2015,
This paper aims at illustrating the efficient solution of nonlinear optimization...
Optimal annuity portfolio under inflation risk
Optimal annuity portfolio under inflation risk
2015,
The paper investigates the importance of inflation‐linked annuities in...
A robust meta‐game for climate negotiations
A robust meta‐game for climate negotiations
2013,
This paper deals with an application of the robust equilibrium concept in game theory...
Computation of viability kernels: a case study of by‐catch fisheries
Computation of viability kernels: a case study of by‐catch fisheries
2013,
Traditional means of studying environmental economics and management problems consist...
Supply chain network sustainability under competition and frequencies of activities from production to distribution
Supply chain network sustainability under competition and frequencies of activities from production to distribution
2013,
In this paper, we develop a competitive supply chain network model with multiple...
Shallow lake economics run deep: nonlinear aspects of an economic‐ecological interest conflict
Shallow lake economics run deep: nonlinear aspects of an economic‐ecological interest conflict
2013,
Outcomes of the shallow lake long‐term interest conflict in a number of...
Dynamic decentralization of harvesting constraints in the management of tychastic evolution of renewable resources
Dynamic decentralization of harvesting constraints in the management of tychastic evolution of renewable resources
2013,
This study proposes a new framework to tackle the uncertainty that prevails in the...
Ecological‐economic modelling for the sustainable management of biodiversity
Ecological‐economic modelling for the sustainable management of biodiversity
2013,
Terrestrial and marine biodiversity provides the basis for both ecosystems functioning...
Spatial control of invasive species in conservation landscapes
Spatial control of invasive species in conservation landscapes
2013,
Areas of high conservation value are often baited with poison to reduce the density of...
Computational study of the US stock market evolution: a rank correlation‐based network model
Computational study of the US stock market evolution: a rank correlation‐based network model
2013,
This paper presents a computational study of global characteristics of the US stock...
The co‐evolution of integrated corporate financial networks and supply chain networks with insolvency risk
The co‐evolution of integrated corporate financial networks and supply chain networks with insolvency risk
2013,
In this paper, we develop a modeling framework that integrates supply chain networks...
Financial networks with socially responsible investing
Financial networks with socially responsible investing
2013,
In this paper, we develop a framework for the modeling, analysis, and computation of...
Financial contagion: extending the exposures network of the Mexican financial system
Financial contagion: extending the exposures network of the Mexican financial system
2013,
Direct contagion has been widely studied in recent years and little evidence has been...
Assessing interbank contagion using simulated networks
Assessing interbank contagion using simulated networks
2013,
This paper presents a new approach to randomly generate interbank networks while...
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