Journal: Computational Management Science

Found 180 papers in total
Quadratic interior-point methods in statistical disclosure control
Quadratic interior-point methods in statistical disclosure control
2005,
The safe dissemination of statistical tabular data is one of the main concerns of...
Flow equivalence and stochastic equivalence in G-networks
Flow equivalence and stochastic equivalence in G-networks
2004,
G-networks are novel product form queuing networks that, in addition to ordinary...
Sampling aspects of rough set theory
Sampling aspects of rough set theory
2004,
Rough Set Theory (RST) originated as an approach to approximating a given set, but has...
Performance analysis of distributed solution approaches in simulation-based optimization
Performance analysis of distributed solution approaches in simulation-based optimization
2005,
Applying computationally expensive simulations in design or process optimization...
A C++ computational environment for biomolecular sequence management
A C++ computational environment for biomolecular sequence management
2005,
The wide production of biomolecular data of the last 30 years, mainly due to the rapid...
A hybrid genetic model for the prediction of corporate failure
A hybrid genetic model for the prediction of corporate failure
2004,
This study examines the potential of a neural network (NN) model, whose inputs and...
Efficient strategies for deriving the subset Vector Autoregressive models
Efficient strategies for deriving the subset Vector Autoregressive models
2005,
Algorithms for computing the subset Vector Autoregressive (VAR) models are proposed....
Robust capacity assignment in telecommunications
Robust capacity assignment in telecommunications
2006,
In telecommunications, the demand is a key factor that drives network planning. The...
Decision trees for monotone price models
Decision trees for monotone price models
2004,
In economic decision problems such as credit loan approval or risk analysis, models...
Portfolio selection under Value-at-Risk constraints
Portfolio selection under Value-at-Risk constraints
2005,
In this paper we show that by assuming a constant variance/covariance matrix over the...
Distribution assumptions and risk constraints in portfolio optimization
Distribution assumptions and risk constraints in portfolio optimization
2005,
Empirical distributions are often claimed to be superior to parametric distributions,...
Hybrid artificial neural networks for efficient valuation of real options and financial derivatives
Hybrid artificial neural networks for efficient valuation of real options and financial derivatives
2005,
A hybrid valuation methodology is proposed and tested for improving the efficiency of...
Integer programming approaches in mean-risk models
Integer programming approaches in mean-risk models
2005,
This paper is concerned with portfolio optimization problems with integer constraints....
Finding the optimal solution to the Huff based competitive location model
Finding the optimal solution to the Huff based competitive location model
2004,
In this paper we solve the gravity (Huff) model for the competitive facility location...
Estimation of failure probability using semi-definite logit model
Estimation of failure probability using semi-definite logit model
2003,
We will propose a new and practical method for estimating the failure probability of a...
Design of cellular manufacturing systems using Latent Semantic Indexing and Self Organizing Maps
Design of cellular manufacturing systems using Latent Semantic Indexing and Self Organizing Maps
2004,
A new, efficient clustering method for solving the cellular manufacturing problem is...
A multivariate functional gradient descent technique to improve Value-at-Risk computation in equity markets
A multivariate functional gradient descent technique to improve Value-at-Risk computation in equity markets
2005,
It is difficult to compute Value-at-Risk (VaR) using multivariate models able to take...
Bilevel programming approach applied to the flow shop scheduling problem under fuzziness
Bilevel programming approach applied to the flow shop scheduling problem under fuzziness
2005,
This paper presents a fuzzy bilevel programming approach to solve the flow shop...
An application of the neural network energy function to machine sequencing
An application of the neural network energy function to machine sequencing
2005,
We apply a neural network approach for solving a one-machine sequencing problem to...
An algorithm for the job shop scheduling problem based on global equilibrium search techniques
An algorithm for the job shop scheduling problem based on global equilibrium search techniques
2006,
The job shop scheduling problem is considered, and an algorithm based on the global...
Texture classification and retrieval using the random neural network model
Texture classification and retrieval using the random neural network model
2006,
We extend the application of the random neural network to texture classification and...
New tools in non-linear modelling and prediction
New tools in non-linear modelling and prediction
2004,
In this paper we give an account of a new change of perspective in non-linear...
Intervention analysis to identify significant exposures in pulsing advertising campaigns: an operative procedure
Intervention analysis to identify significant exposures in pulsing advertising campaigns: an operative procedure
2005,
The purpose of this paper is to develop an operational method to detect the most...
An improved gradient projection-based decomposition technique for support vector machines
An improved gradient projection-based decomposition technique for support vector machines
2006,
In this paper we propose some improvements to a recent decomposition technique for the...
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