Journal: Central European Journal of Operations Research

Found 469 papers in total
Equate-to-differentiate approach: an application in binary choice under uncertainty
Equate-to-differentiate approach: an application in binary choice under uncertainty
2004,
A descriptive model of decision making under uncertainty is developed in which each...
Entropy and the value of information
Entropy and the value of information
2000,
Decision analysis and information theory have developed different approaches to...
Speculative behavior, exchange rate volatility, and central bank intervention
Speculative behavior, exchange rate volatility, and central bank intervention
2001,
The aim of this paper is twofold. First, to develop a model which helps to explain the...
Joint threshold exceedances of stock index returns in bull and bear periods
Joint threshold exceedances of stock index returns in bull and bear periods
2004,
The investigation of extreme returns on financial assets is motivated, among others,...
DEA with interval data: an illustration using the evaluation of branches of a Czech bank
DEA with interval data: an illustration using the evaluation of branches of a Czech bank
2004,
In this paper we present an approach for dealing with interval data in DEA, which then...
A generalized performance attribution technique for mutual funds
A generalized performance attribution technique for mutual funds
2005,
In this contribution we propose a model which can be used to define a measure of the...
On a two-phase minmax method for parameter estimation of the Cox, Ingersoll, and Ross interest rate model
On a two-phase minmax method for parameter estimation of the Cox, Ingersoll, and Ross interest rate model
2005,
In this paper we investigate a two-phase minmax optimization method for parameter...
Condorcet efficiency, information costs, and the performance of scoring rules
Condorcet efficiency, information costs, and the performance of scoring rules
2005,
This paper makes a preliminary step into the analysis of the determinants of the...
How do institutions and fairness interact?
How do institutions and fairness interact?
1996,
Experimental evidence is presented, showing that reciprocal fairness is an important...
Solving economic and environmental problems in timber industry systems by a mathematical decision support model
Solving economic and environmental problems in timber industry systems by a mathematical decision support model
1998,
A methodology for diagnosing the existing ecological situation in timber industry...
Monotonicity of optimal decisions: an insurance demand example
Monotonicity of optimal decisions: an insurance demand example
1996,
In this paper optimal decisions are considered with respect to a bivariate random...
Minimizing total tardiness on a single machine using Ant Colony Optimization
Minimizing total tardiness on a single machine using Ant Colony Optimization
2000,
Ant Colony Optimization is a relatively new meta-heuristic that has demonstrated its...
Single Machine Scheduling and Due Date Assignment under series–parallel precedence constraints
Single Machine Scheduling and Due Date Assignment under series–parallel precedence constraints
2005,
We consider a single machine due date assignment and scheduling problem of minimizing...
Combinatorially simple pickup and delivery paths
Combinatorially simple pickup and delivery paths
2004,
Pickup and delivery problems discussed in the literature are often constrained to...
Competitive facility location problem: An algorithm for the problem concerning the existence of multi-type customers
Competitive facility location problem: An algorithm for the problem concerning the existence of multi-type customers
2004,
In this paper, we propose a new model of competitive facility location that there are...
On the empirical validity of production theory
On the empirical validity of production theory
2004,
The paper shows that major parts of production theory are purely conceptual and have...
A comparison continuous approximation with mathematical programming approach to location problems
A comparison continuous approximation with mathematical programming approach to location problems
2004,
Distribution system designers often need to answer the question: ‘How many...
Optimal resource exploitation may be chaotic
Optimal resource exploitation may be chaotic
1994,
Suppose that a logistically growing resource stock is harvested with convex harvesting...
Interstate movements: an application of spatial equilibrium models
Interstate movements: an application of spatial equilibrium models
1994,
Institutional restrictions were assessed on interstate movements of Australian wheat...
Data envelopment analysis application in agricultural production efficiency analysis
Data envelopment analysis application in agricultural production efficiency analysis
1998,
Paper presents wheat production efficiency analysis based on data of five agricultural...
Stochastic programming tutorial for financial decision making: The saddle property of optimal profits
Stochastic programming tutorial for financial decision making: The saddle property of optimal profits
1996,
The complexity of the interaction between time and uncertainty made finance models to...
Crop planning problem with random profit coefficients
Crop planning problem with random profit coefficients
2004,
The crop planning problem is often formulated as a linear programming problem. But, in...
Conditional Predictive Ordinate (CPO) plots for ARMA model selection
Conditional Predictive Ordinate (CPO) plots for ARMA model selection
2004,
Autoregressive moving average (ARMA) models with different distributional assumptions...
Some new Lotka–Volterra experiments
Some new Lotka–Volterra experiments
2004,
The experiment described here has the problems of economic stabilisation in mind, but,...
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