Journal: Annals of Operations Research

Found 3339 papers in total
Real R&D options with time-to-Iearn and learning-by-doing
Real R&D options with time-to-Iearn and learning-by-doing
2007,
We model R&D efforts to enhance the value of a product or technology before final...
Multi-agent single machine scheduling
Multi-agent single machine scheduling
2007,
We consider the scheduling problems arising when several agents, each owning a set of...
A market-based multi-agent system model for decentralized multi-project scheduling
A market-based multi-agent system model for decentralized multi-project scheduling
2007,
We consider a multi-project scheduling problem, where each project is composed of a...
Packet scheduling in third-generation mobile systems with UTRA-TDD air interface
Packet scheduling in third-generation mobile systems with UTRA-TDD air interface
2007,
UTRA-TDD is one of the adopted air interfaces for third-generation mobile...
Chromatic scheduling polytopes coming from the bandwidth allocation problem in point-to-multipoint radio access systems
Chromatic scheduling polytopes coming from the bandwidth allocation problem in point-to-multipoint radio access systems
2007,
Point-to-Multipoint systems are a kind of radio systems supplying wireless access to...
Bounds for in-progress floating-strike Asian options using symmetry
Bounds for in-progress floating-strike Asian options using symmetry
2007,
This paper studies symmetries between fixed and floating-strike Asian options and...
Interest rate options valuation under incomplete information
Interest rate options valuation under incomplete information
2007,
This paper aims at examining the term structure of interest rates and European-type...
Incomplete information equilibria: Separation theorems and other myths
Incomplete information equilibria: Separation theorems and other myths
2007,
The incomplete information financial economic equilibrium (IIE) literature has been...
Modeling the dynamics of interest rate volatility with skewed fat-tailed distributions
Modeling the dynamics of interest rate volatility with skewed fat-tailed distributions
2007,
This paper proposes generalized parametric models of the short-term interest rate that...
Macaulay durations for nonparallel shifts
Macaulay durations for nonparallel shifts
2007,
Macaulay duration is a well-known and widely used interest rate risk measure. It is...
A portfolio-based evaluation of affine term structure models
A portfolio-based evaluation of affine term structure models
2007,
We focus on affine term structure models as tools for active bond portfolio...
Portfolio selection with probabilistic utility
Portfolio selection with probabilistic utility
2007,
Inspired by statistical physics, we present a probabilistic approach to portfolio...
A conditional-SGT-VaR approach with alternative GARCH models
A conditional-SGT-VaR approach with alternative GARCH models
2007,
This paper proposes a conditional technique for the estimation of VaR and expected...
Model combination for credit risk assessment: A stacked generalization approacb
Model combination for credit risk assessment: A stacked generalization approacb
2007,
The development of credit risk assessment models is often considered within a...
The effect of depreciation allowances on the timing of investment and government tax revenue
The effect of depreciation allowances on the timing of investment and government tax revenue
2007,
We develop a model of the behavior of a potential investor (under uncertainty and in a...
History of integer programming: distinguished personal notes and reminiscences
History of integer programming: distinguished personal notes and reminiscences
2007,
This paper is one in a special issue of Annals of Operations Research devoted to the...
Mixed integer programming: A historical perspective with Xpress-MP
Mixed integer programming: A historical perspective with Xpress-MP
2007,
This paper is one in a special issue of Annals of Operations Research devoted to the...
Some thoughts on the development of integer programming during my research career
Some thoughts on the development of integer programming during my research career
2007,
This note was written on the occasion of the awarding of the EURO Gold Medal by The...
Equitable representation and recruitment
Equitable representation and recruitment
2007,
This paper is one in a special issue of Annals of Operations Research devoted to the...
Progress in computational mixed integer programming – A look back from the other side of the tipping point
Progress in computational mixed integer programming – A look back from the other side of the tipping point
2007,
This paper is one in a special issue of Annals of Operations Research devoted to the...
Discrete optimization: An Austrian view
Discrete optimization: An Austrian view
2007,
This paper is one in a special issue of Annals of Operations Research devoted to the...
Algebraic modeling for integer and mixed integer programming with GAMS
Algebraic modeling for integer and mixed integer programming with GAMS
2007,
This paper is one in a special issue of Annals of Operations Research devoted to the...
Pattern-based feature selection in genomics and proteomics
Pattern-based feature selection in genomics and proteomics
2006,
A major difficulty in bioinformatics is due to the size of the datasets, which contain...
Parameter estimation in metabolic flux balance models for batch fermentation – formulation & solution using differential variational inequalities
Parameter estimation in metabolic flux balance models for batch fermentation – formulation & solution using differential variational inequalities
2006,
Recent years have witnessed a surge in research in cellular biology. There has been...
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