Journal: Comput. Manag. Science

Volume 14, Issue 4

461 -- 463A. Alonso-Ayuso, F. Maggioni. Special issue on the 13th international conference on computational management science
465 -- 491Javier de Frutos, Víctor Gatón. Chebyshev reduced basis function applied to option valuation
493 -- 518Nikolai Krivulin. Using tropical optimization to solve constrained minimax single-facility location problems with rectilinear distance
519 -- 533Hacer Öz Bakan, Fikriye Yilmaz, Gerhard-Wilhelm Weber. A discrete optimality system for an optimal harvesting problem
535 -- 557Sergio Ortobelli, Noureddine Kouaissah, Tomás Tichý. On the impact of conditional expectation estimators in portfolio theory
559 -- 583Milos Kopa, Sebastiano Vitali, Tomás Tichý, Radek Hendrych. Implied volatility and state price density estimation: arbitrage analysis
585 -- 610Jianzhe Zhen, Dick den Hertog. Centered solutions for uncertain linear equations

Volume 14, Issue 3

297 -- 312Nick Georgiopoulos. Pricing catastrophe bonds with multistage stochastic programming
313 -- 331Marcellino Gaudenzi, Antonino Zanette. Fast binomial procedures for pricing Parisian/ParAsian options
333 -- 365Julien Keutchayan, Michel Gendreau, Antoine Saucier. Quality evaluation of scenario-tree generation methods for solving stochastic programming problems
367 -- 391Alexandros Agapitos, Anthony Brabazon, Michael O'Neill. Regularised gradient boosting for financial time-series modelling
393 -- 421Wim van Ackooij, Nicolas Lebbe, Jérôme Malick. Regularized decomposition of large scale block-structured robust optimization problems
423 -- 441Rachele Foschi. Optimal trial duration times for multiple change points products lifetime distributions
443 -- 460T. González Grandón, Holger Heitsch, René Henrion. A joint model of probabilistic/robust constraints for gas transport management in stationary networks

Volume 14, Issue 2

179 -- 196Pedro Correia S. Bezerra, Pedro Henrique M. Albuquerque. Volatility forecasting via SVR-GARCH with mixture of Gaussian kernels
197 -- 213Shuyi Wang, Aurélie Thiele. A comparison between the robust risk-aware and risk-seeking managers in R&D portfolio management
215 -- 227Mark Broadie, Weiwei Shen. Numerical solutions to dynamic portfolio problems with upper bounds
229 -- 256Ban Kawas, Aurélie Thiele. Log-robust portfolio management with parameter ambiguity
257 -- 280Cristiano Arbex Valle, Diana Roman, Gautam Mitra. Novel approaches for portfolio construction using second order stochastic dominance
281 -- 291Mehdi Rajabi Asadabadi. A developed slope order index (SOI) for bottlenecks in projects and production lines
293 -- 296Andreas Bärmann, Andreas Heidt, Alexander Martin, Sebastian Pokutta, Christoph Thurner. Erratum to: Polyhedral approximation of ellipsoidal uncertainty sets via extended formulations: a computational case study

Volume 14, Issue 1

1 -- 4Milos Kopa, Wolfram Wiesemann. Special issue on the 12th international conference on computational management science
5 -- 44Francesca Maggioni, Florian A. Potra, Marida Bertocchi. A scenario-based framework for supply planning under uncertainty: stochastic programming versus robust optimization approaches
45 -- 66Frans J. C. T. de Ruiter, Aharon Ben-Tal, Ruud Brekelmans, Dick den Hertog. Robust optimization of uncertain multistage inventory systems with inexact data in decision rules
67 -- 80Jitka Dupacová, Václav Kozmík. SDDP for multistage stochastic programs: preprocessing via scenario reduction
81 -- 89Peter Szabó. Goldbach's conjecture in max-algebra
91 -- 113Nikolai Krivulin. Direct solution to constrained tropical optimization problems with application to project scheduling
115 -- 134Dori van Hulst, Dick den Hertog, Wim Nuijten. Robust shift generation in workforce planning
135 -- 160Sebastiano Vitali, Vittorio Moriggia, Milos Kopa. Optimal pension fund composition for an Italian private pension plan sponsor
161 -- 177Martin Branda, Stepán Hájek. Flow-based formulations for operational fixed interval scheduling problems with random delays