Journal: Comput. Manag. Science

Volume 17, Issue 4

493 -- 494Enza Messina, Christina Erlwein-Sayer, Gautam Mitra. AI, Machine Learning and sentiment analysis applied to financial markets and consumer markets
495 -- 515Bruno G. Galuzzi, Ilaria Giordani, Antonio Candelieri, Riccardo Perego, Francesco Archetti. Hyperparameter optimization for recommender systems through Bayesian optimization
517 -- 547Giuliano De Rossi, Jakub Kolodziej, Gurvinder Brar. A recommender system for active stock selection
549 -- 567Rosella Giacometti, Gabriele Torri, Giulia Farina, Maria Elena De Giuli. Risk attribution and interconnectedness in the EU via CDS data
569 -- 583Paolo Mariani, Andrea Marletta, Mauro Mussini, Mariangela Zenga, Erika Grammatica. A missing value approach to social network data: "Dislike" or "Nothing"?
585 -- 611Asger Lunde, Miha Torkar. Including news data in forecasting macro economic performance of China
613 -- 640Sanjiv R. Das, Daniel N. Ostrov, Anand Radhakrishnan, Deep Srivastav. Dynamic portfolio allocation in goals-based wealth management

Volume 17, Issue 3

357 -- 385Wim van Ackooij, Debora Daniela Escobar, Martin Glanzer, Georg Ch. Pflug. Distributionally robust optimization with multiple time scales: valuation of a thermal power plant
387 -- 0Wim van Ackooij, Debora Daniela Escobar, Martin Glanzer, Georg Ch. Pflug. Correction to: Distributionally robust optimization with multiple time scales: valuation of a thermal power plant
389 -- 407Soumen Kumar Das, Sankar Kumar Roy, Gerhard-Wilhelm Weber. An exact and a heuristic approach for the transportation-p-facility location problem
409 -- 436Jens Hübner, Martin Schmidt 0003, Marc Christian Steinbach. Optimization techniques for tree-structured nonlinear problems
437 -- 464Nikolai Krivulin. Tropical optimization technique in bi-objective project scheduling under temporal constraints
465 -- 492Erindi Allaj. The Black-Litterman model and views from a reverse optimization procedure: an out-of-sample performance evaluation

Volume 17, Issue 2

161 -- 162Stein-Erik Fleten, Florentina Paraschiv. Editorial
163 -- 178Ludovic Goudenège, Andrea Molent, Antonino Zanette. Computing credit valuation adjustment solving coupled PIDEs in the Bates model
179 -- 201Andrea Rigamonti, Alex Weissensteiner. Asset allocation under predictability and parameter uncertainty using LASSO
203 -- 240Florentina Paraschiv, Stine Marie Reese, Margrethe Ringkjøb Skjelstad. Portfolio stress testing applied to commodity futures
241 -- 275Markéta Horejsová, Sebastiano Vitali, Milos Kopa, Vittorio Moriggia. Evaluation of scenario reduction algorithms with nested distance
277 -- 307Vit Prochazka, Stein W. Wallace. Scenario tree construction driven by heuristic solutions of the optimization problem
309 -- 326Bismark Singh, Bernard Knueven, Jean-Paul Watson. Modeling flexible generator operating regions via chance-constrained stochastic unit commitment
327 -- 355Matthew Davison, Yuri Lawryshyn, Volodymyr Miklyukh. Optimal inventory policy through dual sourcing

Volume 17, Issue 1

1 -- 21Narjes Sabeghi, Hamed Reza Tareghian. Using the generalized maximum covering location model to control a project's progress
23 -- 45Rosa Ferrentino, Carmine Boniello. Customer satisfaction: a mathematical framework for its analysis and its measurement
47 -- 64Vincenzina Vitale, Flaminia Musella, Paola Vicard, Valentina Guizzi. Modelling an energy market with Bayesian networks for non-normal data
65 -- 77Hamoud S. Bin Obaid, Theodore B. Trafalis. An approximation to max min fairness in multi commodity networks
79 -- 104Nikolai Krivulin. Using tropical optimization techniques in bi-criteria decision problems
105 -- 119Mauro Bernardi, Roy Cerqueti, Arsen Palestini. The Skew Normal multivariate risk measurement framework
121 -- 139Tammy Drezner, Zvi Drezner, Pawel J. Kalczynski. Directional approach to gradual cover: a maximin objective
141 -- 160Ellen Krohn Aasgård, Hans Ivar Skjelbred. Progressive hedging for stochastic programs with cross-scenario inequality constraints