Journal: Comput. Manag. Science

Volume 19, Issue 4

539 -- 565Pavlo Glushko, Csaba I. Fábián, Achim Koberstein. An L-shaped method with strengthened lift-and-project cuts
567 -- 604Anna Battauz, Francesco Rotondi. American options and stochastic interest rates
605 -- 626Simona Settepanella, Gennaro Amendola, Luigi Marengo, Connor Minto. Divide and conquer: the engineering of delegation
627 -- 664David Müller 0007, Vladimir Shikhman. Network manipulation algorithm based on inexact alternating minimization
665 -- 681Luca Grilli 0003, Domenico Santoro. Forecasting financial time series with Boltzmann entropy through neural networks
683 -- 701Kawtar El Karfi, René Henrion, Driss Mentagui. An agricultural investment problem subject to probabilistic constraints
703 -- 738Sainan Zhang, Huifu Xu. Insurance premium-based shortfall risk measure induced by cumulative prospect theory

Volume 19, Issue 3

375 -- 394Omid Jadidi, Fatemeh Firouzi, John S. Loucks, Yong Shin Park. Multi-criteria supplier selection problem with fuzzy demand: a newsvendor model
395 -- 423René Y. Glogg, Anna Timonina-Farkas, Ralf W. Seifert. Modeling and mitigating supply chain disruptions as a bilevel network flow problem
425 -- 455Francesca Mariani, Gloria Polinesi, Maria Cristina Recchioni. A tail-revisited Markowitz mean-variance approach and a portfolio network centrality
457 -- 490Sebastian Sund, Lars H. Sendstad, Jacco J. J. Thijssen. Kalman filter approach to real options with active learning
491 -- 512Masih Fadaki, Babak Abbasi, Prem Chhetri. Quantum game approach for capacity allocation decisions under strategic reasoning
513 -- 537Suyun Liu, Luís Nunes Vicente. Accuracy and fairness trade-offs in machine learning: a stochastic multi-objective approach

Volume 19, Issue 2

159 -- 197Nader Mahmoudi, Lukasz P. Olech, Paul Docherty 0002. A comprehensive study of domain-specific emoji meanings in sentiment classification
199 -- 226Daniel Ávila, Anthony Papavasiliou, N. Löhndorf. Parallel and distributed computing for stochastic dual dynamic programming
227 -- 228Daniel Ávila, Anthony Papavasiliou, N. Löhndorf. Correction to: Parallel and distributed computing for stochastic dual dynamic programming
229 -- 268Giorgio Gnecco, Fabio Pammolli, Berna Tuncay. Welfare and research and development incentive effects of uniform and differential pricing schemes
269 -- 293Alois Pichler, Michael Weinhardt. The nested Sinkhorn divergence to learn the nested distance
295 -- 307Gianfranco Gambarelli, Daniele Gervasio, Francesca Maggioni, Daniel Faccini. A Stackelberg game for the Italian tax evasion problem
309 -- 346Trine Krogh Boomsma, Salvador Pineda, Ditte Mølgård Heide-Jørgensen. The spot and balancing markets for electricity: open- and closed-loop equilibrium models
347 -- 373Valeria D'Amato, Rita Laura D'Ecclesia, Susanna Levantesi. ESG score prediction through random forest algorithm

Volume 19, Issue 1

1 -- 23Elisa Fusco, Bernardo Maggi. Computing nonperforming loan prices in banking efficiency analysis
25 -- 39Riccardo Bramante, Gimmi Dallago, Silvia Facchinetti. Black's model in a negative interest rate environment, with application to OTC derivatives
41 -- 64Dietmar Maringer, Ben Craig, Sandra Paterlini. Constructing banking networks under decreasing costs of link formation
65 -- 98Yunxiao Deng, Suvrajeet Sen. Predictive stochastic programming
99 -- 132Massimiliano Frezza, Sergio Bianchi, Augusto Pianese. Forecasting Value-at-Risk in turbulent stock markets via the local regularity of the price process
133 -- 157Yossi Shvimer, Avi Herbon. Non-tradability interval for heterogeneous rational players in the option markets