Comput. Manag. Sci.

Keyphrases

Publications

volume 21, number 1, 2024

Maren S. Barth, Katharina Palm, Henrik Andersson, Tobias Andersson Granberg, Anders N. Gullhav, Andreas Krüger
Emergency exit layout planning using optimization and agent-based simulation. Comput. Manag. Sci. 21 (1) (2024)
Demyan Yarmoshik, Alexander Rogozin, Alexander V. Gasnikov
Decentralized optimization with affine constraints over time-varying networks. Comput. Manag. Sci. 21 (1) (2024)
R. Tyrrell Rockafellar
Distributional robustness, stochastic divergences, and the quadrangle of risk. Comput. Manag. Sci. 21 (1) (2024)
Allan Jonathan da Silva, Jack Baczynski
Exploring non-analytical affine jump-diffusion models for path-dependent interest rate derivatives. Comput. Manag. Sci. 21 (1) (2024)
Nicola Camatti, Giacomo di Tollo, Gianni Filograsso, Sara Ghilardi
Predicting Airbnb pricing: a comparative analysis of artificial intelligence and traditional approaches. Comput. Manag. Sci. 21 (1) (2024)
Benjamin Heymann, Alejandro Jofré
Reverse auctions with transportation and convex costs. Comput. Manag. Sci. 21 (1) (2024)
Youssef El-Khatib, Zororo S. Makumbe, Josep Vives
Approximate option pricing under a two-factor Heston-Kou stochastic volatility model. Comput. Manag. Sci. 21 (1) (2024)
Carlin C. F. Chu, Simon S. W. Li
A multiobjective optimization approach for threshold determination in extreme value analysis for financial time series. Comput. Manag. Sci. 21 (1) (2024)
Malgorzata Miklas-Kalczynska, Pawel Jan Kalczynski
Multiple obnoxious facility location: the case of protected areas. Comput. Manag. Sci. 21 (1) (2024)
Kenjiro Yagi, Ramteen Sioshansi
Nested Benders's decomposition of capacity-planning problems for electricity systems with hydroelectric and renewable generation. Comput. Manag. Sci. 21 (1) (2024)
Hongyu Zhang, Ignacio E. Grossmann, Asgeir Tomasgard
Decomposition methods for multi-horizon stochastic programming. Comput. Manag. Sci. 21 (1) (2024)
Gianfranco Liberona, David Salas, Léonard von Niederhäusern
The Value of Shared Information for allocation of drivers in ride-hailing: a proof-of-concept study. Comput. Manag. Sci. 21 (1) (2024)
Luckny Zéphyr, Bernard F. Lamond, Pascal Lang
Hybrid simplicial-randomized approximate stochastic dynamic programming for multireservoir optimization. Comput. Manag. Sci. 21 (1) (2024)
Oleg Kudryavtsev
A simplified Wiener-Hopf factorization method for pricing double barrier options under Lévy processes. Comput. Manag. Sci. 21 (1) (2024)
Annamaria Barbagallo, Bruno Antonio Pansera, Massimiliano Ferrara
Notes on random optimal control equilibrium problem via stochastic inverse variational inequalities. Comput. Manag. Sci. 21 (1) (2024)
Marco Corazza, Claudio Pizzi, Andrea Marchioni
A financial trading system with optimized indicator setting, trading rule definition, and signal aggregation through Particle Swarm Optimization. Comput. Manag. Sci. 21 (1) (2024)
Vitali Pirau, Aleksandr Beznosikov, Martin Takác, Vladislav Matyukhin, Alexander V. Gasnikov
Preconditioning meets biased compression for efficient distributed optimization. Comput. Manag. Sci. 21 (1) (2024)
Olga Yufereva, Michael Persiianov, Pavel E. Dvurechensky, Alexander V. Gasnikov, Dmitry Kovalev
Decentralized convex optimization on time-varying networks with application to Wasserstein barycenters. Comput. Manag. Sci. 21 (1) (2024)
Emilia Di Lorenzo, Gabriella Piscopo, Marilena Sibillo
Addressing the economic and demographic complexity via a neural network approach: risk measures for reverse mortgages. Comput. Manag. Sci. 21 (1) (2024)
Fuad Aleskerov, Olga Khutorskaya, Viacheslav Yakuba, Anna Stepochkina, Ksenia Zinovyeva
Affiliations based bibliometric analysis of publications on parkinson's disease. Comput. Manag. Sci. 21 (1) (2024)
Andrey Leonidov
Potts game on graphs: static equilibria. Comput. Manag. Sci. 21 (1) (2024)
Zvi Drezner, Dawit Zerom
A refinement of the gravity model for competitive facility location. Comput. Manag. Sci. 21 (1) (2024)
Dmitry Semenov, Alexander P. Koldanov, Petr A. Koldanov
Analysis of weakly correlated nodes in market network. Comput. Manag. Sci. 21 (1) (2024)
Elaheh Jafarigol, Theodore B. Trafalis
A distributed approach to meteorological predictions: addressing data imbalance in precipitation prediction models through federated learning and GANs. Comput. Manag. Sci. 21 (1) (2024)
Pranjal Pragya Verma, Mohammad Reza Hesamzadeh, Steffen Rebennack, Derek W. Bunn, K. Shanti Swarup, Dipti Srinivasan
Optimal investment by large consumers in an electricity market with generator market power. Comput. Manag. Sci. 21 (1) (2024)
Matús Maciak, Sebastiano Vitali
Using interpolated implied volatility for analysing exogenous market changes. Comput. Manag. Sci. 21 (1) (2024)
Yuriy Dorn, Nikita Kornilov, Nikolay Kutuzov, Alexander Nazin, Eduard Gorbunov, Alexander V. Gasnikov
Implicitly normalized forecaster with clipping for linear and non-linear heavy-tailed multi-armed bandits. Comput. Manag. Sci. 21 (1) (2024)
Massimiliano Kaucic, Filippo Piccotto, Gabriele Sbaiz
A constrained swarm optimization algorithm for large-scale long-run investments using Sharpe ratio-based performance measures. Comput. Manag. Sci. 21 (1) (2024)
Panos M. Pardalos, Valeriy A. Kalyagin, Mario R. Guarracino
Editorial. Comput. Manag. Sci. 21 (1) (2024)
Tristan Rigaut, Pierre Carpentier, Jean-Philippe Chancelier, Michel De Lara
Decomposition methods for monotone two-time-scale stochastic optimization problems. Comput. Manag. Sci. 21 (1) (2024)
Dmitry Metelev, Aleksandr Beznosikov, Alexander Rogozin, Alexander V. Gasnikov, Anton V. Proskurnikov
Decentralized optimization over slowly time-varying graphs: algorithms and lower bounds. Comput. Manag. Sci. 21 (1) (2024)
Michal Kaut
Handling of long-term storage in multi-horizon stochastic programs. Comput. Manag. Sci. 21 (1) (2024)
Xiaotie Chen, David L. Woodruff
Distributions and bootstrap for data-based stochastic programming. Comput. Manag. Sci. 21 (1) (2024)
Oleg O. Khamisov
Distributed continuous-time optimization for convex problems with coupling linear inequality constraints. Comput. Manag. Sci. 21 (1) (2024)
Meruza Kubentayeva, Demyan Yarmoshik, Michael Persiianov, Alexey Kroshnin, Ekaterina Kotliarova, Nazarii Tupitsa, Dmitry Pasechnyuk, Alexander V. Gasnikov, Vladimir Shvetsov, Leonid Baryshev, Alexey Shurupov
Primal-dual gradient methods for searching network equilibria in combined models with nested choice structure and capacity constraints. Comput. Manag. Sci. 21 (1) (2024)
Anlan Wang, Ales Kresta, Tomás Tichý
Evaluation of strategy portfolios. Comput. Manag. Sci. 21 (1) (2024)
Dmitry Metelev, Alexander Rogozin, Alexander V. Gasnikov, Dmitry Kovalev
Decentralized saddle-point problems with different constants of strong convexity and strong concavity. Comput. Manag. Sci. 21 (1) (2024)

volume 21, number 2, 2024

volume 20, number 1, 2023