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Computational management science

中文名称：计算管理科学

ISSN：1619-697X
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发文量：386

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1.An application of the neural network energy function to machine sequencing

机译：神经网络能量函数在机器排序中的应用
- 作者：Komgrit Leksakul;Anulark Techanitisawad
- 期刊名称：《Computational management science》 | 2005年第4期
- neural network;
- energy function;
- sequencing;
- multi-objective;
2.Bilevel programming approach applied to the flow shop scheduling problem under fuzziness

机译：双层规划方法应用于模糊性下的流水车间调度问题
- 作者：Samir A. Abass
- 期刊名称：《Computational management science》 | 2005年第4期
- flow shop;
- bilevel programming;
- fuzzy decision model;
3.Efficient strategies for deriving the subset VAR models

机译：导出子集VAR模型的有效策略
- 作者：Cristian Gatu;Erricos John Kontoghiorghes
- 期刊名称：《Computational management science》 | 2005年第4期
- VAR models;
- SUR models;
- subset regression;
- least squares;
- QR decomposition;
4.Sensible decisions based on QoS

机译：基于QoS的明智决策
- 作者：Erol Gelenbe
- 期刊名称：《Computational management science》 | 2004年第1期
- mathematics of networks;
- quality of service;
- routing;
5.Pricing early exercise contracts in incomplete markets

机译：在不完整的市场中为早期行使合同定价
- 作者：A. Oberman;T. Zariphopoulou
- 期刊名称：《Computational management science》 | 2004年第1期
6.Neural networks, linear functions and neglected non-linearity

机译：神经网络，线性函数和被忽略的非线性
- 作者：B. Curry;P.H. Morgan
- 期刊名称：《Computational management science》 | 2004年第1期
- universal approximation;
- non-linear regression;
- network weights;
- hidden layers;
- skip-layer connections;
7.International financial networks with intermediation: modeling, analysis, and computations

机译：具有中介作用的国际金融网络：建模，分析和计算
- 作者：Anna Nagurney;Jose Cruz
- 期刊名称：《Computational management science》 | 2004年第1期
- international finance;
- networks;
- intermediation;
- variational inequalities;
- optimization;
8.Estimation of failure probability using semi-definite logit model

机译：使用半确定logit模型估计故障概率
- 作者：Hiroshi Konno;Naoya Kawadai;Dai Wu
- 期刊名称：《Computational management science》 | 2004年第1期
9.New tools in non-linear modelling and prediction

机译：非线性建模和预测的新工具
- 作者：Antonia J. Jones
- 期刊名称：《Computational management science》 | 2004年第2期
- Gamma test;
- noise estimation;
- significant variable identification;
10.Flow equivalence and stochastic equivalence in G-networks

机译：G网络中的流量等价和随机等价
- 作者：Jean-Michel Fourneau;Erol Gelenbe
- 期刊名称：《Computational management science》 | 2004年第2期
- Queueing networks;
- negative customers;
- signals and triggers;
- flows;
- stationary solution;
- product form;
11.Sampling aspects of rough set theory

机译：粗糙集理论的抽样方面
- 作者：Bruce Curry
- 期刊名称：《Computational management science》 | 2004年第2期
- Rough sets;
- Classification;
- Rule induction;
- Quality of approximation;
- Reduct;
12.Finding the optimal solution to the Huff based competitive location mode

机译：寻找基于Huff的竞争性定位模式的最佳解决方案
- 作者：Tammy Drezner;Zvi Drezner
- 期刊名称：《Computational management science》 | 2004年第2期
- Retail location;
- Competitive facility location;
- Solution procedures;
13.Foreign versus domestic banks' performance in the UK: a multicriteria approach

机译：外国银行与国内银行在英国的表现：多准则方法
- 作者：K. Kosmidou;F. Pasiouras;M. Doumpos;C. Zopounidis
- 期刊名称：《Computational management science》 | 2004年第4期
- bank performance;
- multicriteria decision aid;
- classification;
14.Design of cellular manufacturing systems using Latent Semantic Indexing and Self Organizing Maps

机译：利用潜在语义索引和自组织映射设计细胞制造系统
- 作者：Nikolaos Ampazis;Ioannis Minis
- 期刊名称：《Computational management science》 | 2004年第4期
- cellular manufacturing systems;
- self-organizing maps;
- latent semantic indexing;
15.A multiple decision trees architecture for medical diagnosis: The differentiation of opening snap, second heart sound split and third heart sound

机译：用于医学诊断的多决策树体系结构：区分开裂，第二心音分裂和第三心音
- 作者：A. Ch Stasis;E. N. Loukis;S. A. Pavlopoulos;D. Koutsouris
- 期刊名称：《Computational management science》 | 2004年第4期
- heart sound diagnosis;
- medical diagnosis;
- decision trees;
- decision support systems;
- opening snap;
- 3rd heart sound;
- 2nd heart sound split;
16.A hybrid genetic model for the prediction of corporate failure

机译：预测公司倒闭的混合遗传模型
- 作者：Anthony Brabazon;Peter B. Keenan
- 期刊名称：《Computational management science》 | 2004年第4期
- corporate failure;
- genetic algorithm;
- neural network;
17.Pattern classification by goal programming and support vector machines

机译：通过目标编程和支持向量机进行模式分类
- 作者：Takeshi Asada;Yeboon Yun;Hirotaka Nakayama;Tetsuzo Tanino
- 期刊名称：《Computational management science》 | 2004年第4期
- support vector machines;
- multi-objective programming;
- goal programming;
18.Evolving technical trading rules for spot foreign-exchange markets using grammatical evolution

机译：运用语法进化论发展外汇现货市场的技术交易规则
- 作者：Anthony Brabazon;Michael ONeill
- 期刊名称：《Computational management science》 | 2004年第4期
- grammatical evolution;
- foreign exchange prediction;
- technical trading rules;
19.Decision trees for monotone price models

机译：单调价格模型的决策树
- 作者：Marina Velikova;Hennie Daniels
- 期刊名称：《Computational management science》 | 2004年第4期
- data mining;
- monotone decision trees;
- price models;
20.An adaptive model with joint chance constraints for a hybrid wind-conventional generator system

机译：具有联合机会约束的混合风力常规发电机系统自适应模型
- 作者：Bismark Singh;David P. Morton;Surya Santoso
- 期刊名称：《Computational management science》 | 2018年第4期
- Stochastic integer programming;
- Chance-constrained optimization;
- Wind power;
- Hybrid renewable system;
21.Strong convexity in risk-averse stochastic programs with complete recourse

机译：具有完全追索权的规避风险的随机计划中的强凸性
- 作者：Matthias Claus;Rüdiger Schultz;Kai Spürkel
- 期刊名称：《Computational management science》 | 2018年第4期
- Two-stage stochastic programming;
- Linear recourse;
- Strong convexity;
- Expected excess;
- Semideviation;
22.The stochastic programming heritage of Maarten van der Vlerk

机译：Maarten van der Vlerk的随机编程遗产
- 作者：David P. Morton;Ward Romeijnders;Rüdiger Schultz;Leen Stougie
- 期刊名称：《Computational management science》 | 2018年第4期
23.A Progressive Hedging based branch-and-bound algorithm for mixed-integer stochastic programs

机译：混合整数随机程序的基于渐进对冲的分支定界算法
- 作者：Semih Atakan;Suvrajeet Sen
- 期刊名称：《Computational management science》 | 2018年第4期
- Multi-stage mixed-integer stochastic convex programming;
- Progressive Hedging;
- Branch-and-bound;
24.On capacity expansion planning under strategic and operational uncertainties based on stochastic dominance risk averse management

机译：基于随机优势风险规避管理的战略和运营不确定性下的产能扩张计划
- 作者：Laureano F. Escudero;Juan F. Monge
- 期刊名称：《Computational management science》 | 2018年第4期
25.Distributionally robust simple integer recourse

机译：分布稳健的简单整数资源
- 作者：Weijun Xie;Shabbir Ahmed
- 期刊名称：《Computational management science》 | 2018年第4期
- Distributionally robust;
- Stochastic integer recourse;
- Mixed integer conic program;
26.Higher-order total variation bounds for expectations of periodic functions and simple integer recourse approximations

机译：期望周期函数和简单整数追索近似的高阶总变化范围
- 作者：Niels van der Laan;Ward Romeijnders;Maarten H. van der Vlerk
- 期刊名称：《Computational management science》 | 2018年第4期
- Stochastic integer programming;
- Convex approximations;
- Error bounds;
27.Decision-dependent probabilities in stochastic programs with recourse

机译：追索性随机程序中与决策有关的概率
- 作者：Lars Hellemo;Paul I. Barton;Asgeir Tomasgard
- 期刊名称：《Computational management science》 | 2018年第4期
28.A systematic approach for examining the impact of calibration uncertainty in disease modeling

机译：检查疾病模型中校准不确定性影响的系统方法
- 作者：Jing Voon Chen;Julia L. Higle;Michael Hintlian
- 期刊名称：《Computational management science》 | 2018年第4期
29.Stochastic programs with binary distributions: structural properties of scenario trees and algorithms

机译：具有二进制分布的随机程序：方案树和算法的结构特性
- 作者：Vit Prochazka;Stein W. Wallace
- 期刊名称：《Computational management science》 | 2018年第4期
- Stochastic programming;
- Scenarios;
- Binary random variables;
- Algorithms;
30.Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming

机译：通过动态随机规划优化保险组合的风险调整绩效
- 作者：Giorgio Consigli;Vittorio Moriggia;Sebastiano Vitali;Lorenzo Mercuri
- 期刊名称：《Computational management science》 | 2018年第4期
31.A fractional stochastic integer programming problem for reliability-to-stability ratio in forest harvesting

机译：森林采伐可靠性与稳定性比的分数随机整数规划问题
- 作者：Miguel A. Lejeune;Janne Kettunen
- 期刊名称：《Computational management science》 | 2018年第4期
32.New solution approaches for the maximum-reliability stochastic network interdiction problem

机译：最大可靠性随机网络拦截问题的新解决方法
- 作者：Eli Towle;James Luedtke
- 期刊名称：《Computational management science》 | 2018年第4期
- Network interdiction;
- Stochastic programming;
- Integer programming;
- Valid inequalities;
33.Distributionally robust SDDP

机译：分布稳定的SDDP
- 作者：A. B. Philpott;V. L. de Matos;L. Kapelevich
- 期刊名称：《Computational management science》 | 2018年第4期
- SDDP;
- Distributionally robust;
- Hydroelectric reservoir optimization;
34.Multistage portfolio optimization with multivariate dominance constraints

机译：具有多元优势约束的多阶段投资组合优化
- 作者：Barbora Petrova
- 期刊名称：《Computational management science》 | 2019年第2期
35.Sensitivity analysis of Mixed Tempered Stable parameters with implications in portfolio optimization

机译：混合回火稳定参数的灵敏度分析及其在投资组合优化中的意义
- 作者：Asmerilda Hitaj;Lorenzo Mercuri;Edit Rroji
- 期刊名称：《Computational management science》 | 2019年第2期
- Mixed Tempered Stable distribution;
- Sensitivity analysis;
- Portfolio optimization;
36.Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study

机译：累积前景理论下的投资组合选择：敏感性分析和实证研究
- 作者：Giorgio Consigli;Asmerilda Hitaj;Elisa Mastrogiacomo
- 期刊名称：《Computational management science》 | 2019年第2期
- Cumulative prospect theory;
- Non-convex optimization;
- Robustness and sensitivity analysis;
- Hedge funds;
37.Tempered stable process, first passage time, and path-dependent option pricing

机译：稳定的过程，首次通过时间以及与路径相关的期权定价
- 作者：Young Shin Kim
- 期刊名称：《Computational management science》 | 2019年第2期
- Levy process;
- Tempered stable process;
- First passage time;
- Barrier option pricing;
- Perpetual American option pricing;
38.European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions

机译：具有相对灵敏度概率加权函数不变的累积前景理论下的欧式期权定价
- 作者：Martina Nardon;Paolo Pianca
- 期刊名称：《Computational management science》 | 2019年第2期
- European option pricing;
- Cumulative prospect theory;
- Probability weighting function;
- Curvature;
- Elevation;
39.Calibration of one-factor and two-factor Hull-White models using swaptions

机译：使用交换校准一因素和两因素赫尔-怀特模型
- 作者：Vincenzo Russo;Gabriele Torri
- 期刊名称：《Computational management science》 | 2019年第2期
- One-factor Hull-White model;
- Two-factor Hull-White model;
- Calibration;
- Swaption;
- Coupon bond option;
40.Big data analytics: an aid to detection of non-technical losses in power utilities

机译：大数据分析：帮助检测电力公司的非技术损失
- 作者：Giovanni Micheli;Emiliano Soda;Maria Teresa Vespucci;Marco Gobbi;Alessandro Bertani
- 期刊名称：《Computational management science》 | 2019年第2期
- Energy theft detection;
- Meters reachability;
- Multiple linear regression;
- Data mining;
41.14th International Conference on Computational Management Science

机译：第十四届国际计算管理科学会议
- 作者：Rosella Giacometti;Berc Rustem
- 期刊名称：《Computational management science》 | 2019年第2期
42.Blocks of coordinates, stochastic programming, and markets

机译：座标，随机编程和市场
- 作者：Sjur Didrik Flam
- 期刊名称：《Computational management science》 | 2019年第2期
- Block-coordinate methods;
- Convolution;
- Projected gradients;
- Stochastic programming;
- Bilateral matching;
- Market equilibrium;
43.Optimal strategies with option compensation under mean reverting returns or volatilities

机译：在平均收益率或波动率下具有期权补偿的最优策略
- 作者：Stefano Herzel;Marco Nicolosi
- 期刊名称：《Computational management science》 | 2019年第2期
- Investment analysis;
- Portfolio management;
- Convex incentives;
- Optimal control;
- Fourier transform;
- Mean reverting processes;
44.Timing portfolio strategies with exponential Levy processes

机译：使用指数征费流程确定投资组合策略的时间
- 作者：Sergio Ortobelli Lozza;Enrico Angelelli;Alda Ndoci
- 期刊名称：《Computational management science》 | 2019年第2期
- Levy processes;
- Applied probability;
- Portfolio strategies;
- Stopping times;
45.Identifying systemically important financial institutions: a network approach

机译：识别具有系统重要性的金融机构：网络方法
- 作者：Pablo Rovira Kaltwasser;Alessandro Spelta
- 期刊名称：《Computational management science》 | 2019年第2期
- Systemic risk;
- Interbank market;
- Complex networks;
46.Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models

机译：带有随机利率模型的Heston和Black-Scholes中GMWB的定价和对冲
- 作者：Ludovic Goudenege;Andrea Molent;Antonino Zanette
- 期刊名称：《Computational management science》 | 2019年第2期
- Variable annuities;
- GMWB pricing;
- Stochastic volatility;
- Stochastic interest rate;
- Optimal withdrawal;
47.Simulation and evaluation of the distribution of interest rate risk

机译：利率风险分布的仿真与评估
- 作者：Johan Hagenbjoerk;Joergen Blomvall
- 期刊名称：《Computational management science》 | 2019年第2期
- Interest rate risk;
- Principal component analysis;
- Term structure;
- Value at Risk;
48.On the construction of hourly price forward curves for electricity prices

机译：关于电价的小时价格远期曲线的构建
- 作者：Ruediger Kiesel;Florentina Paraschiv;Audun Saethero
- 期刊名称：《Computational management science》 | 2019年第2期
- Electricity markets;
- Hourly price forward curves;
- Smoothing techniques;
- Seasonality shapes;
49.Optimized operating rules for short-term hydropower planning in a stochastic environment

机译：优化的运行规则，用于随机环境中的短期水电规划
- 作者：Alexia Marchand;Michel Gendreau;Marko Blais;Jonathan Guidi
- 期刊名称：《Computational management science》 | 2019年第3期
- Hydropower planning;
- Operating rules;
- Stochastic optimization;
- Tabu search;
50.Data-driven optimization in management

机译：数据驱动的管理优化
- 作者：Giorgio Consigli;Anton Kleywegt
- 期刊名称：《Computational management science》 | 2019年第3期
51.Volatility versus downside risk: performance protection in dynamic portfolio strategies

机译：波动率与下行风险：动态投资组合策略中的绩效保护
- 作者：Diana Barro;Elio Canestrelli;Giorgio Consigli
- 期刊名称：《Computational management science》 | 2019年第3期
- Volatility;
- Tail risk;
- Mean absolute deviation;
- Derivatives payoffs;
- Risk management;
- Hedging;
- Stochastic programming;
52.The wait-and-judge scenario approach applied to antenna array design

机译：等待判断方案方法应用于天线阵列设计
- 作者：Algo Care;Simone Garatti;Marco C. Campi
- 期刊名称：《Computational management science》 | 2019年第3期
- Scenario approach;
- Data-driven optimisation;
- Min-max design;
53.Observational data-based quality assessment of scenario generation for stochastic programs

机译：基于观测数据的随机方案情景生成的质量评估
- 作者：Didem Sari Ay;Sarah M. Ryan
- 期刊名称：《Computational management science》 | 2019年第3期
- Stochastic programming;
- Scenario generation method assessment;
- Scenario quality;
54.Sparse precision matrices for minimum variance portfolios

机译：最小方差组合的稀疏精度矩阵
- 作者：Gabriele Torri;Rosella Giacometti;Sandra Paterlini
- 期刊名称：《Computational management science》 | 2019年第3期
- Minimum variance;
- Precision matrix;
- Graphical lasso;
- Tlasso;
55.Un-diversifying during crises: Is it a good idea?

机译：在危机期间保持多元化：这是个好主意吗？
- 作者：Margherita Giuzio;Sandra Paterlini
- 期刊名称：《Computational management science》 | 2019年第3期
- Diversification;
- Regularization methods;
- Minimum variance;
- Sparsity;
56.Using the generalized maximum covering location model to control a project's progress

机译：使用广义最大覆盖位置模型来控制项目的进度
- 作者：Narjes Sabeghi;Hamed Reza Tareghian
- 期刊名称：《Computational management science》 | 2020年第1期
- Maximum covering location model;
- Partial coverage;
- Project management;
- Project control;
57.Customer satisfaction: a mathematical framework for its analysis and its measurement

机译：客户满意度：用于分析和衡量的数学框架
- 作者：R. Ferrentino;C. Boniello
- 期刊名称：《Computational management science》 | 2020年第1期
- Structural equations models;
- Customer satisfaction;
- Interpretation models;
- Path diagram;
- Partial least squares;
58.Modelling an energy market with Bayesian networks for non-normal data

机译：使用贝叶斯网络对非正常数据进行能源市场建模
- 作者：Vincenzina Vitale;Flaminia Musella;Paola Vicard;Valentina Guizzi
- 期刊名称：《Computational management science》 | 2020年第1期
- Hydroelectric market;
- Dependence modelling;
- Joint normal copula;
- Rank-based correlation;
59.An approximation to max min fairness in multi commodity networks

机译：多商品网络中最大最小公平性的近似值
- 作者：Hamoud S. Bin Obaid;Theodore B. Trafalis
- 期刊名称：《Computational management science》 | 2020年第1期
- Max min fairness;
- Load balancing;
- Traffic engineering;
- Goal programming;
60.Using tropical optimization techniques in bi-criteria decision problems

机译：在双标准决策问题中使用热带优化技术
- 作者：Nikolai Krivulin
- 期刊名称：《Computational management science》 | 2020年第1期
61.The Skew Normal multivariate risk measurement framework

机译：偏态正态多元风险衡量框架
- 作者：Mauro Bernardi;Roy Cerqueti;Arsen Palestini
- 期刊名称：《Computational management science》 | 2020年第1期
- Conditional risk measures;
- Skew Normal distribution;
- Value-at-risk;
- Expected shortfall;
62.Directional approach to gradual cover: a maximin objective

机译：逐步覆盖的定向方法：最大化目标
- 作者：Tammy Drezner;Zvi Drezner;Pawel Kalczynski
- 期刊名称：《Computational management science》 | 2020年第1期
- Cover location models;
- Partial cover;
- Gradual cover;
63.Progressive hedging for stochastic programs with cross-scenario inequality constraints

机译：具有跨场景不平等约束的随机程序的渐进式对冲
- 作者：Ellen Krohn Aasgard;Hans Ivar Skjelbred
- 期刊名称：《Computational management science》 | 2020年第1期
- Progressive hedging;
- Stochastic programming;
- Hydropower;
- Unit commitment;
- Electricity auctions;
64.Uncertainty, economics and optimization: recent developments

机译：不确定性，经济性和优化性：最新动态
- 期刊名称：《Computational management science》 | 2019年第4期
65.
- 期刊名称：《》 | 2019年第4期
66.B&B method for discrete partial order optimization

机译：离散偏序优化的B＆B方法
- 期刊名称：《Computational management science》 | 2019年第4期
67.Notoriously hard (mixed-)binary QPs: empirical evidence on new completely positive approaches

机译：臭名昭著的（混合）二进制QP：关于新的完全积极方法的经验证据
- 期刊名称：《Computational management science》 | 2019年第4期
68.Exploring the dynamics of business survey data using Markov models

机译：使用Markov模型探索业务调查数据的动态
- 期刊名称：《Computational management science》 | 2019年第4期
- Business tendency surveys;
- Business cycle;
- Coupled Markov chain;
- Multinomial distribution;
69.Large scale extreme risk assessment using copulas: an application to drought events under climate change for Austria

机译：使用copulas进行的大规模极端风险评估：奥地利在气候变化下的干旱事件中的应用
- 期刊名称：《Computational management science》 | 2019年第4期
70.Arbitrage conditions for electricity markets with production and storage

机译：具有生产和存储的电力市场套利条件
- 期刊名称：《Computational management science》 | 2019年第4期
- Electricity production;
- Arbitrage;
- Stochastic discount factor;
- Duality theory;
71.Robustness analysis of generalized Jackson network

机译：广义Jackson网络的鲁棒性分析。
- 期刊名称：《Computational management science》 | 2019年第4期
- Robustness analysis;
- Queuing network;
- Parameter insecurity;
72.A simultaneous perturbation weak derivative estimator for stochastic neural networks

机译：随机神经网络的同时摄动弱导数估计
- 期刊名称：《Computational management science》 | 2019年第4期
73.The value of the right distribution in stochastic programming with application to a Newsvendor problem

机译：正确分配在随机编程中的价值及其在Newsvendor问题中的应用
- 期刊名称：《Computational management science》 | 2019年第4期
- Stochastic programming;
- Value of the right distribution;
- Worst-case analysis;
- Newsvendor problem;
74.Un-diversifying during crises: Is it a good idea?

机译：在危机期间无多样化：这是一个好主意吗？
- 作者：Margherita Giuzio;Sandra Paterlini
- 期刊名称：《Computational management science》 | 2019年第3期
- Diversification;
- Regularization methods;
- Minimum variance;
- Sparsity;
75.Volatility versus downside risk: performance protection in dynamic portfolio strategies

机译：波动性与下行风险：动态投资组合策略中的性能保护
- 作者：Diana Barro;Elio Canestrelli;Giorgio Consigli
- 期刊名称：《Computational management science》 | 2019年第3期
- Volatility;
- Tail risk;
- Mean absolute deviation;
- Derivatives payoffs;
- Risk management;
- Hedging;
- Stochastic programming;
76.The wait-and-judge scenario approach applied to antenna array design

机译：等待和判断方案方法应用于天线阵列设计
- 作者：Algo Care;Simone Garatti;Marco C. Campi
- 期刊名称：《Computational management science》 | 2019年第3期
- Scenario approach;
- Data-driven optimisation;
- Min-max design;
77.Optimized operating rules for short-term hydropower planning in a stochastic environment

机译：随机环境中短期水电规划的优化操作规则
- 作者：Alexia Marchand;Michel Gendreau;Marko Blais;Jonathan Guidi
- 期刊名称：《Computational management science》 | 2019年第3期
- Hydropower planning;
- Operating rules;
- Stochastic optimization;
- Tabu search;
78.Observational data-based quality assessment of scenario generation for stochastic programs

机译：基于观测数据的STOPAST计划的情景生成的质量评估
- 作者：Didem Sari Ay;Sarah M. Ryan
- 期刊名称：《Computational management science》 | 2019年第3期
- Stochastic programming;
- Scenario generation method assessment;
- Scenario quality;
79.Data-driven optimization in management

机译：管理中的数据驱动优化
- 作者：Giorgio Consigli;Anton Kleywegt
- 期刊名称：《Computational management science》 | 2019年第3期
80.Sparse precision matrices for minimum variance portfolios

机译：最小方差组合的稀疏精度矩阵
- 作者：Gabriele Torri;Rosella Giacometti;Sandra Paterlini
- 期刊名称：《Computational management science》 | 2019年第3期
- Minimum variance;
- Precision matrix;
- Graphical lasso;
- Tlasso;
81.Editorial

机译：社论
- 作者：Fleten Stein-Erik;Paraschiv Florentina
- 期刊名称：《Computational management science》 | 2020年第2期
82.Computing credit valuation adjustment solving coupled PIDEs in the Bates model

机译：计算信用评估调整求解钻孔模型耦合叠层
- 作者：Goudenege Ludovic;Molent Andrea;Zanette Antonino
- 期刊名称：《Computational management science》 | 2020年第2期
- Credit value adjustment;
- Hybrid methods;
- PIDE;
- Monte Carlo;
- Bates model;
83.Asset allocation under predictability and parameter uncertainty using LASSO

机译：使用套索的可预测性和参数不确定性下的资产分配
- 作者：Rigamonti Andrea;Weissensteiner Alex
- 期刊名称：《Computational management science》 | 2020年第2期
- LASSO;
- Cross-validation;
- Return predictability;
- Parameter uncertainty;
- Portfolio selection;
84.Portfolio stress testing applied to commodity futures

机译：投资组合应力测试适用于商品期货
- 作者：Paraschiv Florentina;Reese Stine Marie;Ringkjob Skjelstad Margrethe
- 期刊名称：《Computational management science》 | 2020年第2期
- Stress testing;
- Commodity futures;
- Risk measures;
- Extreme value theory;
- Copula functions;
85.Evaluation of scenario reduction algorithms with nested distance

机译：嵌套距离的场景减少算法评估
- 作者：Horejsova Marketa;Vitali Sebastiano;Kopa Milos;Moriggia Vittorio
- 期刊名称：《Computational management science》 | 2020年第2期
- Nested distance;
- Multistage stochastic optimization;
- Scenario tree reduction;
- Nodal clustering;
86.Scenario tree construction driven by heuristic solutions of the optimization problem

机译：优化问题启发式解决方案驱动的情景树施工
- 作者：Prochazka Vit;Wallace Stein W.
- 期刊名称：《Computational management science》 | 2020年第2期
- Stochastic optimization;
- Scenario tree;
- Scenario generation;
87.Modeling flexible generator operating regions via chance-constrained stochastic unit commitment

机译：通过机会约束随机单位承诺建模灵活发电机操作区域
- 作者：Singh Bismark;Knueven Bernard;Watson Jean-Paul
- 期刊名称：《Computational management science》 | 2020年第2期
- Stochastic optimization;
- Unit commitment;
- Power systems operations;
- Chance constraints;
- Emergency operations;
88.Optimal inventory policy through dual sourcing

机译：通过双源的最佳库存政策
- 作者：Davison Matthew;Lawryshyn Yuri;Miklyukh Volodymyr
- 期刊名称：《Computational management science》 | 2020年第2期
89.Distributionally robust optimization with multiple time scales: valuation of a thermal power plant

机译：具有多个时间尺度的分布鲁棒优化：热电厂的估值
- 作者：van Ackooij Wim;Escobar Debora Daniela;Glanzer Martin;Pflug Georg Ch
- 期刊名称：《Computational management science》 | 2020年第3期
90.An exact and a heuristic approach for the transportation-p-facility location problem

机译：对运输 - P-Facility位置问题的精确和启发式方法
- 作者：Das Soumen Kumar;Roy Sankar Kumar;Weber Gerhard Wilhelm
- 期刊名称：《Computational management science》 | 2020年第3期
91.Optimization techniques for tree-structured nonlinear problems

机译：树结构非线性问题的优化技术
- 作者：Huebner Jens;Schmidt Martin;Steinbach Marc C.
- 期刊名称：《Computational management science》 | 2020年第3期
92.Tropical optimization technique in bi-objective project scheduling under temporal constraints

机译：颞限制下双目标项目调度中的热带优化技术
- 作者：Krivulin Nikolai
- 期刊名称：《Computational management science》 | 2020年第3期
93.The Black-Litterman model and views from a reverse optimization procedure: an out-of-sample performance evaluation

机译：反向优化过程中的黑色垃圾模型和视图：一个超出样本的性能评估
- 作者：Allaj Erindi
- 期刊名称：《Computational management science》 | 2020年第3期
- Black-Litterman model;
- Asset allocation strategies;
- Investor's views;
- Out-of-sample performance;
94.AI, Machine Learning and sentiment analysis applied to financial markets and consumer markets

机译：AI，机器学习与情感分析适用于金融市场和消费市场
- 作者：Messina Enza;Erlwein-Sayer Christina;Mitra Gautam
- 期刊名称：《Computational management science》 | 2020年第4期
95.Hyperparameter optimization for recommender systems through Bayesian optimization

机译：通过贝叶斯优化的推荐系统的封锁率优化
- 作者：Galuzzi B. G.;Giordani I;Candelieri A.;Perego R.;Archetti F.
- 期刊名称：《Computational management science》 | 2020年第4期
- Bayesian optimization;
- Collaborative filtering;
- Hyperparameters optimization;
- Matrix factorization;
- Recommender system;
96.A recommender system for active stock selection

机译：用于主动股票选择的推荐系统
- 作者：De Rossi Giuliano;Kolodziej Jakub;Brar Gurvinder
- 期刊名称：《Computational management science》 | 2020年第4期
- Recommender system;
- Stock selection;
- Collaborative filtering;
97.Risk attribution and interconnectedness in the EU via CDS data

机译：欧盟通过CDS数据的风险归因和互连
- 作者：Giacometti R.;Torri G.;Farina G.;De Giuli M. E.
- 期刊名称：《Computational management science》 | 2020年第4期
- Credit risk;
- Marshall-Olkin distribution;
- Risk attribution;
- Credit default swaps;
- Interconnectedness;
- Network theory;
- Stress test;
98.A missing value approach to social network data: 'Dislike' or 'Nothing'?

机译：社交网络数据的缺失价值方法：'不喜欢'或'没有'？
- 作者：Mariani Paolo;Marletta Andrea;Mussini Mauro;Zenga Mariangela;Grammatica Erika
- 期刊名称：《Computational management science》 | 2020年第4期
- Social network data;
- Missing values;
- Users#8217;
- behavior;
99.Including news data in forecasting macro economic performance of China

机译：包括预测中国宏观经济表现的新闻数据
- 作者：Lunde Asger;Torkar Miha
- 期刊名称：《Computational management science》 | 2020年第4期
- Macroeconomics;
- News;
- Sentiment;
- Factor models;
- Principal component analysis;
100.Dynamic portfolio allocation in goals-based wealth management

机译：基于目标的财富管理中的动态投资组合分配
- 作者：Das Sanjiv R.;Ostrov Daniel;Radhakrishnan Anand;Srivastav Deep
- 期刊名称：《Computational management science》 | 2020年第4期
- Goals;
- Wealth management;
- Behavioral portfolio theory;
- Dynamic portfolios;
- Efficient portfolios;

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