yusuke1997/dblp-id-title huggingface dataset:
Theoretical results for gas market equilibrium modeling with application to Brazil
Mathematical modeling for further improving task scheduling on Big Data systems
Stabilizing global temperature change below thresholds: Monte Carlo analyses with MERGE
A multiobjective optimization approach for threshold determination in extreme value analysis for financial time series
Financial Networks with Intermediation and Transportation Network Equilibria: A Supernetwork Equivalence and Reinterpretation of the Equilibrium Conditions with Computations
Network manipulation algorithm based on inexact alternating minimization
Enhancing finite difference approximations for double barrier options: mesh optimization and repeated Richardson extrapolation
Erratum to: A copula-based heuristic for scenario generation
Computational study of the US stock market evolution: a rank correlation-based network model
A maximal predictability portfolio using absolute deviation reformulation
Multistage stochastic programming in strategic telecommunication network planning
Numerical solutions to coupled-constraint (or generalised Nash) equilibrium problems
On variance reduction of mean-CVaR Monte Carlo estimators
Robust selective maintenance optimization of series-parallel mission-critical systems subject to maintenance quality uncertainty
Computations in stochastic programming
A multivariate FGD technique to improve VaR computation in equity markets
Incremental accelerated gradient methods for SVM classification: study of the constrained approach
Uncertainty, economics and optimization: recent developments
ALM models based on second order stochastic dominance
Implicitly normalized forecaster with clipping for linear and non-linear heavy-tailed multi-armed bandits
Integrated Chance Constraints: Reduced Forms and an Algorithm
Ecological-economic modelling for the sustainable management of biodiversity
New tools in non-linear modelling and prediction
Sparse graphical modelling for global minimum variance portfolio
Optimal annuity portfolio under inflation risk
Observational data-based quality assessment of scenario generation for stochastic programs
Pattern classification by goal programming and support vector machines
Investment in electric energy storage under uncertainty: a real options approach
Dynamic portfolio allocation in goals-based wealth management
The wait-and-judge scenario approach applied to antenna array design
The value of the right distribution in stochastic programming with application to a Newsvendor problem
Solving a maritime inventory routing problem under uncertainty using optimization and simulation
Decentralized convex optimization on time-varying networks with application to Wasserstein barycenters
A leader-followers model of power transmission capacity expansion in a market driven environment
Participating life insurance policies: an accurate and efficient parallel software for COTS clusters
On the construction of hourly price forward curves for electricity prices
Volatility forecasting via SVR-GARCH with mixture of Gaussian kernels
Numerical study of learning algorithms on Stiefel manifold
Portfolio stress testing applied to commodity futures
Reformulation versus cutting-planes for robust optimization
Optimization techniques for tree-structured nonlinear problems
A node formulation for multistage stochastic programs with endogenous uncertainty
Non-tradability interval for heterogeneous rational players in the option markets
DrAmpl: a meta solver for optimization problem analysis
Asset allocation under predictability and parameter uncertainty using LASSO
Complementarity formulation of games with random payoffs
Imperfect production process with learning and forgetting effects
A Stackelberg game for the Italian tax evasion problem
The maximum ratio clique problem
Distributionally robust optimization with multiple time scales: valuation of a thermal power plant
Multiobjective evolutionary algorithms for complex portfolio optimization problems
Foreign versus domestic banks' performance in the UK: a multicriteria approach
Linear classification tikhonov regularization knowledge-based support vector machine for tornado forecasting
Special issue on computational techniques and applications
Exact methods for large-scale multi-period financial planning problems
Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making
A simultaneous perturbation weak derivative estimator for stochastic neural networks
Sample size determination: posterior distributions proximity
Modularity in planted partition model
An exact solution framework for a broad class of vehicle routing problems
Ellipsoidal buffered area under the curve maximization model with variable selection in credit risk estimation
Distributed continuous-time optimization for convex problems with coupling linear inequality constraints
Numerical solutions to dynamic portfolio problems with upper bounds
A data-driven distributionally robust bound on the expected optimal value of uncertain mixed 0-1 linear programming
Bootstrap estimation of the efficient frontier
On solving nonsmooth retail portfolio maximization problems using active signature methods
Constructing banking networks under decreasing costs of link formation
On the application of Wishart process to the pricing of equity derivatives: the multi-asset case
Special issue on the 13th international conference on computational management science
Multilevel multi-leader multiple-follower games with nonseparable objectives and shared constraints
Risk and reward of home equity borrowing for investment in Canada, a stochastic analysis
Sensitivity analysis of Mixed Tempered Stable parameters with implications in portfolio optimization
Collective adjustment of pension rights in ALM models
Some robust inverse median problems on trees with interval costs
Bipolar neutrosophic multi-item four-dimensional transportation problem with variable routes for breakable items
Bidding in ancillary service markets: an analytical approach using extreme value theory
Portfolio selection under downside risk measures and cardinality constraints based on DC programming and DCA
Estimation of failure probability using semi-definite logit model
Fairness by design in shared-energy allocation problems
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint
Fast binomial procedures for pricing Parisian/ParAsian options
Linear vs. quadratic portfolio selection models with hard real-world constraints
Investment disputes and their explicit role in option market uncertainty and overall risk instability
An adaptive Monte Carlo algorithm for computing mixed logit estimators
Exploiting structure in parallel implementation of interior point methods for optimization
Using economic and financial information for stock selection
On multistage Stochastic Integer Programming for incorporating logical constraints in asset and liability management under uncertainty
International financial networks with intermediation: modeling, analysis, and computations
Cognitive and self-selective routing for sensor networks
Approximate variational inequalities and equilibria
Decomposition methods for multi-horizon stochastic programming
Stochastic programs with binary distributions: structural properties of scenario trees and algorithms
The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market
Jacques F. Benders is 80
Special issue in honor of Berç Rustem
An Improved Gradient Projection-based Decomposition Technique for Support Vector Machines
Stochastic nuclear outages semidefinite relaxations
An approximation to max min fairness in multi commodity networks
Implementing quasi-Monte Carlo simulations with linear transformations
A copula-based heuristic for scenario generation
A criterion space decomposition approach to generalized tri-objective tactical resource allocation
Dynamic modeling of mean-reverting spreads for statistical arbitrage
Algorithms for the quickest path problem and the reliable quickest path problem
Boomer-Consumer: a model for load consumption and reserve offers in reserve constrained electricity markets
Optimizing hedonic editing for multiple outcomes: an algorithm
A column generation mathematical programming approach for a class-faculty assignment problem with preferences
Multicategory classification via discrete support vector machines
Computational management science special issue on "Robust Optimization and Applications"
DCA for solving the scheduling of lifting vehicle in an automated port container terminal
On quasidifferentiable mathematical programs with equilibrium constraints
Accelerated methods for weakly-quasi-convex optimization problems
Predicting Airbnb pricing: a comparative analysis of artificial intelligence and traditional approaches
Applying and benchmarking a stochastic programming-based bidding strategy for day-ahead hydropower scheduling
A multiple decision trees architecture for medical diagnosis: The differentiation of opening snap, second heart sound split and third heart sound
Non-Parametric Regression Methods
An ALNS-based matheuristic algorithm for a multi-product many-to-many maritime inventory routing problem
Formulation and analysis of horizontal mergers among oligopolistic firms with insights into the merger paradox: a supply chain network perspective
Some new perspectives for solving 0-1 integer programming problems using Balas method
A Progressive Hedging based branch-and-bound algorithm for mixed-integer stochastic programs
The Internet, evolutionary variational inequalities, and the time-dependent Braess paradox
A constrained swarm optimization algorithm for large-scale long-run investments using Sharpe ratio-based performance measures
Decentralized optimization over slowly time-varying graphs: algorithms and lower bounds
ETSAP-TIAM: the TIMES integrated assessment model Part I: Model structure
Design of cellular manufacturing systems using Latent Semantic Indexing and Self Organizing Maps
Flow equivalence and stochastic equivalence in G-networks
Capacity expansion and forward contracting in a duopolistic power sector
Linking energy system and macroeconomic growth models
Solving linear multiplicative programs via branch-and-bound: a computational experience
Stochastic optimization on social networks with application to service pricing
Problem-driven scenario clustering in stochastic optimization
Decentralized optimization with affine constraints over time-varying networks
Welfare and research and development incentive effects of uniform and differential pricing schemes
Analysis of weakly correlated nodes in market network
Addressing the economic and demographic complexity via a neural network approach: risk measures for reverse mortgages
A joint model of probabilistic/robust constraints for gas transport management in stationary networks
The decision rule approach to optimization under uncertainty: methodology and applications
A developed slope order index (SOI) for bottlenecks in projects and production lines
Probabilistic constraints via SQP solver: application to a renewable energy management problem
Lipschitz stability for a class of parametric optimization problems with polyhedral feasible set mapping
American option pricing under stochastic volatility: an efficient numerical approach
An application of the neural network energy function to machine sequencing
A tail-revisited Markowitz mean-variance approach and a portfolio network centrality
Smart charging profiles for electric vehicles
Monte Carlo methods for mean-risk optimization and portfolio selection
Robust international portfolio management
Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming
Decomposition methods for monotone two-time-scale stochastic optimization problems
Tropical optimization technique in bi-objective project scheduling under temporal constraints
SDDP for multistage stochastic programs: preprocessing via scenario reduction
An oracle based method to compute a coupled equilibrium in a model of international climate policy
Predictive stochastic programming
A missing value approach to social network data: "Dislike" or "Nothing"?
Stochastic dynamic programming approach to managing power system uncertainty with distributed storage
Optimal versus satisfactory decision making: a case study of sales with a target
Arbitrage conditions for electricity markets with production and storage
The coastal seaspace patrol sector design and allocation problem
Single cut and multicut stochastic dual dynamic programming with cut selection for multistage stochastic linear programs: convergence proof and numerical experiments
Performance analysis of distributed solution approaches in simulation-based optimization
Log-robust portfolio management with parameter ambiguity
Simplifying capacity planning for electricity systems with hydroelectric and renewable generation
Cutting plane algorithms for mean-CVaR portfolio optimization with nonconvex transaction costs
Enabling same-day delivery using a drone resupply model with transshipment points
Forecasting financial time series with Boltzmann entropy through neural networks
Financial networks with socially responsible investing
Optimal routing of vehicles with communication capabilities in disasters
Markov decision processes for inland empty container inventory management
Machine-learning classifiers for imbalanced tornado data
Quality evaluation of scenario-tree generation methods for solving stochastic programming problems
Implicit incentives for fund managers with partial information
Determination and estimation of risk aversion coefficients
Identifying systemically important financial institutions: a network approach
Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes
Using machine learning prediction models for quality control: a case study from the automotive industry
Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models
Decision trees for monotone price models
An Algorithm for the Job Shop Scheduling Problem based on Global Equilibrium Search Techniques
Financial networks
Adaptive evolutionary algorithms for portfolio selection problems
Path loss prediction in urban environment using learning machines and dimensionality reduction techniques
Global optimization of mixed-integer bilevel programming problems
Norm constrained minimum variance portfolios with short selling
Game Theory Explorer: software for the applied game theorist
A multicriteria approach for rating the credit risk of financial institutions
A scalable solution framework for stochastic transmission and generation planning problems
Tempered stable process, first passage time, and path-dependent option pricing
Numerical Modelling of Autonomous Agent Movement and Conflict
Optimal maintenance and scrapping versus the value of back ups
Network design for time-constrained delivery using subgraphs
An improved Lagrangian relaxation and dual ascent approach to facility location problems
On composite vector variational-like inequalities and vector optimization problems
Modeling and mitigating supply chain disruptions as a bilevel network flow problem
Optimal portfolios: new variations of an old theme
A diversified AHP-tree approach for multiple-criteria supplier selection
Putting a price tag on temperature
Optimal portfolio choice in jump-diffusion markets with longevity risk
Credit portfolio risk and asset price cycles
Online decision making for trading wind energy
Decision-making from a risk assessment perspective for Corporate Mergers and Acquisitions
Sparse precision matrices for minimum variance portfolios
Empirically assessing noisy necessary conditions with activation functions
The Value of Shared Information for allocation of drivers in ride-hailing: a proof-of-concept study
American option pricing under stochastic volatility: an empirical evaluation
Support Vector Machine as an Efficient Framework for Stock Market Volatility Forecasting
Nested Benders's decomposition of capacity-planning problems for electricity systems with hydroelectric and renewable generation
Multi-stage stochastic optimization: the distance between stochastic scenario processes
Editorial to computational techniques in management science
The impact of wind uncertainty on the strategic valuation of distributed electricity storage
An approximate dynamic programming framework for modeling global climate policy under decision-dependent uncertainty
Optimization and sustainable development
Comparison of policy functions from the optimal learning and adaptive control frameworks
Computational framework for longevity risk management
Handling of long-term storage in multi-horizon stochastic programs
Likelihood robust optimization for data-driven problems
Optimal strategies with option compensation under mean reverting returns or volatilities
Evaluation of strategy portfolios
A distributed approach to meteorological predictions: addressing data imbalance in precipitation prediction models through federated learning and GANs
Editorial, Volume 12, Issue 4, 2015
Design of induction motors using a mixed-variable approach
A systematic approach for examining the impact of calibration uncertainty in disease modeling
Flow-based formulations for operational fixed interval scheduling problems with random delays
The stochastic programming heritage of Maarten van der Vlerk
Airline network revenue management by multistage stochastic programming
Optimal trial duration times for multiple change points products lifetime distributions
Using tropical optimization to solve constrained minimax single-facility location problems with rectilinear distance
A Cournot-Nash-Bertrand game theory model of a service-oriented Internet with price and quality competition among network transport providers
Detection of local tourism systems by threshold accepting
Portfolio selection under supply chain predictability
Notes on random optimal control equilibrium problem via stochastic inverse variational inequalities
Exact simulation of final, minimal and maximal values of Brownian motion and jump-diffusions with applications to option pricing
Computational learning of the conditional phase-type (C-Ph) distribution
Quadratic interior-point methods in statistical disclosure control
Evaluating the role of waste-to-energy and cogeneration units in district heatings and electricity markets
Yaroslav D. Sergeyev: Arithmetic of infinity
Wrong Way Risk corrections to CVA in CIR reduced-form models
Quantum game approach for capacity allocation decisions under strategic reasoning
Modeling flexible generator operating regions via chance-constrained stochastic unit commitment
European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions
On the minimum-cost λ-edge-connected k -subgraph problem
American options with liquidation penalties
A topological approach for vector quasi-variational inequalities with set-valued functions
Accelerating viability kernel computation with CUDA architecture: application to bycatch fishery management
Quantile- based portfolios: post- model- selection estimation with alternative specifications
Correction to: Distributionally robust optimization with multiple time scales: valuation of a thermal power plant
Centered solutions for uncertain linear equations
A dynamic Cournot-Nash game: a representation of a finitely repeated feedback game
Solving two-stage stochastic programming problems with level decomposition
Computational aspects of minimizing conditional value-at-risk
Renewable electricity capacity planning with uncertainty at multiple scales
Solving a multi-horizon stochastic facility location problem with capacity expansion
How Crucial is Cooperation in Mitigating World Climate? Analysis with World-MARKAL
Learning networks in rainfall estimation
Special issue on dynamic games
Analysis of relationship between forward and spot markets in oligopolies under demand and cost uncertainties
DC programming and DCA for globally solving the value-at-risk
Multi-criteria supplier selection problem with fuzzy demand: a newsvendor model
Large scale extreme risk assessment using copulas: an application to drought events under climate change for Austria
Risk aversion for an electricity retailer with second-order stochastic dominance constraints
On the impact of conditional expectation estimators in portfolio theory
A novel regime-switching commodity pricing model with stochastic convenience yield
An approximate solution approach for a scenario-based capital budgeting model
A stochastic programming approach for multi-period portfolio optimization
Estimation of risk-neutral density surfaces
A C++ computational environment for biomolecular sequence management
Least median of squares estimation by optimization heuristics with an application to the CAPM and a multi-factor model
On the customer lifetime value: a mathematical perspective
Decision-dependent probabilities in stochastic programs with recourse
Modelling an energy market with Bayesian networks for non-normal data
Scenario tree reduction for multistage stochastic programs
Penalized sample average approximation methods for stochastic programs in economic and secure dispatch of a power system
An L-shaped method with strengthened lift-and-project cuts
Data-driven optimization in management
On the role of norm constraints in portfolio selection
The Black-Litterman model and views from a reverse optimization procedure: an out-of-sample performance evaluation
On the average performance of the adjustable RO and its use as an offline tool for multi-period production planning under uncertainty
Implied volatility and state price density estimation: arbitrage analysis
Multi-period power utility optimization under stock return predictability
Robust optimization of uncertain multistage inventory systems with inexact data in decision rules
Simulation and evaluation of the distribution of interest rate risk
Supply chain network operations management of a blood banking system with cost and risk minimization
Projected solutions for finite-dimensional quasiequilibrium problems
Novel approaches for portfolio construction using second order stochastic dominance
Discovering the dynamics of smart business networks
B&B method for discrete partial order optimization
Theoretical and algorithmic advances in multi-parametric programming and control
A nonlinear multi-classification knowledge-based kernel machine
Mean-variance versus expected utility in dynamic investment analysis
Scenario generation by selection from historical data
Catastrophic risks and the pricing of catastrophe equity put options
Network approach for the Russian stock market
Day-ahead market bidding for a Nordic hydropower producer: taking the Elbas market into account
Distributionally robust simple integer recourse
On distributionally robust multiperiod stochastic optimization
Introduction to the special issue on computational optimization under uncertainty
Un-diversifying during crises: Is it a good idea?
Coordination of power and natural gas markets via financial instruments
The danger model: application to a competitive market
Customer satisfaction: a mathematical framework for its analysis and its measurement
Emergency exit layout planning using optimization and agent-based simulation
Simultaneous pursuit of out-of-sample performance and sparsity in index tracking portfolios
A heuristic algorithm to solve the single-facility location routing problem on Riemannian surfaces
Self-adaptive support vector machines: modelling and experiments
Computing credit valuation adjustment solving coupled PIDEs in the Bates model
A comparison between the robust risk-aware and risk-seeking managers in R&D portfolio management
Connection between higher order measures of risk and stochastic dominance
Multistage portfolio optimization with multivariate dominance constraints
Optimal decision making under uncertainty
An orienteering model for the search and rescue problem
Computation of the Delta of European options under stochastic volatility models