Annals of Operations Research

1997 - 2026

Current editor(s): Endre Boros

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Volume 357, month 2, 2026

Towards a better understanding of financial and economic systems’ complexities: some new evidence coming from artificial intelligence, machine learning and big data advanced technologies pp. 1-10

Hachmi Ben Ameur, Roberto Casarin, Massimiliano Caporin, Zied Ftiti and Bertrand B. Maillet

Analyzing financial markets dynamics: a statistical equilibrium framework for stocks and cryptocurrencies pp. 11-43

Emanuele Citera and Francesco De Pretis

An innovative decision-making system integrating multifractal analysis and volatility forecasting pp. 45-87

Jialu Gao, Jianzhou Wang, Danxiang Wei and Bo Zeng

Banks’ stock price crash risk prediction with textual analysis: a machine learning approach pp. 89-111

Dimitris Anastasiou, Apostolos Katsafados and Christos Tzomakas

Deep learning for derivatives pricing: a comparative study of asymptotic and quasi-process corrections pp. 113-157

Hideharu Funahashi

Identification and visualisation of zombie firms using self-organizing maps pp. 159-190

David Veganzones and Eric Séverin

Interpretable machine learning models for ESG stock prices under transition and physical climate risk pp. 191-221

Haithem Awijen, Sami Ben Jabeur and Julien Pillot

Significance of predictors: revisiting stock return predictions using explainable AI pp. 223-257

Bhaskar Goswami and Ajim Uddin

Bayesian network modeling for ROI simulation and scenario analysis: a case study on commercial aquaponics pp. 259-300

Selin Karatepe, Kenneth Corscadden, Nick Savidov and John Derksen

An intraday GARCH model for discrete price changes and irregularly spaced observations pp. 301-345

Vladimír Holý

Comparative performance of cryptocurrencies through the Aumann–Serrano economic index of riskiness pp. 347-372

Toshiyuki Yamawake, Joseph Sheely, Roberto Serrano and Jiro Hodoshima

Dynamic Tail Risk Connectedness between Artificial Intelligence and Fintech Stocks pp. 373-407

Shoaib Ali, Nassar S. Al-Nassar, Ali Awais Khalid and Charbel Salloum

Understanding the complexity of futures markets investing in China: evidence from deep learning techniques pp. 409-440

Zhenya Liu, Nawazish Mirza, Rongyu You and Yaosong Zhan

Precious metals and currency risk: testing hedging effectiveness and safe-haven properties across trading frequencies during periods of market distress pp. 441-474

Dario Palumbo

Asset allocation with portfolio immunization strategies based on community detection pp. 475-504

Giacomo di Tollo and Gianni Filograsso

Sparse principal component factors in asset pricing: evidence from the Chinese stock market pp. 505-529

Hai-Chuan Xu, Meng Wu and Wei-Xing Zhou

On the performance of factor investing: an analysis based on constant mix and buy-and-hold strategies pp. 531-563

Philippe Bertrand and Jean-luc Prigent

Smoothed semicovariance estimation for portfolio selection pp. 565-604

Davide Ferrari, Sandra Paterlini, Andrea Rigamonti and Alex Weissensteiner

Improved block rearrangement algorithm pp. 605-632

Carole Bernard, Jinghui Chen, Ludger Rüschendorf and Steven Vanduffel

Informativeness of the federal reserve chair communication’s sentiment on the monetary policy uncertainty pp. 633-677

Juan Arismendi-Zambrano, Emmanuel Kypraios and Alessia Paccagnini

Green spread of US municipal bonds pp. 679-705

Mahdi Sojoudi, Carole Bernard, Philippe Dupuy and Gareth W. Peters

Assessing the potential of digital technology: an integrated measurement of economic, environmental, and social performance pp. 707-737

Lianqing Li, Jean-Philippe Boussemart, Zhiyang Shen and Michael Vardanyan

Corporate ESG performance and systemic risk: a network perspective pp. 739-777

Gang-Jin Wang, Xiangmei Lin, You Zhu, Chi Xie and Gazi Salah Uddin

Spatiotemporal characteristics of agricultural food import shocks pp. 779-802

Yin-Ting Zhang, Duc Khuong Nguyen and Wei-Xing Zhou

Volume 356, month 1, 2026

Game theoretical models and applications (SING 18) pp. 1-9

Massimiliano Ferrara, Giuseppe Caristi, Encarnación Algaba and René van den Brink

Order preservation with dummies in the museum pass problem pp. 11-29

Ricardo Martínez and Joaquín Sánchez-Soriano

On generating functions to compute some power measures for weighted majority games pp. 31-53

L. M. Armijos-Toro, J. M. Alonso-Meijide, M. A. Mosquera and A. Saavedra-Nieves

A position value for multigraphs pp. 55-84

E. Gavilán, C. Manuel and D. Martín

A strategic approach to bankruptcy problems based on the TAL family of rules pp. 85-104

Dirck Bouwhuis, Peter Borm and Ruud Hendrickx

MinCovTarget+: a fast heuristic algorithm for fair allocation pp. 105-121

Giovanni Puccetti, Ludger Rüschendorf and Steven Vanduffel

Efficiency and the core in NTU games in partition function form pp. 123-134

Giovanna Bimonte, Luigi Senatore and Salvatore Tramontano

A coopetition index for coalitions in simple games pp. 135-163

Michele Aleandri and Marco Dall’Aglio

The game of agents in transportation problems pp. 165-187

Juan Aparicio, Juan Carlos Gonçalves-Dosantos and Joaquín Sánchez-Soriano

Existence of robust weak Nash equilibria for leader-follower games with uncertainty pp. 189-202

Miao Wang, Guanghui Yang, Guoling Wang, Zhenli Liu and Chun Wang

On the Inefficiency of Atomic Splittable Routing Games over Parallel Links pp. 203-226

Olivier Brun and Josu Doncel

Aumann–Shapley pricing for baggage ancillary services pp. 227-256

Prabhupad Bharadwaj and R. K. Amit

Computing Perfect Pairwise Stable Networks pp. 257-275

Caihua Chen, Peixuan Li, Junhao Tao and Yang Zhan

Game-based modeling of delayed risk contagion in cryptocurrency exchanges pp. 277-299

Mauro Aliano and Stefania Ragni

Game theory approach for secured supply chain management in effective trade management pp. 301-319

Wei Chu, Yanzhao Shi, Xue Jiang, Tiziana Ciano and Bin Zhao

Interaction between rebate strategy and wholesale-ordering contracts under retailer optimism and information asymmetry pp. 321-349

Yini Zheng and Tiaojun Xiao

Agency contracts with incentive mechanisms considering supplier risk aversion in a dynamic platform supply chain pp. 351-381

Yanfen Zhang and Qi Xu

A hybrid approach for risk-informed decision-making in supply chain projects pp. 383-409

Xu Zhang, Sijun Bai, Abroon Qazi and Mark Goh

On duality for nonsmooth mathematical problems with vanishing constraints pp. 411-426

David Barilla, Giuseppe Caristi, Nader Kanzi and Hamed Soroush

Efficient QoS processing for internet of medical things using non-cooperative game theory: resource allocation in cloud framework pp. 427-442

Zongpeng Xu, Fuyu Ban and Pasquale Fotia

Variational approach for a technology acquisition strategy model in context of the Internet of Things pp. 443-459

David Barilla, Alessandra Costa, Antonio Crupi and Annamaria Barbagallo

Innovative artificial intelligence and game theoretic approach for target tracking in the sensor network pp. 461-481

Yi Liu, Nisreen Innab, K. S. Savita, Wejdan Deebani and Meshal Shutaywi

Evolutionary game theoretic approach with deep learning for health decision-making in critical environment pp. 483-498

Yue Wu, Beiyi Chen, Helen Huifen Cai, Daojuan Wang and Qiong Yuan

Evolutionary game theory with deep learning-based target detection and tracking in sensor networks pp. 499-519

Lili Sun, Yang Zhou, Yue Wu, Helen Cai, Ying Zhang and Yang Liu

Non-cooperative game theory with generative adversarial network for effective decision-making in military cyber warfare pp. 521-538

Xianlong Ma, Walid Abdelfattah, Da Luo, Nisreen Innab, Meshal Shutaywi and Wejdan Deebani

Advancing consumer insights: efficient sentiment analysis-based recommendation system using multi-criteria decision making with a game theoretic approach pp. 539-558

Vince Wanhao Zhang, Guansu Wang, Noreen Izza Arshad, Quang Nguyen, Mengyao Xia and Nisreen Innab

Multi-agent dynamic financial portfolio management: a differential game approach pp. 559-580

Davide La Torre and Rosario Maggistro

A strategic options game approach to support PPP investment decisions under risk-sharing mechanisms pp. 581-599

Marta Biancardi, Michele Bufalo, Antonio Di Bari and Giovanni Villani

Green bonds & certification: is getting certified always optimal? pp. 601-628

Rébecca Cardot, Carole Bernard and Jamil Jaballah

Balancing mitigation policies during pandemics: economic, health, and environmental implications pp. 629-649

Javier de Frutos, Davide La Torre, Danilo Liuzzi, Simone Marsiglio and Guiomar Martín-Herran

Insurance coverage and environmental risk in an evolutionary oligopoly pp. 651-665

Ilaria Colivicchi and Gianluca Iannucci

Unmasking greenwashing in ESG disclosure: insights from evolutionary game analysis pp. 667-695

Xinyu Hao, Tingting Tian, Liang Dong, Christina W. Y. Wong and Kee-hung Lai

Parametric direct support method for solving the bi-objective portfolio optimization problem pp. 697-725

Souhaib Boudjelda and Belkacem Brahmi

Risks and efficiencies in firm games with state-contingent input–output technologies pp. 727-756

Walter Briec and Stéphane Mussard

Strategic pricing and investment in environmental quality by an incumbent facing a greenwasher entrant pp. 757-784

Can Baris Cetin, Arka Mukherjee and Georges Zaccour

Two sides of a coin: analysis of manufacturer altruism and fairness on supply chain upstream innovation pp. 785-829

Xianjin Du, Huimin Zhan, Lulu Wang and Xiaoxi Zhu

A systematic literature review of imperfect quality items: challenges, opportunities, and insights with reference to SDGs pp. 831-879

Prerna Gautam, Sumit Maheshwari, Ahmad Hasan and Chandra K. Jaggi

A Benders decomposition approach for a new sustainable pharmaceutical supply chain network: a case study in France pp. 881-919

Fariba Goodarzian, Ajith Abraham, Jesús Muñuzuri, Atour Taghipour and Peiman Ghasemi

Stable coalition structures for transversal problems pp. 921-948

Vasily Gusev

Pricing strategies in global channels: considering the effects of parallel trade pp. 949-983

Yuan-Mao Kao, Yang Yang, Shih-Fen Cheng and Cheng-Hung Wu

Information sharing under consumer privacy protection in an online marketplace pp. 985-1020

Zhaoli Li and Yifan Xu

Optimal transportation mode selection and capacity allocation under uncertainty pp. 1021-1057

Avnish Kishor Malde and Tuğçe Işık

Procurement portfolio management for resilient supply chains: value of information for risk averse decision making pp. 1059-1088

Yasemin Merzifonluoglu

Metaheuristic-driven deep TCN-FWNN model for efficient energy demand forecasting and management in residential buildings pp. 1089-1148

Abdolreza Rahmanifar, Mehran Khalaj, Ali Taghizadeh Herat and Asghar Darigh

Risk assessment in the supply chain of hazardous materials with carbon cap and trade mechanism: multi-objective red deer algorithm pp. 1149-1189

Y. Sadati-Keneti, M. V. Sebt, R. Tavakkoli-Moghaddam, M. Rahbari and M. J. Jafari

Migration to the quadruple bottom line framework for achieving sustainable development goals: the 4Ps of sustainability pp. 1191-1229

Alireza Tajbakhsh, Mohammadreza Nematollahi and Azam Shamsi Zamenjani

Improving the location of facilities through network addition modification: a revisit pp. 1231-1280

Nguyen Thach, Chenhao Wang and Hau Chan

Optimization of forest tractor transport using operacional research pp. 1281-1300

Giovanni Correia Vieira, Geraldo Regis Mauri, Gilson Fernandes da Silva, Adriano Ribeiro de Mendonça, Nilton César Fiedler, Eduardo da Silva Lopes, Evandro Ferreira da Silva and Gabriel Lessa Lavagnoli

Designing a new multi-objective model for the vehicle routing scheduling at a cross-docking center in mitigating CO2 emissions at green supply chain under uncertainty pp. 1301-1325

Ali Yaghoubi and Safar Fazli

The online-scheduling problems with the bounded batch and incompatible job families on the unit flowshop machines pp. 1327-1346

Xin-Gong Zhang, Jingyi Zhang, Yu-Hsiang Chung, Win-Chin Lin and Chin-Chia Wu

Correction to: Competitive balance in the UEFA Champions League group stage: novel measures show no evidence of decline pp. 1347-1348

Łászló Csató and Dóra Gréta Petróczy

Correction: Solar panel prioritization with a combined multi-criteria approach including hyperbolic fuzzy set pp. 1349-1349

Raghunathan Krishankumar and Alessio Ishizaka

Correction: Information sharing and pricing strategy in supply chains with sudden events pp. 1351-1351

Yanan Yu, Yong He, Hongfu Huang and Peng He

Correction: Distributionally robust simple integer recourse with mean-MAD ambiguity set pp. 1353-1353

Jinting Lin and Ward Romeijnders

Correction: Assessment of the environmental effect of carbon taxation in Chile using a bayesian difference-in-differences approach pp. 1355-1355

Reinier Fernández-López, Cristian Mardones, Guillermo Sosa-Gómez and Jean Paul Navarrete