Annals of Operations Research

1997 - 2025

Current editor(s): Endre Boros

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Volume 331, month 12, 2023

Forecasting SMEs’ credit risk in supply chain finance with a sampling strategy based on machine learning techniques pp. 1-33

Liukai Wang, Fu Jia, Lujie Chen and Qifa Xu

Optimization model of trade credit and asset-based securitization financing in carbon emission reduction supply chain pp. 35-84

Guoshu Dong, Ling Liang, Lihong Wei, Jiaping Xie and Guang Yang

Financing and coordination strategies for a manufacturer with limited operating and green innovation capital: bank credit financing versus supplier green investment pp. 85-119

Zhixuan Lai, Gaoxiang Lou, Tiantian Zhang and Tijun Fan

Insurance incentive to shippers by a container port: Issues of risk management in supply chain finance pp. 121-139

Hoi-Lam Ma, Lawrence C. Leung, Sai-Ho Chung and Collin Wai-Hung Wong

Trinomial tree based option pricing model in supply chain financing pp. 141-157

Huo Yunzhang, Carman K. M. Lee and Zhang Shuzhu

Enhance financing for small- and medium-sized suppliers with reverse factoring: a game theoretical analysis pp. 159-187

Lijing Zhu and Yi Ou

Credit rating of sustainable agricultural supply chain finance by integrating heterogeneous evaluation information and misclassification risk pp. 189-219

Decui Liang, Wen Cao and Mingwei Wang

Dynamic discounting program of supply chain finance based on a financial information matching platform pp. 221-250

Song Hua, Yang Xiaoye and Song Yuanfang

Benefits of the implementation of Supply Chain Financez,1 pp. 251-283

Qifan Pei, Hing Kai Chan, Tiantian Zhang and Yan Li

Sustainable supply chain finance through digital platforms: a pathway to green entrepreneurship pp. 285-319

Raziyeh Reza-Gharehbagh, Sobhan Arisian, Ashkan Hafezalkotob and Ahmad Makui

Financing the capital-constrained online retailer with risk aversion: coordinating strategy analysis pp. 321-349

Yi Tao, Ruisi Yang, Xiaopo Zhuo, Fan Wang and Xiao Yang

Sustainable supplier selection model with a trade-off between supplier development and supplier switching pp. 351-392

Aditi, Devika Kannan, Jyoti Dhingra Darbari and P. C. Jha

Supply chain financing using blockchain: impacts on supply chains selling fashionable products pp. 393-415

Tsan-Ming Choi

Information advantage and payment disadvantage when selling goods through a powerful retailer pp. 417-446

Baozhuang Niu, Zifan Shen and Qiyang Li

A fuzzy optimization model for designing an efficient blood supply chain network under uncertainty and disruption pp. 447-501

Seyed Amin Seyfi-Shishavan, Yaser Donyatalab, Elmira Farrokhizadeh and Sule Itır Satoglu

Ticket pricing for entertainment events under a dual-channel environment: a game-theoretical approach using uncertainty theory pp. 503-542

Reza Maihami, Devika Kannan, Mohammad Fattahi, Chunguang Bai and Iman Ghalehkhondabi

Smart manufacturing as a strategic tool to mitigate sustainable manufacturing challenges: a case approach pp. 543-579

Devika Kannan, Parvaneh Gholipour and Chunguang Bai

Reputation compensation for incentive alignment in a supply chain with trade credit under information asymmetry pp. 581-604

Zhihong Wang, Lima Zhao, Yuwei Shao and Xiaojuan Wen

Optimization of a stochastic model having erratic server with immediate or delayed repair pp. 605-628

Radhika Agarwal, Divya Agarwal, Shweta Upadhyaya and Izhar Ahmad

The impact of reneging on a fluid on-off queue with strategic customers pp. 629-647

Dimitrios Logothetis, Athanasia Manou and Antonis Economou

Three-level modeling of a speed-scaling supercomputer pp. 649-677

Alexander Rumyantsev, Robert Basmadjian, Sergey Astafiev and Alexander Golovin

On queueing-inventory-location problems pp. 679-710

Hans Daduna

Two-commodity queueing-inventory system with phase-type distribution of service times pp. 711-737

Serife Ozkar

Optimal service rates of a queueing inventory system with finite waiting hall, arbitrary service times and positive lead times pp. 739-762

M. Keerthana, N. Sangeetha and B. Sivakumar

A queueing-inventory model with skeptical and trusting customers pp. 763-786

Gabi Hanukov

Joint pricing and inventory control for a production–inventory queueing system pp. 787-805

Bara Kim, Jeongsim Kim and Sungji Lee

Load balancing in a network of queueing-inventory systems pp. 807-837

Sonja Otten

Analysis of MAP/G/1 queue with inventory as the model of the node of wireless sensor network with energy harvesting pp. 839-866

Alexander Dudin and Valentina Klimenok

A finite-source inventory system with service facility and postponed demands pp. 867-897

J. Sebastian Arockia Jenifer, A. Shophia Lawrence and B. Sivakumar

Analysis of second order properties of production–inventory systems with lost sales pp. 899-921

Nha-Nghi Cruz and Hans Daduna

Design of a class-based order picking system with stochastic demands and priority consideration pp. 923-962

Jingming Liu, Haitao Liao and John A. White

Stability of queueing-inventory systems with customers of different priorities pp. 963-983

Sonja Otten and Hans Daduna

Diffusion limit of a modified Erlang-B system with sensing time of secondary users pp. 985-1006

Kazuma Abe and Tuan Phung-Duc

Continuous review (s, Q) inventory system at a service facility with positive order lead times pp. 1007-1028

S. K. Samanta, K. P. Sapna Isotupa and A. Verma

Stability analysis of a two-class system with constant retrial rate and unreliable server pp. 1029-1051

Ruslana Nekrasova, Evsey Morozov, Dmitry Efrosinin and Natalia Stepanova

A single server retrial queue with event-dependent arrival rates pp. 1053-1088

Ioannis Dimitriou

A production queueing-inventory system with two-customer and a server subject to breakdown pp. 1089-1117

Umay Uzunoglu Kocer and Serife Ozkar

Resource optimization in $$\textit{MMAP[2]/PH[2]/S}$$ MMAP [ 2 ] / PH [ 2 ] / S priority queueing model with threshold $$\textit{PH}$$ PH retrial times and the preemptive resume policy pp. 1119-1148

Raina Raj and Vidyottama Jain

Healthcare inventory management in the presence of supply disruptions and a reliable secondary supplier pp. 1149-1206

Hamed Shourabizadeh, O. Erhun Kundakcioglu, Cem Deniz Caglar Bozkir, Mihriban Busra Tufekci and Andrea C. Henry

Impact of the degradation in service rate in MAP/PH/1 queueing system with phase type vacations, breakdowns, and repairs pp. 1207-1248

Alka Choudhary, Srinivas R. Chakravarthy and Dinesh C. Sharma

Analysis and optimization of hybrid replenishment policy in a double-sources queueing-inventory system with MAP arrivals pp. 1249-1267

Arputham Shophia Lawrence, Agassi Melikov and Balasubramanian Sivakumar

A production inventory model with server breakdown and customer impatience pp. 1269-1304

Nisha Mathew, V. C. Joshua, A. Krishnamoorthy, A. Melikov and Ambily P. Mathew

Volume 330, month 11, 2023

A simulation study on the Markov regime-switching zero-drift GARCH model pp. 1-20

Yanlin Shi

Mispricing: failure to capture the risk preferences dependent on market states pp. 1-26

Hongwei Xing, Hanying Wang, Feiyang Cheng and Shouyu Yao

Holistic principle for risk aggregation and capital allocation pp. 21-54

Wing Fung Chong, Runhuan Feng and Longhao Jin

Robust generalized Merton-type financial portfolio models with generalized utility pp. 55-72

Fouad Ben Abdelaziz and Davide La Torre

Liquidity-constrained index tracking optimization models pp. 73-118

Eduardo Bered Fernandes Vieira, Tiago Pascoal Filomena, Leonardo Riegel Sant’anna and Miguel Lejeune

Identifying systemically important financial institutions in China: new evidence from a dynamic copula-CoVaR approach pp. 119-153

Fei Wu, Zhiwei Zhang, Dayong Zhang and Qiang Ji

Dynamic limit order placement activities and their effects on stock market quality pp. 155-175

Anh Tu Le, Thai-Ha Le, Wai-Man Liu and Kingsley Y. Fong

The high-frequency impact of macroeconomic news on jumps and co-jumps in the cryptocurrency markets pp. 177-209

Walid Ben Omrane, Khaled Guesmi, Qi Qianru and Samir Saadi

Optimal filter rules for selling stocks in the emerging stock markets pp. 211-242

Sabri Boubaker, Xuyuan Han, Zhenya Liu and Yaosong Zhan

Systematic risk in the biopharmaceutical sector: a multiscale approach pp. 243-266

Gazi Uddin, Muhammad Yahya, Stelios Bekiros, Raanadeva Jayasekera and Gerhard Kling

The threshold effects of income diversification on bank stability: an efficiency perspective based on a dynamic network slacks-based measure model pp. 267-304

Béchir Ben Lahouel, Lotfi Taleb, Kristína Kočišová and Younes Ben Zaied

Modelling extreme risk spillovers in the commodity markets around crisis periods including COVID19 pp. 305-334

Najaf Iqbal, Elie Bouri, Oksana Grebinevych and David Roubaud

Volatility impacts on the European banking sector: GFC and COVID-19 pp. 335-360

Jonathan Batten, Tonmoy Choudhury, Harald Kinateder and Niklas F. Wagner

How do women on corporate boards shape corporate social performance? Evidence drawn from semiparametric regression pp. 361-388

Rey Đặng, Lubica Hikkerova, Michel Simioni and Jean-Michel Sahut

Financial interbanking networks resilience under shocks propagation pp. 389-409

Roy Cerqueti, Matteo Cinelli, Giovanna Ferraro and Antonio Iovanella

Ranking econometric techniques using geometrical Benefit of Doubt pp. 411-430

Konstantinos Petridis, Nikolaos E. Petridis, Fouad Ben Abdelaziz and Hatem Masri

Practice-relevant model validation: distributional parameter risk analysis in financial model risk management pp. 431-455

Mark Cummins, Fabian Gogolin, Fearghal Kearney, Greg Kiely and Bernard Murphy

Improving financial distress prediction using textual sentiment of annual reports pp. 457-484

Bo Huang, Xiao Yao, Yinqing Luo and Jing Li

Asset allocation of Australian superannuation funds: a markov regime switching approach pp. 485-515

Emawtee Bissoondoyal-Bheenick, Robert Brooks and Hung Do

Shock transmissions and business linkages among US sectors pp. 517-552

Linh Xuan Diep Nguyen, Thanaset Chevapatrakul and Simona Mateut

Forecasting mid-price movement of Bitcoin futures using machine learning pp. 553-584

Erdinc Akyildirim, Oguzhan Cepni, Shaen Corbet and Gazi Uddin

Measures of global sensitivity in linear programming: applications in banking sector pp. 585-607

Mike G. Tsionas and Dionisis Philippas

Credit risk classification: an integrated predictive accuracy algorithm using artificial and deep neural networks pp. 609-637

Mohammad Mahbobi, Salman Kimiagari and Marriappan Vasudevan

The impact of the SARS-CoV-2 pandemic on financial markets: a seismologic approach pp. 639-664

Alessandro Spelta, Nicolò Pecora, Andrea Flori and Paolo Giudici

Cryptocurrency volatility forecasting: What can we learn from the first wave of the COVID-19 outbreak? pp. 665-690

Zied Ftiti, Wael Louhichi and Hachmi Ben Ameur

Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods pp. 691-729

Sheri Markose, Simone Giansante, Nicolas A. Eterovic and Mateusz Gatkowski

Futures hedging in electricity retailing pp. 757-785

Fehmi Tanrisever, Burak Büke and Geert Jongen

A risk measurement study evaluating the impact of COVID-19 on China's financial market using the QR-SGED-EGARCH model pp. 787-806

Malin Song, Zixu Sui and Xin Zhao

The cyclicality of bank credit losses and capital ratios under expected loss model pp. 807-840

Mahmoud Fatouh and Simone Giansante

Correction to: Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods pp. 841-841

Sheri Markose, Simone Giansante, Nicolas A. Eterovic and Mateusz Gatkowski