Annals of Operations Research

1997 - 2025

Current editor(s): Endre Boros

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Volume 263, month 4, 2018

Preface: Data mining and analytics pp. 1-3

Victoria C. P. Chen, Seoung Bum Kim, Asil Oztekin and Duraikannan Sundaramoorthi

Distant diversity in dynamic class prediction pp. 5-19

Şenay Yaşar Sağlam and W. Nick Street

Robust relevance vector machine for classification with variational inference pp. 21-43

Sangheum Hwang and Myong K. Jeong

Robust chance-constrained support vector machines with second-order moment information pp. 45-68

Ximing Wang, Neng Fan and Panos M. Pardalos

Application of kernel principal component analysis to multi-characteristic parameter design problems pp. 69-91

Woojin Soh, Heeyoung Kim and Bong-Jin Yum

Information-theoretic feature selection with discrete $$k$$ k -median clustering pp. 93-118

Onur Şeref, Ya-Ju Fan, Elan Borenstein and Wanpracha A. Chaovalitwongse

Self-organizing network for variable clustering pp. 119-140

Gang Liu and Hui Yang

Making a state-of-the-art heuristic faster with data mining pp. 141-162

Daniel Martins, Gabriel M. Vianna, Isabel Rosseti, Simone L. Martins and Alexandre Plastino

Multi-sensor slope change detection pp. 163-189

Yang Cao, Yao Xie and Nagi Gebraeel

A distance-based control chart for monitoring multivariate processes using support vector machines pp. 191-207

Shuguang He, Wei Jiang and Houtao Deng

Merchant selection and pricing strategy for a platform firm in the online group buying market pp. 209-230

Tomohiro Ando

A Bayesian framework for large-scale geo-demand estimation in on-line retailing pp. 231-245

Zhiwei Qin, John Bowman and Jagtej Bewli

DEA as a tool for auditing: application to Chinese manufacturing industry with parallel network structures pp. 247-269

Yande Gong, Joe Zhu, Ya Chen and Wade D. Cook

Joint optimization of ordering and maintenance with condition monitoring data pp. 271-310

Ramin Moghaddass and Şeyda Ertekin

Provider selection and task allocation in telecommunications with QoS degradation policy pp. 311-337

Nihat Kasap, Hasan Hüseyin Turan, Hüseyin Savran, Berna Tektas-Sivrikaya and Dursun Delen

Which startup to invest in: a personalized portfolio strategy pp. 339-360

Hao Zhong, Chuanren Liu, Junwei Zhong and Hui Xiong

Data-driven optimization for Dallas Fort Worth International Airport deicing activities pp. 361-384

Huiyuan Fan, Prashant K. Tarun, Victoria C. P. Chen, Dachuan T. Shih, Jay M. Rosenberger, Seoung Bum Kim and Robert A. Horton

Recovering all generalized order-preserving submatrices: new exact formulations and algorithms pp. 385-404

Andrew C. Trapp, Chao Li and Patrick Flaherty

Clustering of short time-course gene expression data with dissimilar replicates pp. 405-428

Ozan Cinar, Ozlem Ilk and Cem Iyigun

Classifying readmissions to a cardiac intensive care unit pp. 429-451

Yazan F. Roumani, Yaman Roumani, Joseph K. Nwankpa and Mohan Tanniru

Improving hospital layout planning through clinical pathway mining pp. 453-477

Ines Verena Arnolds and Daniel Gartner

Predicting pediatric clinic no-shows: a decision analytic framework using elastic net and Bayesian belief network pp. 479-499

Kazim Topuz, Hasmet Uner, Asil Oztekin and Mehmet Bayram Yildirim

Evaluating the importance of different communication types in romantic tie prediction on social media pp. 501-527

Matthias Bogaert, Michel Ballings and Dirk Van den Poel

Spatial associations in global household bicycle ownership pp. 529-549

Olufolajimi Oke, Kavi Bhalla, David C. Love and Sauleh Siddiqui

Predicting social response to infectious disease outbreaks from internet-based news streams pp. 551-564

Shannon M. Fast, Louis Kim, Emily L. Cohn, Sumiko R. Mekaru, John S. Brownstein and Natasha Markuzon

A causal analytic approach to student satisfaction index modeling pp. 565-585

Ali Turkyilmaz, Leyla Temizer and Asil Oztekin

Volume 262, month 3, 2018

Preface pp. 1-2

Stan Uryasev and Jun-ya Gotoh

Superquantile/CVaR risk measures: second-order theory pp. 3-28

R. Tyrrell Rockafellar and Johannes O. Royset

On the dual representation of coherent risk measures pp. 29-46

Marcus Ang, Jie Sun and Qiang Yao

When is tail mean estimation more efficient than tail median? Answers and implications for quantitative risk management pp. 47-65

Roger W. Barnard, Kent Pearce and A. Alexandre Trindade

CVaR distance between univariate probability distributions and approximation problems pp. 67-88

Konstantin Pavlikov and Stan Uryasev

Identifying risk-averse low-diameter clusters in graphs with stochastic vertex weights pp. 89-108

Maciej Rysz, Foad Mahdavi Pajouh, Pavlo Krokhmal and Eduardo L. Pasiliao

Detecting robust cliques in graphs subject to uncertain edge failures pp. 109-132

Oleksandra Yezerska, Sergiy Butenko and Vladimir L. Boginski

A fair division approach to humanitarian logistics inspired by conditional value-at-risk pp. 133-151

Amy Givler Chapman and John E. Mitchell

Photovoltaic power plant design considering multiple uncertainties and risk pp. 153-184

Yasemin Merzifonluoglu and Eray Uzgoren

Risk-based models for emergency shelter and exit design in buildings pp. 185-212

Reza Faturechi, Shabtai Isaac, Elise Miller-Hooks and Lei Feng

Market-reaction-adjusted optimal central bank intervention policy in a forex market with jumps pp. 213-238

Sandun Perera, Winston Buckley and Hongwei Long

Preface: Risk management decisions and wealth management in Financial Economics pp. 239-240

Hatem Ben Ameur, Ephraim Clark, André Palma and Jean-Luc Prigent

Dynamic analysis of the forecasting bankruptcy under presence of unobserved heterogeneity pp. 241-256

Ilyes Abid, Farid Mkaouar and Olfa Kaabia

Ex-ante real estate Value at Risk calculation method pp. 257-285

Charles-Olivier Amédée-Manesme and Fabrice Barthélémy

Measurement errors in stock markets pp. 287-306

Hachmi Ben Ameur, Fredj Jawadi, Abdoulkarim Idi Cheffou and Wael Louhichi

Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets pp. 307-333

Christos Avdoulas, Stelios Bekiros and Sabri Boubaker

Are employee stock option exercise decisions better explained through the prospect theory? pp. 335-359

Hamza Bahaji

On information costs, short sales and the pricing of extendible options, steps and Parisian options pp. 361-387

Mondher Bellalah

Pricing derivatives in the presence of shadow costs of incomplete information and short sales pp. 389-411

Mondher Bellalah

Risk-based strategies: the social responsibility of investment universes does matter pp. 413-429

Philippe Bertrand and Vincent Lapointe

Modelling credit spreads with time volatility, skewness, and kurtosis pp. 431-461

Ephraim Clark and Selima Baccar

Option implied ambiguity and its information content: Evidence from the subprime crisis pp. 463-491

Tarik Driouchi, Lenos Trigeorgis and Raymond H. Y. So

Equilibrium-based volatility models of the market portfolio rate of return (peacock tails or stotting gazelles) pp. 493-518

David Feldman and Xin Xu

How do capital structure and economic regime affect fair prices of bank’s equity and liabilities? pp. 519-545

Donatien Hainaut, Yang Shen and Yan Zeng

Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints pp. 547-578

Ran Ji and Miguel Lejeune

Systemic risk, financial markets, and performance of financial institutions pp. 579-603

Edward Lin, Edward Sun and Min-Teh Yu

Dynamic portfolio insurance strategies: risk management under Johnson distributions pp. 605-629

Naceur Naguez

On the robustness of portfolio allocation under copula misspecification pp. 631-652

Abdallah Ben Saida and Jean-Luc Prigent

Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier pp. 653-681

Hanene Ben Salah, Mohamed Chaouch, Ali Gannoun, Christian de Peretti and Abdelwahed Trabelsi