Lei, Lei; Peng, Yijie; Fu, Michael C.; Hu, Jian-Qiang Copula sensitivity analysis for portfolio credit derivatives. (English) Zbl 1518.91283 Eur. J. Oper. Res. 308, No. 1, 455-466 (2023). MSC: 91G20 62H05 91G40 91G60 PDFBibTeX XMLCite \textit{L. Lei} et al., Eur. J. Oper. Res. 308, No. 1, 455--466 (2023; Zbl 1518.91283) Full Text: DOI
Csató, László How to avoid uncompetitive games? The importance of tie-breaking rules. (English) Zbl 07709078 Eur. J. Oper. Res. 307, No. 3, 1260-1269 (2023). MSC: 62F07 90-10 90B90 PDFBibTeX XMLCite \textit{L. Csató}, Eur. J. Oper. Res. 307, No. 3, 1260--1269 (2023; Zbl 07709078) Full Text: DOI arXiv
Deprez, Laurens; Antonio, Katrien; Boute, Robert Empirical risk assessment of maintenance costs under full-service contracts. (English) Zbl 1524.62510 Eur. J. Oper. Res. 304, No. 2, 476-493 (2023). MSC: 62P05 90B25 91B05 PDFBibTeX XMLCite \textit{L. Deprez} et al., Eur. J. Oper. Res. 304, No. 2, 476--493 (2023; Zbl 1524.62510) Full Text: DOI
Yfanti, Stavroula; Karanasos, Menelaos; Zopounidis, Constantin; Christopoulos, Apostolos Corporate credit risk counter-cyclical interdependence: a systematic analysis of cross-border and cross-sector correlation dynamics. (English) Zbl 1524.91137 Eur. J. Oper. Res. 304, No. 2, 813-831 (2023). MSC: 91G45 62P05 PDFBibTeX XMLCite \textit{S. Yfanti} et al., Eur. J. Oper. Res. 304, No. 2, 813--831 (2023; Zbl 1524.91137) Full Text: DOI
Tsionas, Mike G. Clustering and meta-envelopment in data envelopment analysis. (English) Zbl 1524.90187 Eur. J. Oper. Res. 304, No. 2, 763-778 (2023). MSC: 90B50 62P20 PDFBibTeX XMLCite \textit{M. G. Tsionas}, Eur. J. Oper. Res. 304, No. 2, 763--778 (2023; Zbl 1524.90187) Full Text: DOI
Cousineau, Martin; Verter, Vedat; Murphy, Susan A.; Pineau, Joelle Estimating causal effects with optimization-based methods: a review and empirical comparison. (English) Zbl 1524.62525 Eur. J. Oper. Res. 304, No. 2, 367-380 (2023). MSC: 62P10 PDFBibTeX XMLCite \textit{M. Cousineau} et al., Eur. J. Oper. Res. 304, No. 2, 367--380 (2023; Zbl 1524.62525) Full Text: DOI arXiv
Taylor, James W.; Taylor, Kathryn S. Combining probabilistic forecasts of COVID-19 mortality in the United States. (English) Zbl 1524.62549 Eur. J. Oper. Res. 304, No. 1, 25-41 (2023). MSC: 62P10 PDFBibTeX XMLCite \textit{J. W. Taylor} and \textit{K. S. Taylor}, Eur. J. Oper. Res. 304, No. 1, 25--41 (2023; Zbl 1524.62549) Full Text: DOI arXiv
Nguyen, Bao Hoang; Simar, Léopold; Zelenyuk, Valentin Data sharpening for improving central limit theorem approximations for data envelopment analysis-type efficiency estimators. (English) Zbl 1524.90183 Eur. J. Oper. Res. 303, No. 3, 1469-1480 (2022). MSC: 90B50 91B38 62P20 PDFBibTeX XMLCite \textit{B. H. Nguyen} et al., Eur. J. Oper. Res. 303, No. 3, 1469--1480 (2022; Zbl 1524.90183) Full Text: DOI
Lien, Gudbrand; Kumbhakar, Subal C.; Mishra, Ashok K.; Hardaker, J. Brian Does risk management affect productivity of organic rice farmers in India? Evidence from a semiparametric production model. (English) Zbl 1524.62585 Eur. J. Oper. Res. 303, No. 3, 1392-1402 (2022). MSC: 62P20 PDFBibTeX XMLCite \textit{G. Lien} et al., Eur. J. Oper. Res. 303, No. 3, 1392--1402 (2022; Zbl 1524.62585) Full Text: DOI
Khezrimotlagh, Dariush Simulation designs for production frontiers. (English) Zbl 1524.90181 Eur. J. Oper. Res. 303, No. 3, 1321-1334 (2022). MSC: 90B50 62P20 91B38 PDFBibTeX XMLCite \textit{D. Khezrimotlagh}, Eur. J. Oper. Res. 303, No. 3, 1321--1334 (2022; Zbl 1524.90181) Full Text: DOI
Hong, Yi; Jin, Xing Pricing of variance swap rates and investment decisions of variance swaps: evidence from a three-factor model. (English) Zbl 1524.91120 Eur. J. Oper. Res. 303, No. 2, 975-985 (2022). MSC: 91G20 62P05 PDFBibTeX XMLCite \textit{Y. Hong} and \textit{X. Jin}, Eur. J. Oper. Res. 303, No. 2, 975--985 (2022; Zbl 1524.91120) Full Text: DOI
Huang, Minjie; Zhao, Shunan; Kumbhakar, Subal C. Decomposition of output, productivity and market structure changes. (English) Zbl 1507.91099 Eur. J. Oper. Res. 303, No. 1, 422-437 (2022). MSC: 91B38 62P20 PDFBibTeX XMLCite \textit{M. Huang} et al., Eur. J. Oper. Res. 303, No. 1, 422--437 (2022; Zbl 1507.91099) Full Text: DOI
Li, Mingyang; Jin, Man; Kumbhakar, Subal C. Do subsidies increase firm productivity? Evidence from Chinese manufacturing enterprises. (English) Zbl 1507.91101 Eur. J. Oper. Res. 303, No. 1, 388-400 (2022). MSC: 91B38 62P20 PDFBibTeX XMLCite \textit{M. Li} et al., Eur. J. Oper. Res. 303, No. 1, 388--400 (2022; Zbl 1507.91101) Full Text: DOI
Tsionas, Mike G. Convex non-parametric least squares, causal structures and productivity. (English) Zbl 1507.62248 Eur. J. Oper. Res. 303, No. 1, 370-387 (2022). MSC: 62G08 62P20 91B38 PDFBibTeX XMLCite \textit{M. G. Tsionas}, Eur. J. Oper. Res. 303, No. 1, 370--387 (2022; Zbl 1507.62248) Full Text: DOI
Ye, Yuan; Lu, Yonggang; Robinson, Powell; Narayanan, Arunachalam An empirical Bayes approach to incorporating demand intermittency and irregularity into inventory control. (English) Zbl 1507.90016 Eur. J. Oper. Res. 303, No. 1, 255-272 (2022). MSC: 90B05 62C12 PDFBibTeX XMLCite \textit{Y. Ye} et al., Eur. J. Oper. Res. 303, No. 1, 255--272 (2022; Zbl 1507.90016) Full Text: DOI
Koch, Erwan; Robert, Christian Y. Stochastic derivative estimation for max-stable random fields. (English) Zbl 1507.62278 Eur. J. Oper. Res. 302, No. 2, 575-588 (2022). MSC: 62M09 60G70 62G32 62M40 PDFBibTeX XMLCite \textit{E. Koch} and \textit{C. Y. Robert}, Eur. J. Oper. Res. 302, No. 2, 575--588 (2022; Zbl 1507.62278) Full Text: DOI arXiv
Bautista, Lucía; Castro, Inma T.; Landesa, Luis Condition-based maintenance for a system subject to multiple degradation processes with stochastic arrival intensity. (English) Zbl 1507.90052 Eur. J. Oper. Res. 302, No. 2, 560-574 (2022). MSC: 90B25 60K10 62N05 PDFBibTeX XMLCite \textit{L. Bautista} et al., Eur. J. Oper. Res. 302, No. 2, 560--574 (2022; Zbl 1507.90052) Full Text: DOI
Sun, Yuying; Zhang, Xinyu; Wan, Alan T. K.; Wang, Shouyang Model averaging for interval-valued data. (English) Zbl 1506.62342 Eur. J. Oper. Res. 301, No. 2, 772-784 (2022). MSC: 62J05 62M10 62P20 PDFBibTeX XMLCite \textit{Y. Sun} et al., Eur. J. Oper. Res. 301, No. 2, 772--784 (2022; Zbl 1506.62342) Full Text: DOI
Qin, Shuidan; Wang, Bing Xing; Wu, Wenhui; Ma, Chao The prediction intervals of remaining useful life based on constant stress accelerated life test data. (English) Zbl 1506.62391 Eur. J. Oper. Res. 301, No. 2, 747-755 (2022). MSC: 62N05 62F10 PDFBibTeX XMLCite \textit{S. Qin} et al., Eur. J. Oper. Res. 301, No. 2, 747--755 (2022; Zbl 1506.62391) Full Text: DOI
Mynbayeva, Elmira; Lamb, John D.; Zhao, Yuan Why estimation alone causes Markowitz portfolio selection to fail and what we might do about it. (English) Zbl 1506.91159 Eur. J. Oper. Res. 301, No. 2, 694-707 (2022). MSC: 91G10 62L10 62P05 PDFBibTeX XMLCite \textit{E. Mynbayeva} et al., Eur. J. Oper. Res. 301, No. 2, 694--707 (2022; Zbl 1506.91159) Full Text: DOI
Giri, B. C.; Glock, C. H. The bullwhip effect in a manufacturing/remanufacturing supply chain under a price-induced non-standard ARMA(1,1) demand process. (English) Zbl 1506.90012 Eur. J. Oper. Res. 301, No. 2, 458-472 (2022). MSC: 90B05 62M10 PDFBibTeX XMLCite \textit{B. C. Giri} and \textit{C. H. Glock}, Eur. J. Oper. Res. 301, No. 2, 458--472 (2022; Zbl 1506.90012) Full Text: DOI
Durand, Pierre; Le Quang, Gaëtan Banks to basics! Why banking regulation should focus on equity. (English) Zbl 1506.91175 Eur. J. Oper. Res. 301, No. 1, 349-372 (2022). MSC: 91G45 62H30 68T05 PDFBibTeX XMLCite \textit{P. Durand} and \textit{G. Le Quang}, Eur. J. Oper. Res. 301, No. 1, 349--372 (2022; Zbl 1506.91175) Full Text: DOI Link
Mi, Yunlong; Quan, Pei; Shi, Yong; Wang, Zongrun Concept-cognitive computing system for dynamic classification. (English) Zbl 1506.68156 Eur. J. Oper. Res. 301, No. 1, 287-299 (2022). MSC: 68T35 62H30 68T05 68U35 PDFBibTeX XMLCite \textit{Y. Mi} et al., Eur. J. Oper. Res. 301, No. 1, 287--299 (2022; Zbl 1506.68156) Full Text: DOI
Kang, Yanfei; Cao, Wei; Petropoulos, Fotios; Li, Feng Forecast with forecasts: diversity matters. (English) Zbl 1506.62377 Eur. J. Oper. Res. 301, No. 1, 180-190 (2022). MSC: 62M20 62M10 PDFBibTeX XMLCite \textit{Y. Kang} et al., Eur. J. Oper. Res. 301, No. 1, 180--190 (2022; Zbl 1506.62377) Full Text: DOI arXiv
Fang, Guanqi; Pan, Rong; Wang, Yukun Inverse Gaussian processes with correlated random effects for multivariate degradation modeling. (English) Zbl 1506.62387 Eur. J. Oper. Res. 300, No. 3, 1177-1193 (2022). MSC: 62N05 90B25 PDFBibTeX XMLCite \textit{G. Fang} et al., Eur. J. Oper. Res. 300, No. 3, 1177--1193 (2022; Zbl 1506.62387) Full Text: DOI
Hochbaum, Dorit S.; Rao, Xu; Sauppe, Jason Network flow methods for the minimum covariate imbalance problem. (English) Zbl 1506.62249 Eur. J. Oper. Res. 300, No. 3, 827-836 (2022). MSC: 62D20 90B10 90C10 PDFBibTeX XMLCite \textit{D. S. Hochbaum} et al., Eur. J. Oper. Res. 300, No. 3, 827--836 (2022; Zbl 1506.62249) Full Text: DOI
Tulabandhula, Theja; Sinha, Deeksha; Karra, Saketh Optimizing revenue while showing relevant assortments at scale. (English) Zbl 1495.62121 Eur. J. Oper. Res. 300, No. 2, 561-570 (2022). MSC: 62R07 90C06 90C90 PDFBibTeX XMLCite \textit{T. Tulabandhula} et al., Eur. J. Oper. Res. 300, No. 2, 561--570 (2022; Zbl 1495.62121) Full Text: DOI arXiv
Costa Sperb, L. F.; Sung, M.-C.; Ma, T.; Johnson, J. E. V. Turning the heat on financial decisions: examining the role temperature plays in the incidence of bias in a time-limited financial market. (English) Zbl 1495.91111 Eur. J. Oper. Res. 299, No. 3, 1142-1157 (2022). MSC: 91G15 62P05 62M20 PDFBibTeX XMLCite \textit{L. F. Costa Sperb} et al., Eur. J. Oper. Res. 299, No. 3, 1142--1157 (2022; Zbl 1495.91111) Full Text: DOI
Ah-Pine, Julien Learning doubly stochastic and nearly idempotent affinity matrix for graph-based clustering. (English) Zbl 1495.62048 Eur. J. Oper. Res. 299, No. 3, 1069-1078 (2022). MSC: 62H30 68T05 90C22 90C90 PDFBibTeX XMLCite \textit{J. Ah-Pine}, Eur. J. Oper. Res. 299, No. 3, 1069--1078 (2022; Zbl 1495.62048) Full Text: DOI HAL
Blanquero, Rafael; Carrizosa, Emilio; Molero-Río, Cristina; Romero Morales, Dolores On sparse optimal regression trees. (English) Zbl 1495.62049 Eur. J. Oper. Res. 299, No. 3, 1045-1054 (2022). MSC: 62H30 68T05 90C30 90C90 91G40 PDFBibTeX XMLCite \textit{R. Blanquero} et al., Eur. J. Oper. Res. 299, No. 3, 1045--1054 (2022; Zbl 1495.62049) Full Text: DOI
Alexander, Carol; Meng, Xiaochun; Wei, Wei Targeting Kollo skewness with random orthogonal matrix simulation. (English) Zbl 1495.62007 Eur. J. Oper. Res. 299, No. 1, 362-376 (2022). MSC: 62-08 62H10 62R01 65C05 91G60 PDFBibTeX XMLCite \textit{C. Alexander} et al., Eur. J. Oper. Res. 299, No. 1, 362--376 (2022; Zbl 1495.62007) Full Text: DOI arXiv
Ma, T.; Fraser-Mackenzie, P. A. F.; Sung, M.; Kansara, A. P.; Johnson, J. E. V. Are the least successful traders those most likely to exit the market? A survival analysis contribution to the efficient market debate. (English) Zbl 1495.91133 Eur. J. Oper. Res. 299, No. 1, 330-345 (2022). MSC: 91G70 62P05 PDFBibTeX XMLCite \textit{T. Ma} et al., Eur. J. Oper. Res. 299, No. 1, 330--345 (2022; Zbl 1495.91133) Full Text: DOI
Ellington, Michael Fat tails, serial dependence, and implied volatility index connections. (English) Zbl 1490.91235 Eur. J. Oper. Res. 299, No. 2, 768-779 (2022). MSC: 91G45 62P05 91B84 PDFBibTeX XMLCite \textit{M. Ellington}, Eur. J. Oper. Res. 299, No. 2, 768--779 (2022; Zbl 1490.91235) Full Text: DOI
Luong, Thi Mai; Scheule, Harald Benchmarking forecast approaches for mortgage credit risk for forward periods. (English) Zbl 1490.91229 Eur. J. Oper. Res. 299, No. 2, 750-767 (2022). MSC: 91G40 62P05 PDFBibTeX XMLCite \textit{T. M. Luong} and \textit{H. Scheule}, Eur. J. Oper. Res. 299, No. 2, 750--767 (2022; Zbl 1490.91229) Full Text: DOI
Astorino, Annabella; Avolio, Matteo; Fuduli, Antonio A maximum-margin multisphere approach for binary multiple instance learning. (English) Zbl 1490.68178 Eur. J. Oper. Res. 299, No. 2, 642-652 (2022). MSC: 68T05 62H30 90C90 PDFBibTeX XMLCite \textit{A. Astorino} et al., Eur. J. Oper. Res. 299, No. 2, 642--652 (2022; Zbl 1490.68178) Full Text: DOI
Davila-Pena, Laura; García-Jurado, Ignacio; Casas-Méndez, Balbina Assessment of the influence of features on a classification problem: an application to COVID-19 patients. (English) Zbl 1490.62154 Eur. J. Oper. Res. 299, No. 2, 631-641 (2022). MSC: 62H30 68T05 91A12 PDFBibTeX XMLCite \textit{L. Davila-Pena} et al., Eur. J. Oper. Res. 299, No. 2, 631--641 (2022; Zbl 1490.62154) Full Text: DOI arXiv
Kim, Sojung; Weber, Stefan Simulation methods for robust risk assessment and the distorted mix approach. (English) Zbl 1490.91249 Eur. J. Oper. Res. 298, No. 1, 380-398 (2022). MSC: 91G70 62P05 PDFBibTeX XMLCite \textit{S. Kim} and \textit{S. Weber}, Eur. J. Oper. Res. 298, No. 1, 380--398 (2022; Zbl 1490.91249) Full Text: DOI arXiv
Bonaccolto, Giovanni; Caporin, Massimiliano; Maillet, Bertrand B. Dynamic large financial networks via conditional expected shortfalls. (English) Zbl 1490.91234 Eur. J. Oper. Res. 298, No. 1, 322-336 (2022). MSC: 91G45 62P05 91G10 PDFBibTeX XMLCite \textit{G. Bonaccolto} et al., Eur. J. Oper. Res. 298, No. 1, 322--336 (2022; Zbl 1490.91234) Full Text: DOI
Bian, Siyu; Serra, Teresa; Garcia, Philip; Irwin, Scott New evidence on market response to public announcements in the presence of microstructure noise. (English) Zbl 1490.91103 Eur. J. Oper. Res. 298, No. 2, 785-800 (2022). MSC: 91B24 62P05 91B84 PDFBibTeX XMLCite \textit{S. Bian} et al., Eur. J. Oper. Res. 298, No. 2, 785--800 (2022; Zbl 1490.91103) Full Text: DOI
Lazar, Emese; Qi, Shuyuan Model risk in the over-the-counter market. (English) Zbl 1490.91215 Eur. J. Oper. Res. 298, No. 2, 769-784 (2022). MSC: 91G20 62P05 PDFBibTeX XMLCite \textit{E. Lazar} and \textit{S. Qi}, Eur. J. Oper. Res. 298, No. 2, 769--784 (2022; Zbl 1490.91215) Full Text: DOI
Cheung, Ka Chun; Yam, Sheung Chi Phillip; Zhang, Yiying Satisficing credibility for heterogeneous risks. (English) Zbl 1490.91168 Eur. J. Oper. Res. 298, No. 2, 752-768 (2022). MSC: 91G05 62P05 62G32 PDFBibTeX XMLCite \textit{K. C. Cheung} et al., Eur. J. Oper. Res. 298, No. 2, 752--768 (2022; Zbl 1490.91168) Full Text: DOI
Volk-Makarewicz, Warren; Borovkova, Svetlana; Heidergott, Bernd Assessing the impact of jumps in an option pricing model: a gradient estimation approach. (English) Zbl 1490.91223 Eur. J. Oper. Res. 298, No. 2, 740-751 (2022). MSC: 91G20 62P05 PDFBibTeX XMLCite \textit{W. Volk-Makarewicz} et al., Eur. J. Oper. Res. 298, No. 2, 740--751 (2022; Zbl 1490.91223) Full Text: DOI
Fianu, Emmanuel Senyo; Ahelegbey, Daniel Felix; Grossi, Luigi Modeling risk contagion in the Italian zonal electricity market. (English) Zbl 1490.91148 Eur. J. Oper. Res. 298, No. 2, 656-679 (2022). MSC: 91B74 62P20 91B84 PDFBibTeX XMLCite \textit{E. S. Fianu} et al., Eur. J. Oper. Res. 298, No. 2, 656--679 (2022; Zbl 1490.91148) Full Text: DOI Link
Seeve, Teemu; Vilkkumaa, Eeva Identifying and visualizing a diverse set of plausible scenarios for strategic planning. (English) Zbl 1490.90169 Eur. J. Oper. Res. 298, No. 2, 596-610 (2022). MSC: 90B50 91B06 90C27 62H25 PDFBibTeX XMLCite \textit{T. Seeve} and \textit{E. Vilkkumaa}, Eur. J. Oper. Res. 298, No. 2, 596--610 (2022; Zbl 1490.90169) Full Text: DOI
Ben-Ameur, Walid; Neto, José New bounds for subset selection from conic relaxations. (English) Zbl 1490.90236 Eur. J. Oper. Res. 298, No. 2, 425-438 (2022). MSC: 90C27 62J05 62J07 PDFBibTeX XMLCite \textit{W. Ben-Ameur} and \textit{J. Neto}, Eur. J. Oper. Res. 298, No. 2, 425--438 (2022; Zbl 1490.90236) Full Text: DOI
Dumitrescu, Elena; Hué, Sullivan; Hurlin, Christophe; Tokpavi, Sessi Machine learning for credit scoring: improving logistic regression with non-linear decision-tree effects. (English) Zbl 1490.91227 Eur. J. Oper. Res. 297, No. 3, 1178-1192 (2022). MSC: 91G40 62P05 62J12 68T05 PDFBibTeX XMLCite \textit{E. Dumitrescu} et al., Eur. J. Oper. Res. 297, No. 3, 1178--1192 (2022; Zbl 1490.91227) Full Text: DOI
Sahamkhadam, Maziar; Stephan, Andreas; Östermark, Ralf Copula-based Black-Litterman portfolio optimization. (English) Zbl 1490.91193 Eur. J. Oper. Res. 297, No. 3, 1055-1070 (2022). MSC: 91G10 62P05 62H05 91G70 PDFBibTeX XMLCite \textit{M. Sahamkhadam} et al., Eur. J. Oper. Res. 297, No. 3, 1055--1070 (2022; Zbl 1490.91193) Full Text: DOI
Basso, Antonella; di Tollo, Giacomo Prediction of UK research excellence framework assessment by the departmental \(h\)-index. (English) Zbl 1490.62510 Eur. J. Oper. Res. 296, No. 3, 1036-1049 (2022). MSC: 62P99 01A90 91D30 PDFBibTeX XMLCite \textit{A. Basso} and \textit{G. di Tollo}, Eur. J. Oper. Res. 296, No. 3, 1036--1049 (2022; Zbl 1490.62510) Full Text: DOI
Collingwood, James A. P.; Wright, Michael; Brooks, Roger J. Evaluating the effectiveness of different player rating systems in predicting the results of professional snooker matches. (English) Zbl 1490.62511 Eur. J. Oper. Res. 296, No. 3, 1025-1035 (2022). MSC: 62P99 62F07 PDFBibTeX XMLCite \textit{J. A. P. Collingwood} et al., Eur. J. Oper. Res. 296, No. 3, 1025--1035 (2022; Zbl 1490.62511) Full Text: DOI
Johannssen, Arne; Chukhrova, Nataliya; Castagliola, Philippe The performance of the hypergeometric \(np\) chart with estimated parameter. (English) Zbl 1490.62501 Eur. J. Oper. Res. 296, No. 3, 873-899 (2022). MSC: 62P30 PDFBibTeX XMLCite \textit{A. Johannssen} et al., Eur. J. Oper. Res. 296, No. 3, 873--899 (2022; Zbl 1490.62501) Full Text: DOI
Chou, Ping; Chuang, Howard Hao-Chun; Chou, Yen-Chun; Liang, Ting-Peng Predictive analytics for customer repurchase: interdisciplinary integration of buy till you die modeling and machine learning. (English) Zbl 1490.62432 Eur. J. Oper. Res. 296, No. 2, 635-651 (2022). MSC: 62P20 62H30 68T05 PDFBibTeX XMLCite \textit{P. Chou} et al., Eur. J. Oper. Res. 296, No. 2, 635--651 (2022; Zbl 1490.62432) Full Text: DOI
Bottmer, Lea; Croux, Christophe; Wilms, Ines Sparse regression for large data sets with outliers. (English) Zbl 1487.62085 Eur. J. Oper. Res. 297, No. 2, 782-794 (2022). MSC: 62J07 62F35 PDFBibTeX XMLCite \textit{L. Bottmer} et al., Eur. J. Oper. Res. 297, No. 2, 782--794 (2022; Zbl 1487.62085) Full Text: DOI
Frederick, Joshua D.; Fung, Derrick W. H.; Yang, Charles C.; Yeh, Jason J. H. Individual health insurance reforms in the U.S.: expanding interstate markets, medicare for all, or medicaid for all? (English) Zbl 1487.90457 Eur. J. Oper. Res. 297, No. 2, 753-765 (2022). MSC: 90B90 90B50 62P20 91G05 PDFBibTeX XMLCite \textit{J. D. Frederick} et al., Eur. J. Oper. Res. 297, No. 2, 753--765 (2022; Zbl 1487.90457) Full Text: DOI
Hein, Maren; Goeken, Nils; Kurz, Peter; Steiner, Winfried J. Using hierarchical Bayes draws for improving shares of choice predictions in conjoint simulations: a study based on conjoint choice data. (English) Zbl 1487.90413 Eur. J. Oper. Res. 297, No. 2, 630-651 (2022). MSC: 90B60 62P20 62F15 91B42 PDFBibTeX XMLCite \textit{M. Hein} et al., Eur. J. Oper. Res. 297, No. 2, 630--651 (2022; Zbl 1487.90413) Full Text: DOI
Höppner, Sebastiaan; Baesens, Bart; Verbeke, Wouter; Verdonck, Tim Instance-dependent cost-sensitive learning for detecting transfer fraud. (English) Zbl 1487.91169 Eur. J. Oper. Res. 297, No. 1, 291-300 (2022). MSC: 91G80 68T05 62H30 PDFBibTeX XMLCite \textit{S. Höppner} et al., Eur. J. Oper. Res. 297, No. 1, 291--300 (2022; Zbl 1487.91169) Full Text: DOI arXiv
Romano, Teresa; Cambini, Carlo; Fumagalli, Elena; Rondi, Laura Setting network tariffs with heterogeneous firms: the case of natural gas distribution. (English) Zbl 1487.90387 Eur. J. Oper. Res. 297, No. 1, 280-290 (2022). MSC: 90B50 90C08 62P20 91B74 PDFBibTeX XMLCite \textit{T. Romano} et al., Eur. J. Oper. Res. 297, No. 1, 280--290 (2022; Zbl 1487.90387) Full Text: DOI
Liang, Xijun; Zhang, Zhipeng; Song, Yunquan; Jian, Ling Kernel-based online regression with canal loss. (English) Zbl 1487.62035 Eur. J. Oper. Res. 297, No. 1, 268-279 (2022). MSC: 62G08 62H30 68T05 90C25 90C26 PDFBibTeX XMLCite \textit{X. Liang} et al., Eur. J. Oper. Res. 297, No. 1, 268--279 (2022; Zbl 1487.62035) Full Text: DOI
Angelini, Giovanni; Candila, Vincenzo; De Angelis, Luca Weighted Elo rating for tennis match predictions. (English) Zbl 1487.62165 Eur. J. Oper. Res. 297, No. 1, 120-132 (2022). MSC: 62P99 PDFBibTeX XMLCite \textit{G. Angelini} et al., Eur. J. Oper. Res. 297, No. 1, 120--132 (2022; Zbl 1487.62165) Full Text: DOI
Silva, Diego M. B.; Pereira, Gustavo H. A.; Magalhães, Tiago M. A class of categorization methods for credit scoring models. (English) Zbl 1487.91148 Eur. J. Oper. Res. 296, No. 1, 323-331 (2022). MSC: 91G40 62J12 62P05 PDFBibTeX XMLCite \textit{D. M. B. Silva} et al., Eur. J. Oper. Res. 296, No. 1, 323--331 (2022; Zbl 1487.91148) Full Text: DOI
Olesen, O. B.; Ruggiero, J. The hinging hyperplanes: an alternative nonparametric representation of a production function. (English) Zbl 1487.90479 Eur. J. Oper. Res. 296, No. 1, 254-266 (2022). MSC: 90C08 62G08 62P20 90B30 90B50 PDFBibTeX XMLCite \textit{O. B. Olesen} and \textit{J. Ruggiero}, Eur. J. Oper. Res. 296, No. 1, 254--266 (2022; Zbl 1487.90479) Full Text: DOI
Avanzi, Benjamin; Lau, Hayden; Wong, Bernard On the optimality of joint periodic and extraordinary dividend strategies. (English) Zbl 1490.91247 Eur. J. Oper. Res. 295, No. 3, 1189-1210 (2021). MSC: 91G70 62P05 91G05 93E20 PDFBibTeX XMLCite \textit{B. Avanzi} et al., Eur. J. Oper. Res. 295, No. 3, 1189--1210 (2021; Zbl 1490.91247) Full Text: DOI arXiv
Weber, Anett; Steiner, Winfried J. Modeling price response from retail sales: an empirical comparison of models with different representations of heterogeneity. (English) Zbl 1487.62160 Eur. J. Oper. Res. 294, No. 3, 843-859 (2021). MSC: 62P20 62F15 90B60 PDFBibTeX XMLCite \textit{A. Weber} and \textit{W. J. Steiner}, Eur. J. Oper. Res. 294, No. 3, 843--859 (2021; Zbl 1487.62160) Full Text: DOI
Ulrich, Matthias; Jahnke, Hermann; Langrock, Roland; Pesch, Robert; Senge, Robin Distributional regression for demand forecasting in e-grocery. (English) Zbl 1487.90049 Eur. J. Oper. Res. 294, No. 3, 831-842 (2021). MSC: 90B05 62P20 PDFBibTeX XMLCite \textit{M. Ulrich} et al., Eur. J. Oper. Res. 294, No. 3, 831--842 (2021; Zbl 1487.90049) Full Text: DOI Link
Ewald, Christian; Zou, Yihan Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield: do fish jump? (English) Zbl 1487.91136 Eur. J. Oper. Res. 294, No. 2, 801-815 (2021). MSC: 91G20 60H30 62P05 PDFBibTeX XMLCite \textit{C. Ewald} and \textit{Y. Zou}, Eur. J. Oper. Res. 294, No. 2, 801--815 (2021; Zbl 1487.91136) Full Text: DOI
Tsionas, Mike G. Optimal combinations of stochastic frontier and data envelopment analysis models. (English) Zbl 1487.90398 Eur. J. Oper. Res. 294, No. 2, 790-800 (2021). MSC: 90B50 62P20 PDFBibTeX XMLCite \textit{M. G. Tsionas}, Eur. J. Oper. Res. 294, No. 2, 790--800 (2021; Zbl 1487.90398) Full Text: DOI
Fall, F. S.; Tchakoute Tchuigoua, H.; Vanhems, A.; Simar, L. Gender effect on microfinance social efficiency: a robust nonparametric approach. (English) Zbl 1487.62148 Eur. J. Oper. Res. 295, No. 2, 744-757 (2021). MSC: 62P20 62G05 91B38 PDFBibTeX XMLCite \textit{F. S. Fall} et al., Eur. J. Oper. Res. 295, No. 2, 744--757 (2021; Zbl 1487.62148) Full Text: DOI Link
Liu, Bin; Pandey, Mahesh D.; Wang, Xiaolin; Zhao, Xiujie A finite-horizon condition-based maintenance policy for a two-unit system with dependent degradation processes. (English) Zbl 1487.90235 Eur. J. Oper. Res. 295, No. 2, 705-717 (2021). MSC: 90B25 62N05 90C40 PDFBibTeX XMLCite \textit{B. Liu} et al., Eur. J. Oper. Res. 295, No. 2, 705--717 (2021; Zbl 1487.90235) Full Text: DOI
Eryilmaz, Serkan Revisiting discrete time age replacement policy for phase-type lifetime distributions. (English) Zbl 1487.90233 Eur. J. Oper. Res. 295, No. 2, 699-704 (2021). MSC: 90B25 62N05 PDFBibTeX XMLCite \textit{S. Eryilmaz}, Eur. J. Oper. Res. 295, No. 2, 699--704 (2021; Zbl 1487.90233) Full Text: DOI
Benítez-Peña, Sandra; Carrizosa, Emilio; Guerrero, Vanesa; Jiménez-Gamero, M. Dolores; Martín-Barragán, Belén; Molero-Río, Cristina; Ramírez-Cobo, Pepa; Romero Morales, Dolores; Sillero-Denamiel, M. Remedios On sparse ensemble methods: an application to short-term predictions of the evolution of COVID-19. (English) Zbl 1489.62237 Eur. J. Oper. Res. 295, No. 2, 648-663 (2021). MSC: 62J99 68T05 90C90 92D30 PDFBibTeX XMLCite \textit{S. Benítez-Peña} et al., Eur. J. Oper. Res. 295, No. 2, 648--663 (2021; Zbl 1489.62237) Full Text: DOI
Jiang, He; Tao, Changqi; Dong, Yao; Xiong, Ren Robust low-rank multiple kernel learning with compound regularization. (English) Zbl 1487.62029 Eur. J. Oper. Res. 295, No. 2, 634-647 (2021). MSC: 62G07 62G35 62J07 68T05 PDFBibTeX XMLCite \textit{H. Jiang} et al., Eur. J. Oper. Res. 295, No. 2, 634--647 (2021; Zbl 1487.62029) Full Text: DOI
Grant, James A.; Szechtman, Roberto Filtered Poisson process bandit on a continuum. (English) Zbl 1487.62095 Eur. J. Oper. Res. 295, No. 2, 575-586 (2021). MSC: 62L10 68T05 91A60 PDFBibTeX XMLCite \textit{J. A. Grant} and \textit{R. Szechtman}, Eur. J. Oper. Res. 295, No. 2, 575--586 (2021; Zbl 1487.62095) Full Text: DOI arXiv
Jradi, Samah; Parmeter, Christopher F.; Ruggiero, John Quantile estimation of stochastic frontiers with the normal-exponential specification. (English) Zbl 1487.62149 Eur. J. Oper. Res. 295, No. 2, 475-483 (2021). MSC: 62P20 62G08 91B38 PDFBibTeX XMLCite \textit{S. Jradi} et al., Eur. J. Oper. Res. 295, No. 2, 475--483 (2021; Zbl 1487.62149) Full Text: DOI
Anyfantaki, Sofia; Arvanitis, Stelios; Topaloglou, Nikolas Diversification benefits in the cryptocurrency market under mild explosivity. (English) Zbl 1487.62132 Eur. J. Oper. Res. 295, No. 1, 378-393 (2021). MSC: 62P05 62M10 91G10 PDFBibTeX XMLCite \textit{S. Anyfantaki} et al., Eur. J. Oper. Res. 295, No. 1, 378--393 (2021; Zbl 1487.62132) Full Text: DOI
Gunnarsson, Björn Rafn; vanden Broucke, Seppe; Baesens, Bart; Óskarsdóttir, María; Lemahieu, Wilfried Deep learning for credit scoring: do or don’t? (English) Zbl 1487.91147 Eur. J. Oper. Res. 295, No. 1, 292-305 (2021). MSC: 91G40 68T07 62H30 62P05 PDFBibTeX XMLCite \textit{B. R. Gunnarsson} et al., Eur. J. Oper. Res. 295, No. 1, 292--305 (2021; Zbl 1487.91147) Full Text: DOI
Bergantino, Angela Stefania; Intini, Mario; Volta, Nicola The spatial dimension of competition among airports at the worldwide level: a spatial stochastic frontier analysis. (English) Zbl 1487.62145 Eur. J. Oper. Res. 295, No. 1, 118-130 (2021). MSC: 62P20 PDFBibTeX XMLCite \textit{A. S. Bergantino} et al., Eur. J. Oper. Res. 295, No. 1, 118--130 (2021; Zbl 1487.62145) Full Text: DOI
Mamatzakis, Emmanuel C.; Tsionas, Mike G. Making inference of British household’s happiness efficiency: a Bayesian latent model. (English) Zbl 1487.62161 Eur. J. Oper. Res. 294, No. 1, 312-326 (2021). MSC: 62P25 62F15 PDFBibTeX XMLCite \textit{E. C. Mamatzakis} and \textit{M. G. Tsionas}, Eur. J. Oper. Res. 294, No. 1, 312--326 (2021; Zbl 1487.62161) Full Text: DOI
Charpentier, Arthur; Mussard, Stéphane; Ouraga, Téa Principal component analysis: a generalized Gini approach. (English) Zbl 1487.62065 Eur. J. Oper. Res. 294, No. 1, 236-249 (2021). MSC: 62H25 PDFBibTeX XMLCite \textit{A. Charpentier} et al., Eur. J. Oper. Res. 294, No. 1, 236--249 (2021; Zbl 1487.62065) Full Text: DOI arXiv
Dias, Sónia; Brito, Paula; Amaral, Paula Discriminant analysis of distributional data via fractional programming. (English) Zbl 1487.62069 Eur. J. Oper. Res. 294, No. 1, 206-218 (2021). MSC: 62H30 90C32 PDFBibTeX XMLCite \textit{S. Dias} et al., Eur. J. Oper. Res. 294, No. 1, 206--218 (2021; Zbl 1487.62069) Full Text: DOI arXiv
Hollyman, Ross; Petropoulos, Fotios; Tipping, Michael E. Understanding forecast reconciliation. (English) Zbl 1487.62113 Eur. J. Oper. Res. 294, No. 1, 149-160 (2021). MSC: 62M20 62M10 PDFBibTeX XMLCite \textit{R. Hollyman} et al., Eur. J. Oper. Res. 294, No. 1, 149--160 (2021; Zbl 1487.62113) Full Text: DOI
Eckert, Florian; Hyndman, Rob J.; Panagiotelis, Anastasios Forecasting Swiss exports using Bayesian forecast reconciliation. (English) Zbl 1487.62147 Eur. J. Oper. Res. 291, No. 2, 693-710 (2021). MSC: 62P20 62M20 62C10 PDFBibTeX XMLCite \textit{F. Eckert} et al., Eur. J. Oper. Res. 291, No. 2, 693--710 (2021; Zbl 1487.62147) Full Text: DOI
Erkuş, Ekin Can; Purutçuoğlu, Vilda Outlier detection and quasi-periodicity optimization algorithm: frequency domain based outlier detection (FOD). (English) Zbl 1487.62111 Eur. J. Oper. Res. 291, No. 2, 560-574 (2021). MSC: 62M15 PDFBibTeX XMLCite \textit{E. C. Erkuş} and \textit{V. Purutçuoğlu}, Eur. J. Oper. Res. 291, No. 2, 560--574 (2021; Zbl 1487.62111) Full Text: DOI
Nikolopoulos, Konstantinos We need to talk about intermittent demand forecasting. (English) Zbl 1487.62154 Eur. J. Oper. Res. 291, No. 2, 549-559 (2021). MSC: 62P20 62M20 62M10 PDFBibTeX XMLCite \textit{K. Nikolopoulos}, Eur. J. Oper. Res. 291, No. 2, 549--559 (2021; Zbl 1487.62154) Full Text: DOI
Alexander, Carol; Rauch, Johannes A general property for time aggregation. (English) Zbl 1487.62104 Eur. J. Oper. Res. 291, No. 2, 536-548 (2021). MSC: 62M10 91G20 PDFBibTeX XMLCite \textit{C. Alexander} and \textit{J. Rauch}, Eur. J. Oper. Res. 291, No. 2, 536--548 (2021; Zbl 1487.62104) Full Text: DOI Link
Giner, Javier Orthant-based variance decomposition in investment portfolios. (English) Zbl 1487.91117 Eur. J. Oper. Res. 291, No. 2, 497-511 (2021). MSC: 91G10 62H30 PDFBibTeX XMLCite \textit{J. Giner}, Eur. J. Oper. Res. 291, No. 2, 497--511 (2021; Zbl 1487.91117) Full Text: DOI
López-García, M. N.; Trinidad-Segovia, J. E.; Sánchez-Granero, M. A.; Pouchkarev, I. Extending the Fama and French model with a long term memory factor. (English) Zbl 1487.91144 Eur. J. Oper. Res. 291, No. 2, 421-426 (2021). MSC: 91G30 62M10 PDFBibTeX XMLCite \textit{M. N. López-García} et al., Eur. J. Oper. Res. 291, No. 2, 421--426 (2021; Zbl 1487.91144) Full Text: DOI
Andradóttir, Sigrún; Lee, Judy S. Pareto set estimation with guaranteed probability of correct selection. (English) Zbl 1487.90579 Eur. J. Oper. Res. 292, No. 1, 286-298 (2021). MSC: 90C29 62F07 90C15 PDFBibTeX XMLCite \textit{S. Andradóttir} and \textit{J. S. Lee}, Eur. J. Oper. Res. 292, No. 1, 286--298 (2021; Zbl 1487.90579) Full Text: DOI
Csató, László; Petróczy, Dóra Gréta On the monotonicity of the eigenvector method. (English) Zbl 1487.91029 Eur. J. Oper. Res. 292, No. 1, 230-237 (2021). MSC: 91B06 90B50 62P15 PDFBibTeX XMLCite \textit{L. Csató} and \textit{D. G. Petróczy}, Eur. J. Oper. Res. 292, No. 1, 230--237 (2021; Zbl 1487.91029) Full Text: DOI arXiv
Chakrabarti, Deepayan Parameter-free robust optimization for the maximum-Sharpe portfolio problem. (English) Zbl 1487.91112 Eur. J. Oper. Res. 293, No. 1, 388-399 (2021). MSC: 91G10 62H12 62P05 90C17 PDFBibTeX XMLCite \textit{D. Chakrabarti}, Eur. J. Oper. Res. 293, No. 1, 388--399 (2021; Zbl 1487.91112) Full Text: DOI
Recchioni, Maria Cristina; Iori, Giulia; Tedeschi, Gabriele; Ouellette, Michelle S. The complete Gaussian kernel in the multi-factor Heston model: option pricing and implied volatility applications. (English) Zbl 1487.91141 Eur. J. Oper. Res. 293, No. 1, 336-360 (2021). MSC: 91G20 62P05 91B70 PDFBibTeX XMLCite \textit{M. C. Recchioni} et al., Eur. J. Oper. Res. 293, No. 1, 336--360 (2021; Zbl 1487.91141) Full Text: DOI
Nguyen, H. D.; Tran, K. P.; Tran, K. D. The effect of measurement errors on the performance of the exponentially weighted moving average control charts for the ratio of two normally distributed variables. (English) Zbl 1487.62162 Eur. J. Oper. Res. 293, No. 1, 203-218 (2021). MSC: 62P30 90B25 PDFBibTeX XMLCite \textit{H. D. Nguyen} et al., Eur. J. Oper. Res. 293, No. 1, 203--218 (2021; Zbl 1487.62162) Full Text: DOI HAL
Jiménez-Cordero, Asunción; Morales, Juan Miguel; Pineda, Salvador A novel embedded min-max approach for feature selection in nonlinear support vector machine classification. (English) Zbl 1487.68195 Eur. J. Oper. Res. 293, No. 1, 24-35 (2021). MSC: 68T05 62H30 90C20 90C46 PDFBibTeX XMLCite \textit{A. Jiménez-Cordero} et al., Eur. J. Oper. Res. 293, No. 1, 24--35 (2021; Zbl 1487.68195) Full Text: DOI arXiv
Wang, Xiaofei; Wang, Bing Xing; Hong, Yili; Jiang, Pei Hua Degradation data analysis based on gamma process with random effects. (English) Zbl 1487.62130 Eur. J. Oper. Res. 292, No. 3, 1200-1208 (2021). MSC: 62N05 62N02 62F25 90B25 PDFBibTeX XMLCite \textit{X. Wang} et al., Eur. J. Oper. Res. 292, No. 3, 1200--1208 (2021; Zbl 1487.62130) Full Text: DOI
Tsionas, Mike G.; Kumbhakar, Subal C. Stochastic frontier models with time-varying conditional variances. (English) Zbl 1487.62159 Eur. J. Oper. Res. 292, No. 3, 1115-1132 (2021). MSC: 62P20 62M10 91B38 91B74 PDFBibTeX XMLCite \textit{M. G. Tsionas} and \textit{S. C. Kumbhakar}, Eur. J. Oper. Res. 292, No. 3, 1115--1132 (2021; Zbl 1487.62159) Full Text: DOI
Zhao, Xiujie; Chen, Piao; Gaudoin, Olivier; Doyen, Laurent Accelerated degradation tests with inspection effects. (English) Zbl 1487.62131 Eur. J. Oper. Res. 292, No. 3, 1099-1114 (2021). MSC: 62N05 62F10 62F25 90B25 PDFBibTeX XMLCite \textit{X. Zhao} et al., Eur. J. Oper. Res. 292, No. 3, 1099--1114 (2021; Zbl 1487.62131) Full Text: DOI
Skevas, Ioannis; Skevas, Theodoros A generalized true random-effects model with spatially autocorrelated persistent and transient inefficiency. (English) Zbl 1487.62158 Eur. J. Oper. Res. 293, No. 3, 1131-1142 (2021). MSC: 62P20 62F15 62M10 62M30 PDFBibTeX XMLCite \textit{I. Skevas} and \textit{T. Skevas}, Eur. J. Oper. Res. 293, No. 3, 1131--1142 (2021; Zbl 1487.62158) Full Text: DOI
Rennie, Nicola; Cleophas, Catherine; Sykulski, Adam M.; Dost, Florian Identifying and responding to outlier demand in revenue management. (English) Zbl 1487.62157 Eur. J. Oper. Res. 293, No. 3, 1015-1030 (2021). MSC: 62P20 62M10 62R10 90B50 PDFBibTeX XMLCite \textit{N. Rennie} et al., Eur. J. Oper. Res. 293, No. 3, 1015--1030 (2021; Zbl 1487.62157) Full Text: DOI arXiv
Papadopoulos, Alecos; Parmeter, Christopher F. Type II failure and specification testing in the stochastic frontier model. (English) Zbl 1487.62155 Eur. J. Oper. Res. 293, No. 3, 990-1001 (2021). MSC: 62P20 91B38 PDFBibTeX XMLCite \textit{A. Papadopoulos} and \textit{C. F. Parmeter}, Eur. J. Oper. Res. 293, No. 3, 990--1001 (2021; Zbl 1487.62155) Full Text: DOI
Leung, Melvern; Li, Youwei; Pantelous, Athanasios A.; Vigne, Samuel A. Bayesian value-at-risk backtesting: the case of annuity pricing. (English) Zbl 1487.91166 Eur. J. Oper. Res. 293, No. 2, 786-801 (2021). MSC: 91G70 62P05 62F15 PDFBibTeX XMLCite \textit{M. Leung} et al., Eur. J. Oper. Res. 293, No. 2, 786--801 (2021; Zbl 1487.91166) Full Text: DOI Link
Kounetas, Konstantinos E.; Polemis, Michael L.; Tzeremes, Nickolaos G. Measurement of eco-efficiency and convergence: evidence from a non-parametric frontier analysis. (English) Zbl 1487.91085 Eur. J. Oper. Res. 291, No. 1, 365-378 (2021). MSC: 91B76 62P20 62G05 91B82 PDFBibTeX XMLCite \textit{K. E. Kounetas} et al., Eur. J. Oper. Res. 291, No. 1, 365--378 (2021; Zbl 1487.91085) Full Text: DOI
Ekin, Tahir; Aktekin, Tevfik Decision making under uncertain and dependent system rates in service systems. (English) Zbl 1487.90219 Eur. J. Oper. Res. 291, No. 1, 335-348 (2021). MSC: 90B22 60K25 62F15 90B90 PDFBibTeX XMLCite \textit{T. Ekin} and \textit{T. Aktekin}, Eur. J. Oper. Res. 291, No. 1, 335--348 (2021; Zbl 1487.90219) Full Text: DOI