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Content
May 2025, Volume 348, Issue 2
- 1-27 Multi-stage mine production timetabling with optimising the sizes of mining operations: an application of parallel-machine flow shop scheduling with lot streaming
by Shi Qiang Liu & Erhan Kozan & Mahmoud Masoud & Debiao Li & Kai Luo - 777-781 Data driven operational risk management
by Sai-Ho Chung & Stein W. Wallace & Xin Wen - 783-806 Values of blockchain for risk-averse high-tech manufacturers under government’s carbon target environmental taxation policies
by Tsan-Ming Choi - 807-831 Incorporating convex risk measures into multistage stochastic programming algorithms
by Oscar Dowson & David P. Morton & Bernardo K. Pagnoncelli - 833-861 Balanced weighted extreme learning machine for imbalance learning of credit default risk and manufacturing productivity
by Waqar Ahmed Khan - 863-898 Sustainable vehicle route planning under uncertainty for modular integrated construction: multi-trip time-dependent VRP with time windows and data analytics
by Abdelrahman E. E. Eltoukhy & Hashim A. Hashim & Mohamed Hussein & Waqar Ahmed Khan & Tarek Zayed - 899-935 A decision support system for reducing the strategic risk in the schedule building process for network carrier airline operations
by Muhammet Deveci & Rosa Mª Rodríguez & Álvaro Labella & Muharrem Enis Ciftci - 937-972 Risk profiling of food security impediments using decision maker’s behavioural preference towards operational risk management
by Rachita Gupta & Ravi Shankar & Kee-Hung Lai & Ajay Kumar - 1001-1035 Hedging against demand ambiguity in new product development: a two-stage distributionally robust approach
by Yuanbo Li & Meiyan Lin & Houcai Shen & Lianmin Zhang - 1037-1068 Supply chain green strategy considering manufacturers’ financial constraints: how to manage the risk of green supply chain financing
by Zhixuan Lai & Gaoxiang Lou & Linsen Yin & Haicheng Ma & Xuechen Tu - 1069-1085 Impact of passenger unused baggage capacity on air cargo delivery
by Hoi-Lam Ma & Yige Sun & Daniel Y. Mo & Yue Wang - 1087-1108 A hierarchical hub location model for the integrated design of urban and rural logistics networks under demand uncertainty
by Zhi-Chun Li & Xue Bing & Xiaowen Fu
May 2025, Volume 348, Issue 1
- 1-1 Big data modeling and applications
by Xufeng Zhao & Qunwei Wang & Hoang Pham - 3-27 Intelligence customs declaration for cross-border e-commerce based on the multi-modal model and the optimal window mechanism
by Xiaofeng Li & Jing Ma & Shan Li - 29-53 Launching big data-driven credit payment services? Role of power structure in a dual-channel supply chain
by Huamin Wu & Guo Li & Mengqi Liu & Meiyu Zhang - 55-74 Promote or inhibit? Research on the transition of consumer potential purchase intention
by Baixue Chen & Li Li & Qixiang Wang & Shun Li - 75-92 Network reliability evaluation of manufacturing systems by using a deep learning approach
by Cheng-Fu Huang & Ding-Hsiang Huang & Yi-Kuei Lin & Yi-Fan Chen - 93-115 Machine learning vs deep learning in stock market investment: an international evidence
by Jing Hao & Feng He & Feng Ma & Shibo Zhang & Xiaotao Zhang - 117-146 Data backup policies with failure-oblivious computing in reliability theory
by Xu-Feng Zhao & Dong Wang & Satoshi Mizutani & Toshio Nakagawa - 147-180 Survivability analysis and data simulation of logistic networks under different attacks
by Hongyan Dui & Miao Cui & Junyong Tao & Guanghan Bai - 181-219 Dockless bike-sharing systems with unusable bikes: removing, repair and redistribution under batch policies
by Rui-Na Fan & Quan-Lin Li & Xiaole Wu & Zhe George Zhang - 221-255 Cross-platform hotel evaluation by aggregating multi-website consumer reviews with probabilistic linguistic term set and Choquet integral
by Yinrunjie Zhang & Decui Liang & Zeshui Xu - 257-278 MRDCA: a multimodal approach for fine-grained fake news detection through integration of RoBERTa and DenseNet based upon fusion mechanism of co-attention
by Lingfei Qian & Ruipeng Xu & Zhipeng Zhou - 279-298 Big data in data envelopment analysis with undesirable outputs based on simulation and environmental-health matching data of Chinese industrial enterprises
by Yuanxiang Zhou & Shan Wang & Shuqi Xu & Qingyuan Zhu - 299-315 Compactness score: a fast filter method for unsupervised feature selection
by Peican Zhu & Xin Hou & Keke Tang & Zhen Wang & Feiping Nie - 317-343 Forecasting carbon market volatility with big data
by Bangzhu Zhu & Chunzhuo Wan & Ping Wang & Julien Chevallier - 345-371 Heat source layout optimization using automatic deep learning surrogate and multimodal neighborhood search algorithm
by Jialiang Sun & Xiaohu Zheng & Wen Yao & Xiaoya Zhang & Weien Zhou & Xiaoqian Chen - 373-397 A framework to predict second primary lung cancer patients by using ensemble models
by Yen-Chun Huang & Chieh-Wen Ho & Wen-Ru Chou & Mingchih Chen - 399-419 Network reliability analysis on casualty rescue for natural disaster evaluation
by Cheng-Hao Huang & Kuo-Hao Chang & Chih-Hao Liu & Tzu-Yin Chang & Yi-Kuei Lin - 421-444 Preventive maintenance policies for a big data system with throughput rate
by Ji Zhang & Hongshuang Feng & Xiaohui Chen - 445-469 Large-scale emergency medical services scheduling during the outbreak of epidemics
by Lubing Wang & Xufeng Zhao & Peng Wu - 471-487 HFML: heterogeneous hierarchical federated mutual learning on non-IID data
by Yang Li & Jie Li & Kan Li - 489-509 Grey linguistic term sets for decision-making
by Junliang Du & Naiming Xie & Sifeng Liu & Mark Goh - 511-541 Understanding the circulation network of agro-products in China based on the freight big data
by Yin-Jie Ma & Zhi-Qiang Jiang & Yue-Hua Dai & Peng-Fei Dai & Li Wang & Wei-Xing Zhou - 543-578 Forecasting portfolio variance: a new decomposition approach
by Bo Yu & Dayong Zhang & Qiang Ji - 579-607 A decision support system in precision medicine: contrastive multimodal learning for patient stratification
by Qing Yin & Linda Zhong & Yunya Song & Liang Bai & Zhihua Wang & Chen Li & Yida Xu & Xian Yang - 609-630 Visibility graph and graph convolution networks-based segmentation of carbon emission in China
by Jun Hu & Chengbin Chu & Regino Criado & Junhua Chen & Shuya Hao & Maoze Wang - 631-670 An integrated HPF-TODIM-MULTIMOORA approach for car selection through online reviews
by Dun Liu & Jie Xu & Yinfeng Du - 671-716 Reconciling spatiotemporal conjunction with digital twin for sequential travel time prediction and intelligent routing
by Claire Y. T. Chen & Edward W. Sun & Yi-Bing Lin - 717-734 A poverty index prediction model for students based on PSO-LightGBM
by Junjie Zhu & Butong Li & Zilong Wang - 735-775 Volatility forecasting: a new GARCH-type model for fuzzy sets-valued time series
by Xingyu Dai & Roy Cerqueti & Qunwei Wang & Ling Xiao
April 2025, Volume 347, Issue 3
- 1163-1192 Disrupting disruptions: enhancing supply chain resilience—lessons from the US Air Force
by Ron Berger & Ralf Wagner & Paul M. Dion & Olga Matthias - 1193-1211 On $$\lambda $$ λ -cent-dians and generalized-center for network design: definitions and properties
by Víctor Bucarey & Natividad González-Blanco & Martine Labbé & Juan A. Mesa - 1213-1247 Network restructuring for dynamic flow improvement
by Tanka Nath Dhamala & Durga Prasad Khanal & Stephan Dempe - 1249-1263 Age replacement policies for discrete and continuous heterogeneous k-out-of-n systems
by Serkan Eryilmaz & İrem Bulanik - 1265-1309 Value-at-risk constrained portfolios in incomplete markets: a dynamic programming approach to Heston’s model
by Marcos Escobar-Anel & Yevhen Havrylenko & Rudi Zagst - 1311-1338 Information sharing in supply chains from the market game perspective
by Yinbo Feng & Jiamin Li - 1339-1384 Advanced synergy-driven algorithms for bid generation in transportation auctions
by Md. Rakibul Hasan & Chefi Triki & Adel Elomri & Abrar Tasneem Abir - 1385-1423 Sampling methods for multi-stage robust optimization problems
by Francesca Maggioni & Fabrizio Dabbene & Georg Ch. Pflug - 1425-1454 A dynamic cost compensation mechanism driven by moderator preferences for group consensus in lending platforms
by Yanli Meng & Li Wang & Francisco Chiclana & Haijun Yang & Sha Wang - 1455-1471 Scheduling problems on parallel machines with machine-dependent generalized due-dates
by Baruch Mor & Gur Mosheiov & Dvir Shabtay - 1473-1491 The absolute quickest 1-center problem on a cycle and its reverse problem
by Kien Trung Nguyen - 1493-1531 Markov decision process and approximate dynamic programming for a patient assignment scheduling problem
by Małgorzata M. O’Reilly & Sebastian Krasnicki & James Montgomery & Mojtaba Heydar & Richard Turner & Pieter Dam & Peter Maree - 1533-1565 Mixed frequency data and portfolio selection: A novel approach integrating DEA with mixed frequency data sources
by Weiqing Wang & Shuhao Liang & Liukai Wang & Yu Xiong - 1567-1593 Supply chain channel selection and discount strategy under influencer marketing
by Yu Xia & Jiaping Xie & Tingting Zhang - 1595-1605 A note on the complexity of the picker routing problem in multi-block warehouses and related problems
by Thibault Prunet & Nabil Absi & Diego Cattaruzza - 1607-1641 The role of energy performance contracting in green financial incentives and achieving SDGs: environmental benefit or economic benefit
by Ruxia Lyu & Zhitang Li & Cuihua Zhang - 1643-1670 Optimal refund policy design for ship berthing appointment mechanism
by Haoqing Wang & Yan Liu & Yuquan Du & Shuaian Wang - 1671-1697 Fee or tax? Optimal governance mode in sustainable supply chain with consideration of supplier’s effort under extended producer responsibility
by Fangchao Xu & Xiukun Zhao & Qinzhen Qian - 1699-1732 The production and platform competition with the reselling mode in the carbon neutral era
by Xiaoping Xu & Yuting Wang & Guowei Dou
April 2025, Volume 347, Issue 2
- 775-782 Interpretable machine learning and explainable artificial intelligence
by Kazim Topuz & Akhilesh Bajaj & Kristof Coussement & Timothy L. Urban - 783-841 Modified monotone policy iteration for interpretable policies in Markov decision processes and the impact of state ordering rules
by Sun Ju Lee & Xingyu Gong & Gian-Gabriel Garcia - 843-865 Understanding the challenges affecting food-sharing apps’ usage: insights using a text-mining and interpretable machine learning approach
by Praveen Puram & Soumya Roy & Anand Gurumurthy - 867-887 Toward interpretable machine learning: evaluating models of heterogeneous predictions
by Ruixun Zhang - 889-912 Streamlining patients’ opioid prescription dosage: an explanatory bayesian model
by Abdullah Asilkalkan & Asli Z. Dag & Serhat Simsek & Osman T. Aydas & Eyyub Y. Kibis & Dursun Delen - 913-936 How to customize an early start preparatory course policy to improve student graduation success: an application of uplift modeling
by Yertai Tanai & Kamil Ciftci - 937-957 From rants to raves: unraveling movie critics’ reviews with explainable artificial intelligence
by Nolan M. Talaei & Asil Oztekin & Luvai Motiwalla - 959-990 Interpretable multi-hop knowledge reasoning for gastrointestinal disease
by Dujuan Wang & Xinwei Wang & Mohammad Zoynul Abedin & Sutong Wang & Yunqiang Yin - 991-1030 Quantifying and explaining machine learning uncertainty in predictive process monitoring: an operations research perspective
by Nijat Mehdiyev & Maxim Majlatow & Peter Fettke - 1031-1058 An interpretable system for predicting the impact of COVID-19 government interventions on stock market sectors
by Cai Yang & Mohammad Zoynul Abedin & Hongwei Zhang & Futian Weng & Petr Hajek - 1059-1091 Population-based exploration in reinforcement learning through repulsive reward shaping using eligibility traces
by Melis Ilayda Bal & Cem Iyigun & Faruk Polat & Huseyin Aydin - 1093-1132 Leveraging interpretable machine learning in intensive care
by Lasse Bohlen & Julian Rosenberger & Patrick Zschech & Mathias Kraus - 1133-1161 Heterogeneous business network based interpretable competitive firm identification: a graph neural network method
by Xiaoqing Ye & Dun Liu & Tianrui Li & Wenjie Li
April 2025, Volume 347, Issue 1
- 1-12 New trends and recent developments in OR techniques for sustainability, environment and social transition in economics and finance
by Ramzi Benkraiem & Stéphane Goutte & Khaled Guesmi & Constantin Zopounidis - 13-39 Green, resilient, agile, and sustainable fresh food supply chain enablers: evidence from India
by Mahak Sharma & Rose Antony & Konstantinos Tsagarakis - 41-68 The impacts of green credit guidelines on total factor productivity of heavy-polluting enterprises: A quasi-natural experiment from China
by Xiaoling Wang & Yiting Han & Baofeng Shi & Mohammad Zoynul Abedin - 69-85 Portfolio choice under loss aversion and diminishing sensitivity: a theoretical extension
by Hongxia Wang & Duc Khuong Nguyen & Xiong Xiong & Peng-Fei Dai - 87-112 The role of economic land use efficiency in promoting green industrial development: evidence from China
by Guoxiang Li & Zhiyang Shen & Malin Song & Michael Vardanyan - 113-130 The methodological problem of unit roots: stationarity and its consequences in the context of the Tinbergen debate
by Muhammad Ali Nasir & Jamie Morgan - 131-171 Constructing smarter and more sustainable urban ecosystems: a dynamic analysis of challenges and initiatives
by Maria I. R. P. R. Rodrigues & Fernando A. F. Ferreira & Neuza C. M. Q. F. Ferreira - 173-195 The impact of the degree of coupling coordination between green finance and environmental regulations on firms’ innovation performance: evidence from China
by Tianle Yang & Zhennan Sun & Min Du & Qunyang Du & Lei Li & Fatima Shuwaikh - 197-216 Can increasing environmental policy stringency promote financial development? Evidence from developed economies
by Mahmoud Hassan & Marc Kouzez & Ji-Yong Lee & Badreddine Msolli & Hatem Rjiba - 217-239 Carbon emissions and sustainability in Covid-19’s waves: evidence from a two-state dynamic Markov-switching regression (MSR) model
by Konstantinos N. Konstantakis & Panayotis G. Michaelides & Panos Xidonas & Stavroula Yfanti - 241-263 An environmental Luenberger–Hicks–Moorsteen total factor productivity indicator: empirical analysis considering undesirable outputs either as inputs or outputs, and attention for infeasibilities
by Zhiyang Shen & Kristiaan Kerstens & Tomas Baležentis - 265-287 Systemic risk contagion of green and Islamic markets with conventional markets
by Muhammad Abubakr Naeem & Sitara Karim & Larisa Yarovaya & Brian M. Lucey - 289-332 A socio-technology perspective for building a Chinese regional green economy
by Nana Chai & Ziyuan Gong & Chunguang Bai & Mohammad Zoynul Abedin & Baofeng Shi - 333-365 The role of endogeneity in the relationship between board gender diversity and corporate social performance: evidence from a control function method
by Rey Đặng & L.’Hocine Houanti & Michel Simioni & Jean-Michel Sahut - 367-404 Trade-in for carbon emission reduction under tax regulation
by Zhiying Tao & Jianbin Li & Zhixin Liu - 405-417 PGP for portfolio optimization: application to ESG index family
by Ilyes Abid & Christian Urom & Jonathan Peillex & Majdi Karmani & Gideon Ndubuisi - 419-444 Correlation and price spillover effects among green assets
by Aviral Kumar Tiwari & Satish Kumar & Emmanuel Joel Aikins Abakah - 445-469 Climate risk and the nexus of clean energy and technology stocks
by Elie Bouri & Tom L. Dudda & Lavinia Rognone & Thomas Walther - 471-499 Inverted VEA for worst-practice benchmarking: with an application to distress prediction of European banks
by Panagiotis Ravanos & Stavros Kourtzidis & Giannis Karagiannis - 501-533 Cleaning the carbon market! Market transparency and market efficiency in the EU ETS
by Iordanis Angelos Kalaitzoglou - 535-551 Minimizing the impact of geographical basis risk on weather derivatives
by Mina D’Aversa & Alessandra Mainini & Enrico Moretto & Silvana Stefani & Pierpaolo Uberti - 553-578 Corporate social responsibility, industry competition and firm productive efficiency: evidence from semi-parametric and non-parametric analysis
by Taher Hamza & Hamza Nizar & Faten Lakhal - 579-610 Short- and long-run cross-border European sustainability interdependences
by S. Yfanti & M. Karanasos & J. Wu & P. Vourvachis - 611-631 The market reaction to operational risk events in the energy sector
by Sofia Kalatha & Panagiotis Dontis-Charitos & Kyriaki Kosmidou & Kostas Andriosopoulos - 633-677 The impact of bitcoin fear and greed on good and bad network connectedness: the case of the US sectoral high frequency returns
by Muhammad Tahir Suleman & Umaid A Sheikh & Emilios C. Galariotis & David Roubaud - 679-715 Dynamic incentives to promote green production of the iron and steel industry in the post-pandemic period
by Minqing Lin & Shi Qiang Liu & Kai Luo & Robert Burdett - 717-741 The trade-off frontier for ESG and Sharpe ratio: a bootstrapped double-frontier data envelopment analysis
by Sabri Boubaker & Tu D. Q. Le & Riadh Manita & Thanh Ngo - 743-760 Cryptocurrency markets, macroeconomic news announcements and energy consumption
by Walid Ben Omrane & Qianru Qi & Samir Saadi - 761-774 Understanding CSR champions: a machine learning approach
by Alona Bilokha & Mingying Cheng & Mengchuan Fu & Iftekhar Hasan
March 2025, Volume 346, Issue 3
- 1967-1995 Integrating multiple sources of ordinal information in portfolio optimization
by Eranda Çela & Stephan Hafner & Roland Mestel & Ulrich Pferschy - 1997-2008 Optimizing wireless sensor networks deployment with coverage and connectivity requirements
by Luigi Di Puglia Pugliese & Francesca Guerriero & Nathalie Mitton - 2009-2033 Short-term interval-valued load forecasting with a combined strategy of iHW and multioutput machine learning
by Feng Gao & Jie Song & Xueyan Shao - 2035-2063 Non-cooperative two-stage inverse DEA: a Stackelberg games approach for the efficiency analysis of China’s regional economic development and people’s living standards
by Mojtaba Ghiyasi & Luyao Zhao & Weiwei Zhu - 2065-2092 Draw procedures for balanced 3-team group rounds in sports competitions
by Pablo Laliena & F. Javier López - 2093-2139 Achieving win–win situation: strategy decisions on hotel CO2 emission reduction with customer involvement
by Yaqin Lin & Chun-Hung Chiu & Xingcheng Guo - 2141-2172 Ensemble learning algorithms based on easyensemble sampling for financial distress prediction
by Wei Liu & Yoshihisa Suzuki & Shuyi Du - 2173-2193 Scheduling problems on parallel dedicated machines with non-renewable resource
by Baruch Mor & Joanna Berlińska - 2195-2223 Optimal carrier selection to improve logistics network reliability with delivery spoilage
by Yi-Feng Niu & Meng-Meng Yuan & Xiu-Zhen Xu - 2225-2251 Multi-stage stochastic districting: optimization models and solution algorithms
by Anika Pomes & Antonio Diglio & Stefan Nickel & Francisco Saldanha-da-Gama - 2253-2285 A non-parametric analysis of world productivity growth, 1990–2019
by Paul W. Wilson & Shirong Zhao - 2287-2305 A 5-approximation algorithm for the traveling tournament problem
by Jingyang Zhao & Mingyu Xiao - 2307-2347 An exact approach for bi-objective non-identical batch processing machines scheduling
by Shaoxiang Zheng & Naiming Xie & Qiao Wu - 2349-2385 Product line strategy for green and non-green products in hybrid platform retailing
by Shengliang Zong & Longbing Zhang & Ruoxi Lei - 2387-2400 A note on valid inequalities for a service center location problem with a type of decision-dependent customer demand
by Fengqiao Luo - 2401-2421 Investigating the impact of undersampling and bagging: an empirical investigation for customer attrition modeling
by Arno Caigny & Kristof Coussement & Matthijs Meire & Steven Hoornaert - 2423-2459 Prediction and decoding of metaverse coin dynamics: a granular quest using MODWT-Facebook’s prophet-TBATS and XAI methodology
by Indranil Ghosh & Amith Vikram Megaravalli & Mohammad Zoynul Abedin & Kazim Topuz - 2461-2481 Understanding cultural stress and mental health among Latinos in the us: probabilistic omnidirectional inference model
by Sumeyra Sahbaz & Kazim Topuz & Seth J. Schwartz & Pablo Montero-Zamora
March 2025, Volume 346, Issue 2
- 703-704 Multiple objective programming and goal programming: making better decisions with artificial intelligence and business analytics
by Davide La Torre & Hatem Masri - 705-750 Assessing resilience and sustainability of suppliers: an extension and application of data envelopment analytical hierarchy process
by Majid Azadi & Zohreh Moghaddas & Reza Farzipoor Saen - 751-779 Multi-item order quantity optimization through stochastic goal programing
by Alireza Azimian & Belaid Aouni - 781-825 A multi-objective optimization approach for resource allocation and transportation planning in institutional quarantine centres
by Saptadeep Biswas & Prasad Belamkar & Deepshikha Sarma & Erfan Babaee Tirkolaee & Uttam Kumar Bera - 827-838 The impact of sparsity and entropy criteria on neural network performance
by Bryson Boreland & Herb Kunze & Kim Levere - 839-860 Balancing bank profits and nonperforming loans: a multiple objective programming approach
by Sabri Boubaker & Tu D. Q. Le & Riadh Manita & Thanh Ngo - 861-893 Three multi-objective memetic algorithms for observation scheduling problem of active-imaging agile earth observation satellites
by Zhongxiang Chang & Zhongbao Zhou - 895-916 Adjustable robust multiobjective linear optimization: Pareto optimal solutions via conic programming
by T. D. Chuong & V. Jeyakumar - 917-943 The relevance of goal programming for financial portfolio management: a bibliometric and systematic literature review
by Cinzia Colapinto & Issam Mejri - 945-980 Scheduling technicians and tasks through an adaptive multi-objective biased random-key genetic algorithm
by R. B. Damm & A. A. Chaves & J. A. Riveaux & D. P. Ronconi - 981-1010 Integrated DANP and binary goal programming model in generating joint-decision making for packaging postponement and supplier selection
by Ivan Gunawan & Dian Trihastuti & Ajay Kumar & Kim Hua Tan - 1011-1025 Evolution of neural architectures for financial forecasting: a note on data incompatibility during crisis periods
by Faizal Hafiz & Jan Broekaert & Akshya Swain - 1027-1062 Health care network design with multiple objectives and stakeholders
by Aliakbar Hasani & Majid Eskandarpour & Dylan Jones - 1063-1108 A multi-period multi-season multi-objective mathematical model for guaranteeing the viability of supply chains under fluctuations: a healthcare closed-loop supply chain application
by Zahra Hussaini & Arash Nemati & Mohammad Mahdi Paydar - 1109-1126 Calculating Nash equilibrium on quantum annealers
by Faisal Shah Khan & Olga Okrut & Keith Cannon & Kareem H. El-Safty & Nada Elsokkary - 1127-1152 Assessing risk of supply chain disruption due to COVID-19 with fuzzy VIKORSort
by Jehangir Khan & Alessio Ishizaka & Sachin Kumar Mangla - 1153-1185 A decision framework for supplier selection and order allocation for environmentally-sustainable perishable food supply chains
by Anish Kumar & Sachin Kumar Mangla & Pradeep Kumar - 1187-1215 A generalized approach for multi-criteria decision aid methods
by Moussa Larbani & Belaid Aouni - 1217-1255 Exploiting experts’ asymmetric knowledge structures for consensus reaching: a multi-criteria group decision making model with three-way conflict analysis and opinion dynamics
by Decui Liang & Qiang Zheng & Zeshui Xu - 1257-1268 Residential choice from a multiple criteria sustainable perspective
by V. Liern & B. Pérez-Gladish & F. Rubiera-Morollón & B. M’Zali - 1269-1283 Optimizing healthcare workforce for effective patient care: a cooperative game theory approach
by Dan Liu & Ji Wu & Nisreen Innab & Wejdan Deebani & Meshal Shutaywi & Tiziana Ciano & Massimiliano Ferrara - 1285-1320 Managing risks in technological R&D projects with Probability-Impact AHPSort
by Cristina López & Arash Moheimani & Alessio Ishizaka - 1321-1344 Determining the underlying role of corporate sustainability criteria in a ranking problem using UW-TOPSIS
by A. López-García & V. Liern & B. Pérez-Gladish - 1345-1376 Optimization of multistage timeliness transit consolidation problem using adaptive-weighted genetic algorithm
by Bowen Lv & Bin Yang & Ek Peng Chew - 1377-1398 A dynamic game approach for optimal consumption, investment and life insurance problem
by Rosario Maggistro & Mario Marino & Antonio Martire - 1399-1443 On optimistic, pessimistic and mixed fuzzy-programming based approaches to solve multi-objective fully intuitionistic fuzzy linear fractional programming problems
by Manisha Malik & S. K. Gupta - 1445-1470 A multi-objective optimization model for a multi-period mobile facility location problem with environmental and disruption considerations
by Fouad Maliki & Mehdi Souier & Mohammed Dahane & Fouad Ben Abdelaziz - 1471-1496 A multiobjective coalition formation in facility and fleet sharing for resilient horizontal supply chain collaboration
by Mirna Abou Mjahed & Fouad Ben Abdelaziz & Hussein Tarhini - 1497-1552 Robust, extended goal programming with uncertainty sets: an application to a multi-objective portfolio selection problem leveraging DEA
by Naeem Mohseny-Tonekabony & Seyed Jafar Sadjadi & Emran Mohammadi & Mehrdad Tamiz & Dylan F. Jones - 1553-1572 A multi-objective pair trading strategy: integrating neural networks and cyclical insights for optimal trading performance
by Federico Platania & Francesco Appio & Celina Toscano Hernandez & Imane El Ouadghiri & Jonathan Peillex - 1573-1595 An analytical derivation of properly efficient sets in multi-objective portfolio selection
by Yue Qi & Ralph E. Steuer - 1597-1619 A novel deep learning approach to enhance creditworthiness evaluation and ethical lending practices in the economy
by Xiaoyan Qian & Helen Huifen Cai & Nisreen Innab & Danni Wang & Tiziana Ciano & Ali Ahmadian - 1621-1635 Multicriteria interpretability driven deep learning
by Marco Repetto - 1637-1651 Artificial intelligence driven demand forecasting: an application to the electricity market
by Marco Repetto & Cinzia Colapinto & Muhammad Usman Tariq - 1653-1669 A systematization of global well-posedness in vector optimization
by Matteo Rocca - 1671-1686 Sensitivity to uncertainty and scalarization in robust multiobjective optimization: an overview with application to mean-variance portfolio optimization
by Matteo Rocca - 1687-1716 Sustainability and intermodality in humanitarian logistics: a two-stage multi-objective programming formulation
by Oscar Rodríguez-Espíndola & Prasanta Dey & Pavel Albores & Soumyadeb Chowdhury - 1717-1766 Integrated planning for a global pharmaceutical supply chain: an ambidexterity perspective
by Mahsa Yousefi Sarmad & Mir Saman Pishvaee & Hamed Jahani & Seyed Mohammad Sadegh Khaksar & Dmitry Ivanov - 1767-1783 Modified goal programming approach for solving multi-objective environmental management problem
by Sujeet Kumar Singh & Vinay Yadav - 1785-1809 Analytic hierarchy process rank reversals: causes and solutions
by Jiancheng Tu & Zhibin Wu - 1811-1840 A multi-objective optimization approach for integrated risk-based internal audit planning
by Xiong Wang & Fernando A. F. Ferreira & Pengyu Yan - 1841-1867 Balancing energy consumption and thermal comfort in buildings: a multi-criteria framework
by Mubashir Wani & Faizal Hafiz & Akshya Swain & Jan Broekaert - 1869-1895 Sustainable competitive advantage in maternal and child health institutions: a dynamic capability approach
by Haibin Yuan & Fernando A. F. Ferreira - 1897-1927 Robust simulation-based optimization for multiobjective problems with constraints
by Liang Zheng & Ji Bao & Zhen Tan - 1929-1966 MGDE: a many-objective guided differential evolution with strengthened dominance relation and bi-goal evolution
by Djaafar Zouache & Fouad Ben Abdelaziz
March 2025, Volume 346, Issue 1
- 1-8 Investments: the (almost) century of Markowitz Harry Markowitz: portfolio selection scholar, simulation creator, and applied investment researcher and consultant extraordinaire
by John Guerard - 9-13 Harry Markowitz and my AFA presidential address
by Martin J. Gruber - 15-39 Another puzzle: the growth in actively managed mutual funds
by Martin J. Gruber - 41-42 I never took a class from Harry Markowitz
by Edwin J. Elton - 43-61 Expected return, realized return and asset pricing tests
by Edwin J. Elton - 63-64 In a memory of the late Harry Markowitz
by Haim Levy - 65-66 If you get to San Diego, let’s do lunch or dinner…
by Panos Xidonas - 67-97 Portfolio insurance, portfolio theory, market simulation, and risks of portfolio leverage
by Bruce I. Jacobs & Kenneth N. Levy - 99-111 Harry Markowitz, the Cowles Commission, and portfolio theory
by Robert W. Dimand - 113-125 Harry Markowitz’s contributions to utility theory
by Jack Clark Francis - 127-135 Relative risk aversion must be close to 1
by Moshe Levy - 137-155 Portfolio selection revisited
by Alex Shkolnik & Alec Kercheval & Hubeyb Gurdogan & Lisa R. Goldberg & Haim Bar - 157-179 To revise or not to revise? This is the question
by Haim Levy - 181-216 Dual dominance: how Harry Markowitz and William Ziemba impacted portfolio management
by Sébastien Lleo & Leonard C. MacLean - 217-244 Enhancing mean–variance portfolio optimization through GANs-based anomaly detection
by Jang Ho Kim & Seyoung Kim & Yongjae Lee & Woo Chang Kim & Frank J. Fabozzi - 245-261 Improving estimation of portfolio risk using new statistical factors
by Xialu Liu & John Guerard & Rong Chen & Ruey Tsay - 263-284 The maximum geometric mean criterion: revisiting the Markowitz–Samuelson debate: survey and analysis
by Haim Levy - 285-318 Dynamic asset allocation with asset-specific regime forecasts
by Yizhan Shu & Chenyu Yu & John M. Mulvey - 319-340 Enhancing Markowitz's portfolio selection paradigm with machine learning
by Marcos López de Prado & Joseph Simonian & Francesco A. Fabozzi & Frank J. Fabozzi - 341-368 Mean-variance optimization with inferred regimes
by Leonard MacLean & Yonggan Zhao & Oufan Zhang - 369-391 Long-range dependence and asset return anomaly
by Yun Xiang & Shijie Deng - 393-414 Earnings forecasting and mean–variance efficient portfolios in the United States
by John B. Guerard & Dimitrios Thomakos & Foteini Kyriazi & Ganlin Xu & Bijan Beheshti - 415-445 Optimal asset allocation and nonlinear return predictability from the dividend-price ratio
by Fabrizio Ghezzi & Anindo Sarkar & Thomas Quistgaard Pedersen & Allan Timmermann - 447-487 Improving empirical models and forecasts with saturation-based machine learning
by Andrew B. Martinez & Neil R. Ericsson - 489-509 Alternatives to classical option pricing
by W. Brent Lindquist & Svetlozar T. Rachev - 511-548 Model-based vs. agnostic methods for the prediction of time-varying covariance matrices
by Jean-David Fermanian & Benjamin Poignard & Panos Xidonas - 549-565 Seasonal affective disorder and currency markets
by John Arabadjis & Michael Melvin & Robert Savage & John Velis - 567-584 The Ashley and Patterson (1986) test for serial independence in daily stock returns, revisited
by Richard A. Ashley & Faezeh Najafi - 585-622 Inflation differentials and the diversification benefits of small cap equities in emerging markets for US investors
by Lorne N. Switzer & Mashal Dhamani - 623-644 Conditional shortfall risk of lifetime consumption
by Tom Anichini & Jim Grabot & Sherrie Grabot & Ming Yee Wang & Ganlin Xu & Louis Zijl - 645-656 Vanguard and Fidelity active stock funds: both generally beat their same-style Vanguard index funds
by Edward Tower - 657-671 Mean-variance and mean-ETL optimizations in portfolio selection: an update
by Barret Pengyuan Shao & John B. Guerard & Ganlin Xu - 673-691 Markowitz and the CAPM
by Yusif Simaan - 693-701 Dollarization in Ecuador: 2000–2024
by Michael B. Connolly