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Computational Management Science, Volume 6
Volume 6, Number 1, February 2009
- O. Erhun Kundakcioglu
, Marcello Sanguineti
Guest Editorial. 1-3 - Angelo Alessandri
Nonparametric nonlinear regression using polynomial and neural approximators: a numerical comparison. 5-24 - Augusto Destrero, Sofia Mosci, Christine De Mol, Alessandro Verri, Francesca Odone:
Feature selection for high-dimensional data. 25-40 - Peng Du, Jiming Peng, Tamás Terlaky
Self-adaptive support vector machines: modelling and experiments. 41-51 - Giorgio Gnecco
The weight-decay technique in learning from data: an optimization point of view. 53-79 - Olutayo O. Oladunni, Theodore B. Trafalis
A nonlinear multi-classification knowledge-based kernel machine. 81-100 - Carlotta Orsenigo, Carlo Vercellis:
Multicategory classification via discrete support vector machines. 101-114
Volume 6, Number 2, May 2009
- Ronald Hochreiter
Introduction to the special issue on computational optimization under uncertainty. 115-116 - Holger Heitsch, Werner Römisch:
Scenario tree reduction for multistage stochastic programs. 117-133 - Jacek Gondzio
Exploiting structure in parallel implementation of interior point methods for optimization. 135-160 - Jitka Dupacová, Marida Bertocchi, Vittorio Moriggia
Testing the structure of multistage stochastic programs. 161-185 - Alois Geyer, Michael Hanke, Alex Weissensteiner:
A stochastic programming approach for multi-period portfolio optimization. 187-208 - Markku Kallio, Antti Pirjetä:
Computational methods for incentive option valuation. 209-231 - Miguel Carrión
Risk aversion for an electricity retailer with second-order stochastic dominance constraints. 233-250 - Francesca Maggioni
Stochastic optimization models for a single-sink transportation problem. 251-267
Volume 6, Number 3, August 2009
- Pavlos Delias
A genetic approach for strategic resource allocation planning. 269-280 - Roberto Baldacci
Exact methods for large-scale multi-period financial planning problems. 281-306 - Laureano F. Escudero
On multistage Stochastic Integer Programming for incorporating logical constraints in asset and liability management under uncertainty. 307-327 - Mike C. Bartholomew-Biggs, S. J. Kane:
A global optimization problem in portfolio selection. 329-345 - George Baourakis, M. Conisescu, Gert Van Dijk, Panos M. Pardalos, Constantin Zopounidis:
A multicriteria approach for rating the credit risk of financial institutions. 347-356 - Annabella Astorino
A fixed-center spherical separation algorithm with kernel transformations for classification problems. 357-372 - Jong-Shi Pang, Masao Fukushima:
Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games. 373-375
Volume 6, Number 4, October 2009
- Nuno P. Faísca, Pedro M. Saraiva
A multi-parametric programming approach for multilevel hierarchical and decentralised optimisation problems. 377-397 - B. N. Khoury:
A discrete approach to designing optimal hedging-point control policies for production-inventory systems with general stochastic behavior. 399-409 - Wenlin Wang, Daniel E. Rivera
Inner and outer loop optimization in semiconductor manufacturing supply chain management. 411 - Dimitris Magos, Ioannis Mourtos
Persistency and matroid intersection. 435-445 - Hiroshi Konno, Takaaki Egawa, Rei Yamamoto:
Comparative studies on dynamic programming and integer programming approaches for concave cost production/inventory control problems. 447-457 - Hoai An Le Thi
Portfolio selection under downside risk measures and cardinality constraints based on DC programming and DCA. 459-475 - Tao Pham Dinh, Nam Nguyen Canh, Hoai An Le Thi
DC programming and DCA for globally solving the value-at-risk. 477-501
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