Computational Management Science
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Investment disputes and their explicit role in option market uncertainty and overall risk instability
Computational Management Science - Tập 20 - Trang 1-25 - 2023
We propose a methodological approach for capturing and analyzing the impacts of investment disputes on option markets. A dispute submission typically brings in unspecified uncertainty and additional risk. The implied volatility of options is shown to reflect such effects. However, nontrivial caution and nonstandard statistical techniques are needed to analyze them appropriately. Artificial options......
Big data analytics: an aid to detection of non-technical losses in power utilities
Computational Management Science - - 2019
Exploring the dynamics of business survey data using Markov models
Computational Management Science - Tập 16 - Trang 621-649 - 2019
Business tendency surveys are widely used for monitoring economic activity. They provide timely feedback on the current business conditions and outlook. We identify the unobserved macroeconomic factors behind the distribution of quarterly responses by Austrian firms on the questions concerning the current business climate and production. The aggregate models identify two macroeconomic regimes: upt......
Customer satisfaction: a mathematical framework for its analysis and its measurement
Computational Management Science - Tập 17 - Trang 23-45 - 2018
The customer satisfaction, an important concept in the field of general marketing and in the management of firms, is the measure of the degree of customer satisfaction. More precisely, the customer satisfaction provides an assessment of the discrepancy between the perceived performance by the customer (i.e. all the sensations and impressions after use of a product or the fruition of a service) and......
Supply chain network operations management of a blood banking system with cost and risk minimization
Computational Management Science - Tập 9 - Trang 205-231 - 2011
Blood service operations are a key component of the healthcare system all over the world and yet the modeling and the analysis of such systems from a complete supply chain network optimization perspective have been lacking due to their associated unique challenges. In this paper, we develop a generalized network optimization model for the complex supply chain of human blood, which is a life-saving......
A hybrid dynamic programming - Tabu Search approach for the long-term hydropower scheduling problem
Computational Management Science - Tập 18 - Trang 385-410 - 2021
The long-term energy scheduling of a large hydroelectric power system is studied in this paper. The problem aims at defining a policy that provides the best trade-off between energy conservation into the reservoir for future revenues and current energy sales with a risk of system failure in the future. The policy should take into account the uncertainty of energy inflows for the next decades. Ener......
Forecasting financial time series with Boltzmann entropy through neural networks
Computational Management Science - Tập 19 - Trang 665-681 - 2022
Neural networks have recently been established as state-of-the-art in forecasting financial time series. However, many studies show how one architecture, the Long-Short Term Memory, is the most widespread in financial sectors due to its high performance over time series. Considering some stocks traded in financial markets and a crypto ticker, this paper tries to study the effectiveness of the Bolt......
Equilibria and dynamics of supply chain network competition with information asymmetry in quality and minimum quality standards
Computational Management Science - Tập 11 - Trang 285-315 - 2014
In this paper, we construct a supply chain network model with information asymmetry in product quality. The competing, profit-maximizing firms with, possibly, multiple manufacturing plants, which may be located on-shore or off-shore, are aware of the quality of the product that they produce but consumers, at the demand markets, only know the average quality. Such a framework is relevant to product......
The spot and balancing markets for electricity: open- and closed-loop equilibrium models
Computational Management Science - Tập 19 - Trang 309-346 - 2021
The increasing penetration of inflexible and fluctuating renewable energy generation is often accompanied by a sequential market setup, including a day-ahead spot market that balances forecasted supply and demand with an hourly time resolution and a balancing market in which flexible generation handles unexpected imbalances closer to real-time and with a higher time resolution. Market characterist......
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