Alexander Shapiro : Citation Profile


Are you Alexander Shapiro?

12

H index

14

i10 index

748

Citations

RESEARCH PRODUCTION:

26

Articles

7

Papers

RESEARCH ACTIVITY:

   31 years (1982 - 2013). See details.
   Cites by year: 24
   Journals where Alexander Shapiro has often published
   Relations with other researchers
   Recent citing documents: 118.    Total self citations: 11 (1.45 %)

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   Permalink: http://citec.repec.org/psh112
   Updated: 2022-01-15    RAS profile: 2012-12-13    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Alexander Shapiro.

Is cited by:

Ruszczynski, Andrzej (12)

Laeven, Roger (8)

Dentcheva, Darinka (5)

Stadje, Mitja (4)

Minner, Stefan (3)

Tasche, Dirk (3)

Lok, Yen (3)

Sun, Edward (3)

Ng, Serena (3)

Wozabal, Nancy (3)

Narita, Yusuke (3)

Cites to:

Ruszczynski, Andrzej (10)

Artzner, Philippe (6)

Acerbi, Carlo (5)

Ogryczak, Wlodzimierz (3)

Schied, Alexander (3)

Diebold, Francis (3)

Christoffersen, Peter (3)

Brueckner, Jan (3)

Tasche, Dirk (3)

Scaillet, Olivier (2)

Peracchi, Franco (2)

Main data


Where Alexander Shapiro has published?


Journals with more than one article published# docs
Psychometrika8
European Journal of Operational Research5
Statistics & Probability Letters4
Computational Statistics & Data Analysis3

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany3
Risk and Insurance / University Library of Munich, Germany3

Recent works citing Alexander Shapiro (2021 and 2020)


YearTitle of citing document
2020A Dual Method For Backward Stochastic Differential Equations with Application to Risk Valuation. (2019). Yao, Jianing ; Ruszczynski, Andrzej . In: Papers. RePEc:arx:papers:1701.06234.

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2021Scalar multivariate risk measures with a single eligible asset. (2019). Rudloff, Birgit ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:1807.10694.

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2021Time consistency for scalar multivariate risk measures. (2019). Rudloff, Birgit ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:1810.04978.

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2021Counterfactual Sensitivity and Robustness. (2019). Connault, Benjamin ; Christensen, Timothy. In: Papers. RePEc:arx:papers:1904.00989.

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2021Quadratic Hedging and Optimization of Option Exercise Policies in Incomplete Markets and Discrete Time. (2020). Secomandi, Nicola. In: Papers. RePEc:arx:papers:2001.05788.

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2020Equal Risk Pricing and Hedging of Financial Derivatives with Convex Risk Measures. (2020). Li, Jonathan Yumeng ; Delage, Erick ; Marzban, Saeed . In: Papers. RePEc:arx:papers:2002.02876.

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2020Equal risk option pricing with deep reinforcement learning. (2020). Fr'ed'eric Godin, ; Carbonneau, Alexandre. In: Papers. RePEc:arx:papers:2002.08492.

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2021Quantification of Risk in Classical Models of Finance. (2020). Schlotter, Ruben ; Pichler, Alois. In: Papers. RePEc:arx:papers:2004.04397.

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2020Proving prediction prudence. (2020). Tasche, Dirk. In: Papers. RePEc:arx:papers:2005.03698.

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2020Optimizing tail risks using an importance sampling based extrapolation for heavy-tailed objectives. (2020). Murthy, Karthyek ; Deo, Anand. In: Papers. RePEc:arx:papers:2008.09818.

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2020Markov Decision Processes with Recursive Risk Measures. (2020). Glauner, Alexander ; Bauerle, Nicole. In: Papers. RePEc:arx:papers:2010.07220.

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2020Robust Forecasting. (2020). Moon, Hyungsik Roger ; Christensen, Timothy ; Schorfheide, Frank. In: Papers. RePEc:arx:papers:2011.03153.

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2021Standing on the Shoulders of Machine Learning: Can We Improve Hypothesis Testing?. (2021). Cornwall, Gary ; Sauley, Beau ; Chen, Jeff . In: Papers. RePEc:arx:papers:2103.01368.

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2021Correlation scenarios and correlation stress testing. (2021). Woebbeking, F ; Packham, N. In: Papers. RePEc:arx:papers:2107.06839.

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2021Automatic Fatou Property of Law-invariant Risk Measures. (2021). Li, Lei ; Leung, Denny ; Gao, Niushan ; Chen, Shengzhong. In: Papers. RePEc:arx:papers:2107.08109.

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2021Unification of different systemic risk measures and Aumann-Shapley allocations. (2021). Schindler, Florian ; Overbeck, Ludger. In: Papers. RePEc:arx:papers:2112.06534.

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2020Assessing the goodness of fit of logistic regression models in large samples: A modification of the Hosmer‐Lemeshow test. (2020). Lemeshow, Stanley ; Pennell, Michael L ; Nattino, Giovanni. In: Biometrics. RePEc:bla:biomet:v:76:y:2020:i:2:p:549-560.

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2021Semiparametric estimation of cross?covariance functions for multivariate random fields. (2021). Sun, Ying ; Qadir, Ghulam A. In: Biometrics. RePEc:bla:biomet:v:77:y:2021:i:2:p:547-560.

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2020False discovery and its control in low rank estimation. (2020). Chandrasekaran, Venkat ; Shah, Parikshit ; Taeb, Armeen. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:82:y:2020:i:4:p:997-1027.

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2020Assessing the cost of the Hazard-Decision simplification in multistage stochastic hydrothermal scheduling. (2020). Velloso, Alexandre ; Lawson, Andre ; Vallado, Davi ; Street, Alexandre. In: Applied Energy. RePEc:eee:appene:v:280:y:2020:i:c:s0306261920313969.

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2021Impact of operating uncertainty on the performance of distributed, hybrid, renewable power plants. (2021). Jeppesen, Matthew ; Brear, Michael J ; Ihsan, Abbas. In: Applied Energy. RePEc:eee:appene:v:282:y:2021:i:pb:s0306261920316470.

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2020A non-central beta model to forecast and evaluate pandemics time series. (2020). da Silva, Taciana Araujo ; Junior, Jucier Gonalves ; de Sales, Jair Paulino ; Alves, Paulo Renato. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:140:y:2020:i:c:s096007792030607x.

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2020Tail Granger causalities and where to find them: Extreme risk spillovers vs spurious linkages. (2020). Lillo, Fabrizio ; Campajola, Carlo ; Zaoli, Silvia ; Mazzarisi, Piero. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:121:y:2020:i:c:s0165188920301901.

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2020Estimation of a multiplicative correlation structure in the large dimensional case. (2020). Hafner, Christian ; Linton, Oliver B ; Tang, Haihan. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:2:p:431-470.

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2020A new convergent hybrid learning algorithm for two-stage stochastic programs. (2020). Zhou, Shaorui ; Wang, Fan ; Xu, Zhou ; Shi, Ning ; Zhang, Hui. In: European Journal of Operational Research. RePEc:eee:ejores:v:283:y:2020:i:1:p:33-46.

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2020Mean-variance analysis of the newsvendor problem with price-dependent, isoelastic demand. (2020). Baykal-Gursoy, Melike ; Rubio-Herrero, Javier. In: European Journal of Operational Research. RePEc:eee:ejores:v:283:y:2020:i:3:p:942-953.

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2020Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set. (2020). Sun, Jie ; Ling, Aifan ; Wang, Meihua. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:1:p:81-95.

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2020A stochastic programming model with endogenous and exogenous uncertainty for reliable network design under random disruption. (2020). Medal, Hugh R ; Bhuiyan, Tanveer Hossain ; Harun, Sarah. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:2:p:670-694.

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2020Risk neutral reformulation approach to risk averse stochastic programming. (2020). Shapiro, Alexander ; Liu, Rui Peng. In: European Journal of Operational Research. RePEc:eee:ejores:v:286:y:2020:i:1:p:21-31.

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2020On pricing-based equilibrium for network expansion planning. A multi-period bilevel approach under uncertainty. (2020). Rodriguez-Chia, Antonio M ; Monge, Juan F ; Escudero, Laureano F. In: European Journal of Operational Research. RePEc:eee:ejores:v:287:y:2020:i:1:p:262-279.

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2020Estimating stochastic production frontiers: A one-stage multivariate semiparametric Bayesian concave regression method. (2020). Morita, Hiroshi ; Chen, Xun C ; Johnson, Andrew L ; Preciado, Jose Luis. In: European Journal of Operational Research. RePEc:eee:ejores:v:287:y:2020:i:2:p:699-711.

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2020A multistage stochastic programming approach for preventive maintenance scheduling of GENCOs with natural gas contract. (2020). Zheng, Qipeng Phil ; Huang, Zhouchun. In: European Journal of Operational Research. RePEc:eee:ejores:v:287:y:2020:i:3:p:1036-1051.

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2021Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming. (2021). Shapiro, Alexander. In: European Journal of Operational Research. RePEc:eee:ejores:v:288:y:2021:i:1:p:1-13.

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2021Gas storage valuation in incomplete markets. (2021). Wozabal, David ; Lohndorf, Nils. In: European Journal of Operational Research. RePEc:eee:ejores:v:288:y:2021:i:1:p:318-330.

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2021Accelerating Benders decomposition for short-term hydropower maintenance scheduling. (2021). Anjos, Miguel F ; Rodriguez, Jesus A ; Desaulniers, Guy ; Cote, Pascal . In: European Journal of Operational Research. RePEc:eee:ejores:v:289:y:2021:i:1:p:240-253.

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2021Time (in)consistency of multistage distributionally robust inventory models with moment constraints. (2021). Goldberg, David A ; Xin, Linwei. In: European Journal of Operational Research. RePEc:eee:ejores:v:289:y:2021:i:3:p:1127-1141.

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2021Implementing the branch-and-cut approach for a general purpose Benders’ decomposition framework. (2021). Maher, Stephen J. In: European Journal of Operational Research. RePEc:eee:ejores:v:290:y:2021:i:2:p:479-498.

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2021An online algorithm for the risk-aware restless bandit. (2021). Tang, OU ; Chen, Lujie ; Xu, Jianyu. In: European Journal of Operational Research. RePEc:eee:ejores:v:290:y:2021:i:2:p:622-639.

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2021Hybrid strategies using linear and piecewise-linear decision rules for multistage adaptive linear optimization. (2021). Li, Zukui ; Papageorgiou, Dimitri J ; Rahal, Said. In: European Journal of Operational Research. RePEc:eee:ejores:v:290:y:2021:i:3:p:1014-1030.

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2021Dynamic robust Orlicz premia and Haezendonck–Goovaerts risk measures. (2021). Laeven, Roger ; Bellini, Fabio ; Gianin, Emanuela Rosazza ; RosazzaGianin, Emanuela . In: European Journal of Operational Research. RePEc:eee:ejores:v:291:y:2021:i:2:p:438-446.

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2021A dynamic programming framework for optimal delivery time slot pricing. (2021). Margellos, Kostas ; Goulart, Paul ; Lebedev, Denis. In: European Journal of Operational Research. RePEc:eee:ejores:v:292:y:2021:i:2:p:456-468.

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2021Distributionally robust facility location problem under decision-dependent stochastic demand. (2021). Shen, Siqian ; Ahmed, Shabbir ; Basciftci, Beste. In: European Journal of Operational Research. RePEc:eee:ejores:v:292:y:2021:i:2:p:548-561.

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2021Optimal combinations of stochastic frontier and data envelopment analysis models. (2021). Tsionas, Mike G. In: European Journal of Operational Research. RePEc:eee:ejores:v:294:y:2021:i:2:p:790-800.

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2021Constant Depth Decision Rules for multistage optimization under uncertainty. (2021). Juditsky, Anatoli ; Guigues, Vincent ; Nemirovski, Arkadi. In: European Journal of Operational Research. RePEc:eee:ejores:v:295:y:2021:i:1:p:223-232.

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2021Optimal insurance contract specification in the upstream sector of the oil and gas industry. (2021). Fanzeres, Bruno ; Torraca, Ana Patricia. In: European Journal of Operational Research. RePEc:eee:ejores:v:295:y:2021:i:2:p:718-732.

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2022Markov decision processes with recursive risk measures. (2022). Glauner, Alexander ; Bauerle, Nicole. In: European Journal of Operational Research. RePEc:eee:ejores:v:296:y:2022:i:3:p:953-966.

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2020Have commodities become a financial asset? Evidence from ten years of Financialization. (2020). Kartsakli, Maria ; Collot, Solene ; Adams, Zeno. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301092.

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2021Cash holdings and oil price uncertainty exposures. (2021). Tong, Xinle ; Wang, Yudong ; Wu, XI. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321002085.

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2020Risk-averse real-time dispatch of integrated electricity and heat system using a modified approximate dynamic programming approach. (2020). Yu, Tao ; Pan, Zhenning ; Yang, BO ; Qu, Kaiping ; Li, Jie. In: Energy. RePEc:eee:energy:v:198:y:2020:i:c:s0360544220304540.

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2021Climate risk and financial stability in the network of banks and investment funds. (2021). Martinez-Jaramillo, Serafin ; Luis , ; Battiston, Stefano ; Roncoroni, Alan. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000309.

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2021Risk-averse bi-level stochastic network interdiction model for cyber-security risk management. (2021). Medal, Hugh R ; Bhuiyan, Tanveer Hossain ; Halappanavar, Mahantesh ; Nandi, Apurba K. In: International Journal of Critical Infrastructure Protection. RePEc:eee:ijocip:v:32:y:2021:i:c:s1874548221000019.

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2020A comparison of some structural models of private information arrival. (2020). Young, Lance ; Hu, Edwin ; Duarte, Jefferson. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:3:p:795-815.

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2021Analysis of dependent data aggregated into intervals. (2021). Billard, Lynne ; Samadi, Yaser S. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:186:y:2021:i:c:s0047259x21000956.

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2021Cost-Based attraction recommendation for tour operators under stochastic demand. (2021). Ding, YI ; Huang, Chao ; Li, Yongzhen ; Jiang, YI. In: Omega. RePEc:eee:jomega:v:102:y:2021:i:c:s030504832030668x.

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2021Solving a stochastic inland waterway port management problem using a parallelized hybrid decomposition algorithm. (2021). Nur, Farjana ; Aghalari, Amin ; Marufuzzaman, Mohammad. In: Omega. RePEc:eee:jomega:v:102:y:2021:i:c:s0305048320306708.

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2021Optimal pooled testing design for prevalence estimation under resource constraints. (2021). Bish, Douglas R ; Nguyen, Ngoc T. In: Omega. RePEc:eee:jomega:v:105:y:2021:i:c:s0305048321001134.

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2020A structuring review on multi-stage optimization under uncertainty: Aligning concepts from theory and practice. (2020). Nickel, Stefan ; Dunke, Fabian ; Bakker, Hannah. In: Omega. RePEc:eee:jomega:v:96:y:2020:i:c:s0305048318314002.

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2020Land-use dynamics in a Brazilian agricultural frontier region, 1985-2017. (2020). MIZIARA, FAUSTO ; Fernandes, Luis Rodrigo ; Parente, Leandro Leal ; Lopes, Vanessa Cristina ; Ferreira, Laerte Guimares. In: Land Use Policy. RePEc:eee:lauspo:v:97:y:2020:i:c:s0264837719308919.

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2020Cooperative game with nondeterministic returns. (2020). Li, Jianbin ; Yang, Jian. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:88:y:2020:i:c:p:123-140.

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2020Robust modeling and planning: Insights from three industrial applications. (2020). Pratsini, Eleni ; Stauffer, Gautier ; Rikun, Alexander ; Marla, Lavanya. In: Operations Research Perspectives. RePEc:eee:oprepe:v:7:y:2020:i:c:s2214716020300403.

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2020Designing a green meat supply chain network: A multi-objective approach. (2020). Mohebalizadehgashti, Fatemeh ; Amin, Saman Hassanzadeh ; Zolfagharinia, Hossein. In: International Journal of Production Economics. RePEc:eee:proeco:v:219:y:2020:i:c:p:312-327.

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2020A stochastic programming approach for electric vehicle charging station expansion plans. (2020). Usher, John M ; Marufuzzaman, Mohammad ; Nurre, Sarah G ; Quddus, Md Abdul ; Kabli, Mohannad. In: International Journal of Production Economics. RePEc:eee:proeco:v:220:y:2020:i:c:s0925527319302713.

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2020A comprehensive description of the Product-Service Systems’ cost estimation process: An integrative review. (2020). Romero, David ; Pinto, Roberto ; Pezzotta, Giuditta ; Rodriguez, Arturo Estrada. In: International Journal of Production Economics. RePEc:eee:proeco:v:221:y:2020:i:c:s0925527319302993.

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2020A risk-based optimization framework for integrated supply chains using genetic algorithm and artificial neural networks. (2020). Aqlan, Faisal ; Gholami, Amirhosein ; Nezamoddini, Nasim . In: International Journal of Production Economics. RePEc:eee:proeco:v:225:y:2020:i:c:s0925527319304128.

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2020A multi-attribute utility theory approach to ordering policy for perishable items. (2020). Atan, Zumbul ; Poormoaied, Saeed. In: International Journal of Production Economics. RePEc:eee:proeco:v:225:y:2020:i:c:s0925527319304220.

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2020Behavioral data-driven analysis with Bayesian method for risk management of financial services. (2020). Yu, Min-Teh ; Sun, Edward W. In: International Journal of Production Economics. RePEc:eee:proeco:v:228:y:2020:i:c:s0925527320301250.

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2020A Bender’s based nested decomposition algorithm to solve a stochastic inland waterway port management problem considering perishable product. (2020). Marufuzzaman, Mohammad ; Nur, Farjana ; Aghalari, Amin. In: International Journal of Production Economics. RePEc:eee:proeco:v:229:y:2020:i:c:s092552732030222x.

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2021The design of resilient food supply chain networks prone to epidemic disruptions. (2021). Pishvaee, Mir Saman ; Jabalameli, Mohammad Saeed ; Klibi, Walid ; Gholami-Zanjani, Seyed Mohammad. In: International Journal of Production Economics. RePEc:eee:proeco:v:233:y:2021:i:c:s0925527320303509.

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2021Production decisions based on absolute vs. relative risk aversion and their extensions. (2021). Grubbstrom, Robert W. In: International Journal of Production Economics. RePEc:eee:proeco:v:234:y:2021:i:c:s0925527321000128.

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2021Designing a reliable electric vehicle charging station expansion under uncertainty. (2021). Castillo-Villar, Krystel K ; Ekiolu, Sandra D ; Marufuzzaman, Mohammad ; Shahvari, Omid ; Quddus, Md Abdul. In: International Journal of Production Economics. RePEc:eee:proeco:v:236:y:2021:i:c:s0925527321001080.

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2020Optimal stochastic dynamic scheduling for managing community recovery from natural hazards. (2020). Nozhati, Saeed ; Ellingwood, Bruce R ; Sarkale, Yugandhar. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:193:y:2020:i:c:s0951832018315588.

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2020Cooperative co-evolutionary approach to optimize recovery for improving resilience in multi-communities. (2020). Zio, Enrico ; Sansavini, Giovanni ; Valcamonico, Dario. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:197:y:2020:i:c:s0951832019300675.

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2021Evaluation of hydro-wind complementarity in the medium-term planning of electrical power systems by joint simulation of periodic streamflow and wind speed time series: A Brazilian case study. (2021). , Daniel ; Daniel, ; Kaviski, Eloy ; Avila, Leandro. In: Renewable Energy. RePEc:eee:renene:v:167:y:2021:i:c:p:685-699.

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2020Independence properties of the truncated multivariate elliptical distributions. (2020). Su, Jianxi ; Richards, Donald ; Levine, Michael. In: Statistics & Probability Letters. RePEc:eee:stapro:v:161:y:2020:i:c:s0167715220300328.

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2020A generalized measure of dispersion. (2020). Solis-Lemus, Claudia ; Guerrero, Victor M. In: Statistics & Probability Letters. RePEc:eee:stapro:v:164:y:2020:i:c:s0167715220301097.

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2020The value of physical distribution flexibility in serving dense and uncertain urban markets. (2020). Winkenbach, Matthias ; Snoeck, Andre. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:136:y:2020:i:c:p:151-177.

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2020Integrated strategic and operational planning of dry port container networks in a stochastic environment. (2020). Hicks, Christian ; Dong, Jing-Xin ; Amiri-Aref, Mehdi ; Sarmadi, Kamran. In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:139:y:2020:i:c:p:132-164.

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2021A two-stage ambiguous stochastic program for electric vehicle charging station location problem with valet charging service. (2021). Zhang, Zhi-Hai ; Jiang, Yue ; Ali, N. In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:153:y:2021:i:c:p:149-171.

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2020Optimal supply chain resilience with consideration of failure propagation and repair logistics. (2020). Goldbeck, Nils ; Ochieng, Washington ; Angeloudis, Panagiotis. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:133:y:2020:i:c:s1366554519302406.

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2020A note on likelihood ratio tests for models with latent variables. (2020). Zhang, H ; Moustaki, Irini ; Chen, Yunxiao. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:107490.

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2020Managing Wind Power Generation via Indexed Semi-Markov Model and Copula. (2020). Sobolewski, Robert Adam ; Petroni, Filippo ; Masala, Giovanni ; Damico, Guglielmo. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:16:p:4246-:d:399947.

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2021Financial Risk Control of Hydro Generation Systems through Market Intelligence and Stochastic Optimization. (2021). de Mello, Rodrigo Ferreira ; Rego, Erik Eduardo ; Ramos, Dorel Soares ; Balan, Mateus Henrique ; Leonel, Lais Domingues. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:19:p:6368-:d:650191.

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2021Beyond the Horizon, Backhaul Connectivity for Offshore IoT Devices. (2021). Zaidi, Khurram Shabih ; Nawaz, Raheel ; Pervaiz, Haris Bin ; Shahid, Muhammad Usman ; Khan, Ali Nawaz ; Jawad, Muhammad ; Hina, Sadaf. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:21:p:6918-:d:661639.

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2021Autonomous Decision-Making While Drilling. (2021). Carlsen, Liv ; Mihai, Rodica ; Ambrus, Adrian ; Daireaux, Benoit ; Cayeux, Eric. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:4:p:969-:d:498311.

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2020Exploiting Distributional Temporal Difference Learning to Deal with Tail Risk. (2020). Yadav, Nitin ; Huang, Shijie ; Bossaerts, Peter. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:113-:d:434660.

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2020A Theory of Quasi-Experimental Evaluation of School Quality. (2020). Narita, Yusuke. In: Working Papers. RePEc:hka:wpaper:2020-085.

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2021SDDP.jl : A Julia Package for Stochastic Dual Dynamic Programming. (2021). Kapelevich, Lea ; Dowson, Oscar. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:33:y:2021:i:1:p:27-33.

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2021Multilocation Newsvendor Problem: Centralization and Inventory Pooling. (2021). Zhou, Sean X ; Hu, Zhenyu ; Yang, Chaolin. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:1:p:185-200.

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2020How and When to Use Which Fit Indices? A Practical and Critical Review of the Methodology. (2020). Yaliolu, Duygu Toplu. In: Istanbul Management Journal. RePEc:ist:ibsimj:v:0:y:2020:i:88:p:1-20.

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2021Censored Nonparametric Time-Series Analysis with Autoregressive Error Models. (2021). Yilmaz, Ersin ; Aydin, Dursun. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:2:d:10.1007_s10614-020-10010-8.

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2020A data-driven approach for supply chain network design under uncertainty with consideration of social concerns. (2020). Fattahi, Mohammad. In: Annals of Operations Research. RePEc:spr:annopr:v:288:y:2020:i:1:d:10.1007_s10479-020-03532-9.

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2020Performance evaluation of Omni channel distribution network configurations using multi criteria decision making techniques. (2020). Prabhuram, T ; Johnson, Robert R ; Tan, Youchao ; Rajmohan, M. In: Annals of Operations Research. RePEc:spr:annopr:v:288:y:2020:i:1:d:10.1007_s10479-020-03533-8.

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2020Modeling and heuristics for production time crashing in supply chain network design. (2020). Liao, YI ; Zhang, Yiqiang ; Alzaman, Chaher ; Diabat, Ali. In: Annals of Operations Research. RePEc:spr:annopr:v:288:y:2020:i:1:d:10.1007_s10479-020-03538-3.

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2020Equivalence between time consistency and nested formula. (2020). Gerard, Henri ; Chancelier, Jean-Philippe ; Lara, Michel. In: Annals of Operations Research. RePEc:spr:annopr:v:292:y:2020:i:2:d:10.1007_s10479-019-03276-1.

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2020A combined SDDP/Benders decomposition approach with a risk-averse surface concept for reservoir operation in long term power generation planning. (2020). Diniz, Andre Luiz ; Dias, Debora ; Luis, Cesar ; Elvira, Maria. In: Annals of Operations Research. RePEc:spr:annopr:v:292:y:2020:i:2:d:10.1007_s10479-019-03419-4.

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2020Spectral risk measure of holding stocks in the long run. (2020). Szabó, Dávid ; Csóka, Péter ; Szabo, David Zoltan ; Bihary, Zsolt. In: Annals of Operations Research. RePEc:spr:annopr:v:295:y:2020:i:1:d:10.1007_s10479-020-03678-6.

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2021Set optimization of set-valued risk measures. (2021). Rocca, Matteo ; Mastrogiacomo, Elisa. In: Annals of Operations Research. RePEc:spr:annopr:v:296:y:2021:i:1:d:10.1007_s10479-020-03541-8.

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2021Single cut and multicut stochastic dual dynamic programming with cut selection for multistage stochastic linear programs: convergence proof and numerical experiments. (2021). Guigues, Vincent ; Bandarra, Michelle. In: Computational Management Science. RePEc:spr:comgts:v:18:y:2021:i:2:d:10.1007_s10287-021-00387-8.

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2021Analysis of type I and II error rates of Bayesian and frequentist parametric and nonparametric two-sample hypothesis tests under preliminary assessment of normality. (2021). Kelter, Riko. In: Computational Statistics. RePEc:spr:compst:v:36:y:2021:i:2:d:10.1007_s00180-020-01034-7.

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2021A computational validation for nonparametric assessment of spatial trends. (2021). Francisco-Fernandez, M ; Crujeiras, R M ; Fernandez-Casal, R ; Meilan-Vila, A. In: Computational Statistics. RePEc:spr:compst:v:36:y:2021:i:4:d:10.1007_s00180-021-01108-0.

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More than 100 citations found, this list is not complete...

Works by Alexander Shapiro:


YearTitleTypeCited
2013Uniqueness of Kusuoka Representations In: Papers.
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paper5
1991Variogram fitting with a general class of conditionally nonnegative definite functions In: Computational Statistics & Data Analysis.
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article12
1996An integral transform approach to cross-variograms modeling In: Computational Statistics & Data Analysis.
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article0
2006Simulation-based approach to estimation of latent variable models In: Computational Statistics & Data Analysis.
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article1
2005A stochastic programming approach for supply chain network design under uncertainty In: European Journal of Operational Research.
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article174
2007Coherent risk measures in inventory problems In: European Journal of Operational Research.
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article53
2011Analysis of stochastic dual dynamic programming method In: European Journal of Operational Research.
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article66
2012Minimax and risk averse multistage stochastic programming In: European Journal of Operational Research.
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article12
2013Risk neutral and risk averse Stochastic Dual Dynamic Programming method In: European Journal of Operational Research.
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article45
2007Financial prediction with constrained tail risk In: Journal of Banking & Finance.
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article14
2009Asymptotic normality of test statistics under alternative hypotheses In: Journal of Multivariate Analysis.
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article2
1990Testing and estimation of equal variances for correlated variables In: Statistics & Probability Letters.
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article0
2003Scheffes method for constructing simultaneous confidence intervals subject to cone constraints In: Statistics & Probability Letters.
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article0
2008Asymptotics of minimax stochastic programs In: Statistics & Probability Letters.
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article7
1988On the asymptotic bias of estimators under parameter drift In: Statistics & Probability Letters.
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article0
1999Finding Optimal Material Release Times Using Simulation-Based Optimization In: Management Science.
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article10
2007Nonparametric estimation of concave production technologies by entropic methods In: Journal of Applied Econometrics.
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article6
2009Normal versus Noncentral Chi-square Asymptotics of Misspecified Models In: MPRA Paper.
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paper5
2011Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics In: MPRA Paper.
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paper14
2011Revenue management in resource exchange seller alliances In: MPRA Paper.
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paper1
1991Invariance of covariance structures under groups of transformations In: Metrika: International Journal for Theoretical and Applied Statistics.
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article3
1982Rank-reducibility of a symmetric matrix and sampling theory of minimum trace factor analysis In: Psychometrika.
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article10
1982Weighted minimum trace factor analysis In: Psychometrika.
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article7
1982Minimum rank and minimum trace of covariance matrices In: Psychometrika.
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article4
1983On the investigation of local identifiability: A counterexample In: Psychometrika.
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article4
1985A note on the asymptotic distribution of the greatest lower bound to reliability In: Psychometrika.
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article1
1985On the multivariate asymptotic distribution of sequential Chi-square statistics In: Psychometrika.
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article31
2000The asymptotic bias of minimum trace factor analysis, with applications to the greatest lower bound to reliability In: Psychometrika.
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article7
2002Statistical inference of minimum rank factor analysis In: Psychometrika.
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article113
2012Comments on: Stability in linear optimization and related topics. A personal tour In: TOP: An Official Journal of the Spanish Society of Statistics and Operations Research.
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2005Optimization of Convex Risk Functions In: Risk and Insurance.
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paper89
2005Conditional Risk Mappings In: Risk and Insurance.
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paper44
2004Optimization of Risk Measures In: Risk and Insurance.
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paper8

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