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Citation Profile [Updated: 2025-07-02 11:05:44]
5 Years H Index
20
Impact Factor (IF)
0.41
5 Years IF
0.31
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
2003 0 0.43 0 0 5 5 24 1 0 0 0 0 0.21
2004 0 0.48 0.12 0 12 17 62 1 3 5 5 0 1 0.08 0.22
2005 0.12 0.5 0.11 0.12 21 38 184 3 7 17 2 17 2 0 1 0.05 0.23
2006 0.21 0.49 0.14 0.21 21 59 140 8 15 33 7 38 8 0 0 0.22
2007 0.21 0.45 0.21 0.24 18 77 102 15 31 42 9 59 14 0 0 0.2
2008 0.18 0.47 0.2 0.19 20 97 294 19 50 39 7 77 15 1 5.3 2 0.1 0.22
2009 0.18 0.46 0.2 0.25 29 126 130 24 75 38 7 92 23 0 0 0.23
2010 0.18 0.46 0.28 0.25 21 147 73 39 116 49 9 109 27 1 2.6 1 0.05 0.2
2011 0.1 0.51 0.34 0.28 21 168 214 56 173 50 5 109 31 10 17.9 0 0.24
2012 0.36 0.51 0.46 0.46 28 196 147 91 264 42 15 109 50 5 5.5 3 0.11 0.21
2013 0.43 0.54 0.51 0.44 20 216 253 109 374 49 21 119 52 8 7.3 6 0.3 0.24
2014 0.73 0.53 0.63 0.54 28 244 106 154 528 48 35 119 64 7 4.5 3 0.11 0.22
2015 0.5 0.53 0.49 0.54 30 274 126 134 662 48 24 118 64 5 3.7 4 0.13 0.22
2016 0.14 0.51 0.57 0.5 21 295 95 169 831 58 8 127 64 11 6.5 2 0.1 0.2
2017 0.45 0.52 0.57 0.61 30 325 75 186 1017 51 23 127 77 10 5.4 3 0.1 0.21
2018 0.27 0.53 0.54 0.52 27 352 95 189 1206 51 14 129 67 11 5.8 2 0.07 0.23
2019 0.39 0.54 0.53 0.41 32 384 78 205 1411 57 22 136 56 10 4.9 5 0.16 0.21
2020 0.47 0.65 0.53 0.46 29 413 31 218 1629 59 28 140 64 16 7.3 1 0.03 0.31
2021 0.26 0.74 0.54 0.39 24 437 22 237 1866 61 16 139 54 26 11 0 0.27
2022 0.3 0.75 0.48 0.44 27 464 25 221 2087 53 16 142 62 12 5.4 3 0.11 0.22
2023 0.29 0.73 0.37 0.33 48 512 38 188 2275 51 15 139 46 24 12.8 5 0.1 0.2
2024 0.41 0.95 0.32 0.31 45 557 6 177 2452 75 31 160 49 22 12.4 6 0.13 0.28
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12008ETSAP-TIAM: the TIMES integrated assessment model Part I: Model structure. (2008). Loulou, Richard ; Labriet, Maryse. In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:1:p:7-40.

Full description at Econpapers || Download paper

190
22008ETSAP-TIAM: the TIMES integrated assessment model. part II: mathematical formulation. (2008). Loulou, Richard. In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:1:p:41-66.

Full description at Econpapers || Download paper

141
32005Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games. (2005). Fukushima, Masao ; Pang, Jong-Shi. In: Computational Management Science. RePEc:spr:comgts:v:2:y:2005:i:1:p:21-56.

Full description at Econpapers || Download paper

116
42013Assessing interbank contagion using simulated networks. (2013). Kok, Christoffer ; Halaj, Grzegorz ; Haaj, Grzegorz. In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:157-186.

Full description at Econpapers || Download paper

96
52013Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes. (2013). Fricke, Daniel ; Lux, Thomas ; Finger, Karl . In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:187-211.

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63
62011Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems. (2011). Watson, Jean-Paul ; Woodruff, David. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:4:p:355-370.

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54
72015Constructing optimal sparse portfolios using regularization methods. (2015). Winker, Peter ; Paterlini, Sandra ; Fastrich, B.. In: Computational Management Science. RePEc:spr:comgts:v:12:y:2015:i:3:p:417-434.

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40
82012Real options analysis of investment in carbon capture and sequestration technology. (2012). Heydari, Somayeh ; Ovenden, Nick ; Siddiqui, Afzal. In: Computational Management Science. RePEc:spr:comgts:v:9:y:2012:i:1:p:109-138.

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37
92009Scenario tree reduction for multistage stochastic programs. (2009). Romisch, Werner ; Heitsch, Holger. In: Computational Management Science. RePEc:spr:comgts:v:6:y:2009:i:2:p:117-133.

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37
102008GEMINI-E3, a general equilibrium model of international–national interactions between economy, energy and the environment. (2008). Vielle, Marc ; Bernard, Alain. In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:3:p:173-206.

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37
112012Supply chain network operations management of a blood banking system with cost and risk minimization. (2012). Yu, Min ; Nagurney, Anna ; Masoumi, Amir . In: Computational Management Science. RePEc:spr:comgts:v:9:y:2012:i:2:p:205-231.

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36
122006Integrated Chance Constraints: Reduced Forms and an Algorithm. (2006). Haneveld, Willem ; Vlerk, Maarten . In: Computational Management Science. RePEc:spr:comgts:v:3:y:2006:i:4:p:245-269.

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34
132014Multi-horizon stochastic programming. (2014). Fodstad, Marte ; Hellemo, Lars ; Midthun, Kjetil ; Tomasgard, Asgeir ; Werner, Adrian ; Kaut, Michal. In: Computational Management Science. RePEc:spr:comgts:v:11:y:2014:i:1:p:179-193.

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34
142006Leader-Follower Equilibria for Electric Power and NO x Allowances Markets. (2006). Hobbs, Benjamin ; Chen, Yihsu ; Munson, Todd ; Leyffer, Sven. In: Computational Management Science. RePEc:spr:comgts:v:3:y:2006:i:4:p:307-330.

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30
152006Computational aspects of minimizing conditional value-at-risk. (2006). Mayer, Janos ; Kunzi-Bay, Alexandra. In: Computational Management Science. RePEc:spr:comgts:v:3:y:2006:i:1:p:3-27.

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30
162004Finding the optimal solution to the Huff based competitive location model. (2004). Drezner, Zvi. In: Computational Management Science. RePEc:spr:comgts:v:1:y:2004:i:2:p:193-208.

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29
172011Multiobjective optimization using differential evolution for real-world portfolio optimization. (2011). Paterlini, Sandra ; Krink, Thiemo. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:1:p:157-179.

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28
182011On the role of norm constraints in portfolio selection. (2011). Gotoh, Jun-Ya ; Takeda, Akiko. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:4:p:323-353.

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26
192008Linking energy system and macroeconomic growth models. (2008). Edenhofer, Ottmar ; Kypreos, Socrates ; Bauer, Nico. In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:1:p:95-117.

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24
202016Decomposition for adjustable robust linear optimization subject to uncertainty polytope. (2016). Poss, Michael ; Ayoub, Josette . In: Computational Management Science. RePEc:spr:comgts:v:13:y:2016:i:2:d:10.1007_s10287-016-0249-2.

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21
212005Partitioning procedures for solving mixed-variables programming problems. (2005). Benders, J.. In: Computational Management Science. RePEc:spr:comgts:v:2:y:2005:i:1:p:3-19.

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20
222011Restricted generalized Nash equilibria and controlled penalty algorithm. (2011). Fukushima, Masao. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:3:p:201-218.

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20
232007Numerical solutions to coupled-constraint (or generalised Nash) equilibrium problems. (2007). Krawczyk, Jacek. In: Computational Management Science. RePEc:spr:comgts:v:4:y:2007:i:2:p:183-204.

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19
242012An approximate dynamic programming framework for modeling global climate policy under decision-dependent uncertainty. (2012). Parpas, Panos ; Santen, Nidhi ; Webster, Mort. In: Computational Management Science. RePEc:spr:comgts:v:9:y:2012:i:3:p:339-362.

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19
252009Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games. (2009). Fukushima, Masao ; Pang, Jong-Shi. In: Computational Management Science. RePEc:spr:comgts:v:6:y:2009:i:3:p:373-375.

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19
262015A scalable solution framework for stochastic transmission and generation planning problems. (2015). Watson, Jean-Paul ; Munoz, Francisco . In: Computational Management Science. RePEc:spr:comgts:v:12:y:2015:i:4:p:491-518.

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18
272011Dynamic modeling of mean-reverting spreads for statistical arbitrage. (2011). Triantafyllopoulos, Kostas ; Montana, Giovanni. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:1:p:23-49.

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18
282010An exact solution framework for a broad class of vehicle routing problems. (2010). Roberti, Roberto ; Baldacci, Roberto ; Bartolini, Enrico ; Mingozzi, Aristide. In: Computational Management Science. RePEc:spr:comgts:v:7:y:2010:i:3:p:229-268.

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18
292018The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market. (2018). Barucca, Paolo ; Lillo, Fabrizio. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:1:d:10.1007_s10287-017-0293-6.

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18
302013Computational study of the US stock market evolution: a rank correlation-based network model. (2013). Boginski, Vladimir ; Butenko, Sergiy ; Shirokikh, Oleg ; Pastukhov, Grigory. In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:81-103.

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17
312011Day-ahead market bidding for a Nordic hydropower producer: taking the Elbas market into account. (2011). Fleten, Stein-Erik ; Faria, Eduardo . In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:1:p:75-101.

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17
322013Ecological-economic modelling for the sustainable management of biodiversity. (2013). PEREAU, Jean-Christophe ; Mouysset, Lauriane ; Doyen, Luc ; J.-C. Pereau, ; Jiguet, F. ; Blanchard, F. ; Gourguet, S. ; Bene, C. ; Cisse, A. ; P.-Y. Hardy, ; Thebaud, O.. In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:4:p:353-364.

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17
332006Support Vector Machine as an Efficient Framework for Stock Market Volatility Forecasting. (2006). Gavrishchaka, Valeriy ; Banerjee, Supriya . In: Computational Management Science. RePEc:spr:comgts:v:3:y:2006:i:2:p:147-160.

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17
342016Investment in electric energy storage under uncertainty: a real options approach. (2016). Fleten, Stein-Erik ; Wogrin, Sonja ; Hagfors, Lars Ivar ; Bakke, Ida ; Norheim, Beate ; Hagspiel, Verena. In: Computational Management Science. RePEc:spr:comgts:v:13:y:2016:i:3:d:10.1007_s10287-016-0256-3.

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16
352008An oracle based method to compute a coupled equilibrium in a model of international climate policy. (2008). Vielle, Marc ; Drouet, Laurent ; Viguier, Laurent ; Vial, Jean-Philippe ; Moresino, Francesco ; Haurie, Alain. In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:1:p:119-140.

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16
362003Pricing early exercise contracts in incomplete markets. (2003). ZARIPHOPOULOU, T. ; Oberman, A.. In: Computational Management Science. RePEc:spr:comgts:v:1:y:2003:i:1:p:75-107.

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16
372018Decision-dependent probabilities in stochastic programs with recourse. (2018). Barton, Paul I ; Hellemo, Lars ; Tomasgard, Asgeir. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:3:d:10.1007_s10287-018-0330-0.

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16
382015Linear vs. quadratic portfolio selection models with hard real-world constraints. (2015). Cesarone, Francesco ; Tardella, Fabio ; Scozzari, Andrea. In: Computational Management Science. RePEc:spr:comgts:v:12:y:2015:i:3:p:345-370.

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16
392016Monotonic bounds in multistage mixed-integer stochastic programming. (2016). Bertocchi, Marida ; Maggioni, Francesca ; Allevi, Elisabetta. In: Computational Management Science. RePEc:spr:comgts:v:13:y:2016:i:3:d:10.1007_s10287-016-0254-5.

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15
402005Global optimization of mixed-integer bilevel programming problems. (2005). Gumu, Zeynep ; Floudas, Christodoulos . In: Computational Management Science. RePEc:spr:comgts:v:2:y:2005:i:3:p:181-212.

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15
412007Developments in differential game theory and numerical methods: economic and management applications. (2007). Zaccour, Georges ; Jorgensen, Steffen. In: Computational Management Science. RePEc:spr:comgts:v:4:y:2007:i:2:p:159-181.

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15
422004A hybrid genetic model for the prediction of corporate failure. (2004). Keenan, Peter ; Brabazon, Anthony. In: Computational Management Science. RePEc:spr:comgts:v:1:y:2004:i:3:p:293-310.

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14
432007Equity Models in Planar Location. (2007). Drezner, Zvi. In: Computational Management Science. RePEc:spr:comgts:v:4:y:2007:i:1:p:1-16.

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14
442013Computation of viability kernels: a case study of by-catch fisheries. (2013). Pharo, Alastair ; Krawczyk, Jacek ; Sinclair, Stewart ; Serea, Oana . In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:4:p:365-396.

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13
452010Reformulations and solution algorithms for the maximum leaf spanning tree problem. (2010). MacUlan, Nelson ; Simonetti, Luidi ; Lucena, Abilio. In: Computational Management Science. RePEc:spr:comgts:v:7:y:2010:i:3:p:289-311.

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13
462013Simple measure of similarity for the market graph construction. (2013). Kalyagin, Valery ; Koldanov, Petr ; Pardalos, Panos ; Bautin, Grigory . In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:105-124.

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13
472013Simultaneous pursuit of out-of-sample performance and sparsity in index tracking portfolios. (2013). Kawahara, Yoshinobu ; Niranjan, Mahesan ; Gotoh, Jun-Ya ; Takeda, Akiko. In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:1:p:21-49.

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13
482014Network approach for the Russian stock market. (2014). Goldengorin, Boris ; Pardalos, P. ; Koldanov, P. ; Vizgunov, A. ; Kalyagin, V.. In: Computational Management Science. RePEc:spr:comgts:v:11:y:2014:i:1:p:45-55.

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12
492013Financial contagion: extending the exposures network of the Mexican financial system. (2013). Martinez-Jaramillo, Serafin ; Solorzano-Margain, Juan ; Lopez-Gallo, Fabrizio. In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:125-155.

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12
502011Mean-variance versus expected utility in dynamic investment analysis. (2011). Zhao, Yonggan ; Ziemba, William ; MacLean, Leonard. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:1:p:3-22.

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12
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12008ETSAP-TIAM: the TIMES integrated assessment model Part I: Model structure. (2008). Loulou, Richard ; Labriet, Maryse. In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:1:p:7-40.

Full description at Econpapers || Download paper

23
22013Assessing interbank contagion using simulated networks. (2013). Kok, Christoffer ; Halaj, Grzegorz ; Haaj, Grzegorz. In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:157-186.

Full description at Econpapers || Download paper

13
32022ESG score prediction through random forest algorithm. (2022). Damato, Valeria ; Levantesi, Susanna ; Decclesia, Rita. In: Computational Management Science. RePEc:spr:comgts:v:19:y:2022:i:2:d:10.1007_s10287-021-00419-3.

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10
42005Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games. (2005). Fukushima, Masao ; Pang, Jong-Shi. In: Computational Management Science. RePEc:spr:comgts:v:2:y:2005:i:1:p:21-56.

Full description at Econpapers || Download paper

10
52008ETSAP-TIAM: the TIMES integrated assessment model. part II: mathematical formulation. (2008). Loulou, Richard. In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:1:p:41-66.

Full description at Econpapers || Download paper

10
62015Constructing optimal sparse portfolios using regularization methods. (2015). Winker, Peter ; Paterlini, Sandra ; Fastrich, B.. In: Computational Management Science. RePEc:spr:comgts:v:12:y:2015:i:3:p:417-434.

Full description at Econpapers || Download paper

9
72018Decision-dependent probabilities in stochastic programs with recourse. (2018). Barton, Paul I ; Hellemo, Lars ; Tomasgard, Asgeir. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:3:d:10.1007_s10287-018-0330-0.

Full description at Econpapers || Download paper

8
82014Multi-horizon stochastic programming. (2014). Fodstad, Marte ; Hellemo, Lars ; Midthun, Kjetil ; Tomasgard, Asgeir ; Werner, Adrian ; Kaut, Michal. In: Computational Management Science. RePEc:spr:comgts:v:11:y:2014:i:1:p:179-193.

Full description at Econpapers || Download paper

8
92016Decomposition for adjustable robust linear optimization subject to uncertainty polytope. (2016). Poss, Michael ; Ayoub, Josette . In: Computational Management Science. RePEc:spr:comgts:v:13:y:2016:i:2:d:10.1007_s10287-016-0249-2.

Full description at Econpapers || Download paper

6
102021Scenario generation by selection from historical data. (2021). Kaut, Michal. In: Computational Management Science. RePEc:spr:comgts:v:18:y:2021:i:3:d:10.1007_s10287-021-00399-4.

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6
112011On the role of norm constraints in portfolio selection. (2011). Gotoh, Jun-Ya ; Takeda, Akiko. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:4:p:323-353.

Full description at Econpapers || Download paper

6
122013Computational study of the US stock market evolution: a rank correlation-based network model. (2013). Boginski, Vladimir ; Butenko, Sergiy ; Shirokikh, Oleg ; Pastukhov, Grigory. In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:81-103.

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6
132019The decision rule approach to optimization under uncertainty: methodology and applications. (2019). Wiesemann, Wolfram ; Kuhn, Daniel ; Georghiou, Angelos. In: Computational Management Science. RePEc:spr:comgts:v:16:y:2019:i:4:d:10.1007_s10287-018-0338-5.

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6
142013Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes. (2013). Fricke, Daniel ; Lux, Thomas ; Finger, Karl . In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:187-211.

Full description at Econpapers || Download paper

6
152015Linear vs. quadratic portfolio selection models with hard real-world constraints. (2015). Cesarone, Francesco ; Tardella, Fabio ; Scozzari, Andrea. In: Computational Management Science. RePEc:spr:comgts:v:12:y:2015:i:3:p:345-370.

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6
162022American options and stochastic interest rates. (2022). Rotondi, Francesco ; Battauz, Anna. In: Computational Management Science. RePEc:spr:comgts:v:19:y:2022:i:4:d:10.1007_s10287-022-00427-x.

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5
172011Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems. (2011). Watson, Jean-Paul ; Woodruff, David. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:4:p:355-370.

Full description at Econpapers || Download paper

5
182016Investment in electric energy storage under uncertainty: a real options approach. (2016). Fleten, Stein-Erik ; Wogrin, Sonja ; Hagfors, Lars Ivar ; Bakke, Ida ; Norheim, Beate ; Hagspiel, Verena. In: Computational Management Science. RePEc:spr:comgts:v:13:y:2016:i:3:d:10.1007_s10287-016-0256-3.

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5
192017Novel approaches for portfolio construction using second order stochastic dominance. (2017). Mitra, Gautam ; Roman, Diana ; Valle, Cristiano Arbex. In: Computational Management Science. RePEc:spr:comgts:v:14:y:2017:i:2:d:10.1007_s10287-017-0274-9.

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5
202006Support Vector Machine as an Efficient Framework for Stock Market Volatility Forecasting. (2006). Gavrishchaka, Valeriy ; Banerjee, Supriya . In: Computational Management Science. RePEc:spr:comgts:v:3:y:2006:i:2:p:147-160.

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5
212023Why there is no need to use a big-M in linear bilevel optimization: a computational study of two ready-to-use approaches. (2023). Kleinert, Thomas ; Schmidt, Martin. In: Computational Management Science. RePEc:spr:comgts:v:20:y:2023:i:1:d:10.1007_s10287-023-00435-5.

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5
222018On capacity expansion planning under strategic and operational uncertainties based on stochastic dominance risk averse management. (2018). Escudero, Laureano F ; Monge, Juan F. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:3:d:10.1007_s10287-018-0318-9.

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5
232018The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market. (2018). Barucca, Paolo ; Lillo, Fabrizio. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:1:d:10.1007_s10287-017-0293-6.

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5
242004Finding the optimal solution to the Huff based competitive location model. (2004). Drezner, Zvi. In: Computational Management Science. RePEc:spr:comgts:v:1:y:2004:i:2:p:193-208.

Full description at Econpapers || Download paper

5
252011Dynamic modeling of mean-reverting spreads for statistical arbitrage. (2011). Triantafyllopoulos, Kostas ; Montana, Giovanni. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:1:p:23-49.

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4
262019Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study. (2019). Consigli, Giorgio ; Mastrogiacomo, Elisa ; Hitaj, Asmerilda. In: Computational Management Science. RePEc:spr:comgts:v:16:y:2019:i:1:d:10.1007_s10287-018-0333-x.

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272020Scenario tree construction driven by heuristic solutions of the optimization problem. (2020). Wallace, Stein ; Prochazka, Vit. In: Computational Management Science. RePEc:spr:comgts:v:17:y:2020:i:2:d:10.1007_s10287-020-00369-2.

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282018Asset allocation strategies based on penalized quantile regression. (2018). Paterlini, Sandra ; Caporin, Massimiliano ; Bonaccolto, Giovanni. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:1:d:10.1007_s10287-017-0288-3.

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292012Regime-switching recurrent reinforcement learning for investment decision making. (2012). Ramtohul, Tikesh ; Maringer, Dietmar. In: Computational Management Science. RePEc:spr:comgts:v:9:y:2012:i:1:p:89-107.

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302012Supply chain network operations management of a blood banking system with cost and risk minimization. (2012). Yu, Min ; Nagurney, Anna ; Masoumi, Amir . In: Computational Management Science. RePEc:spr:comgts:v:9:y:2012:i:2:p:205-231.

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312019Calibration of one-factor and two-factor Hull–White models using swaptions. (2019). Russo, Vincenzo ; Torri, Gabriele. In: Computational Management Science. RePEc:spr:comgts:v:16:y:2019:i:1:d:10.1007_s10287-018-0323-z.

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322010A maximal predictability portfolio using absolute deviation reformulation. (2010). Morita, Yuuhei ; Yamamoto, Rei ; Konno, Hiroshi. In: Computational Management Science. RePEc:spr:comgts:v:7:y:2010:i:1:p:47-60.

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332019Pricing and hedging GMWB in the Heston and in the Black–Scholes with stochastic interest rate models. (2019). Goudenege, Ludovic ; Zanette, Antonino ; Molent, Andrea. In: Computational Management Science. RePEc:spr:comgts:v:16:y:2019:i:1:d:10.1007_s10287-018-0304-2.

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342018Determination and estimation of risk aversion coefficients. (2018). Okhrin, Yarema ; Vitlinskyy, Valdemar ; Zabolotskyy, Taras ; Bodnar, Taras. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:2:d:10.1007_s10287-018-0317-x.

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352023Norm constrained minimum variance portfolios with short selling. (2023). Dhingra, Vrinda ; Gupta, Shiv Kumar ; Sharma, Amita. In: Computational Management Science. RePEc:spr:comgts:v:20:y:2023:i:1:d:10.1007_s10287-023-00438-2.

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362014On distributionally robust multiperiod stochastic optimization. (2014). Pflug, Georg ; Analui, Bita . In: Computational Management Science. RePEc:spr:comgts:v:11:y:2014:i:3:p:197-220.

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372003Pricing early exercise contracts in incomplete markets. (2003). ZARIPHOPOULOU, T. ; Oberman, A.. In: Computational Management Science. RePEc:spr:comgts:v:1:y:2003:i:1:p:75-107.

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382016Solution sensitivity-based scenario reduction for stochastic unit commitment. (2016). Feng, Yonghan ; Ryan, Sarah. In: Computational Management Science. RePEc:spr:comgts:v:13:y:2016:i:1:p:29-62.

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392022Predictive stochastic programming. (2022). Deng, Yunxiao ; Sen, Suvrajeet. In: Computational Management Science. RePEc:spr:comgts:v:19:y:2022:i:1:d:10.1007_s10287-021-00400-0.

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402019The value of the right distribution in stochastic programming with application to a Newsvendor problem. (2019). Cagnolari, Matteo ; Bertazzi, Luca ; Maggioni, Francesca. In: Computational Management Science. RePEc:spr:comgts:v:16:y:2019:i:4:d:10.1007_s10287-019-00356-2.

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412023Problem-driven scenario clustering in stochastic optimization. (2023). Rei, Walter ; Keutchayan, Julien ; Ortmann, Janosch. In: Computational Management Science. RePEc:spr:comgts:v:20:y:2023:i:1:d:10.1007_s10287-023-00446-2.

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422017Robust shift generation in workforce planning. (2017). Nuijten, Wim ; Hulst, Dori ; Hertog, Dick. In: Computational Management Science. RePEc:spr:comgts:v:14:y:2017:i:1:d:10.1007_s10287-016-0265-2.

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432023A fast Monte Carlo scheme for additive processes and option pricing. (2023). Baviera, Roberto ; Azzone, Michele. In: Computational Management Science. RePEc:spr:comgts:v:20:y:2023:i:1:d:10.1007_s10287-023-00463-1.

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442023Flexible supply meets flexible demand: prosumer impact on strategic hydro operations. (2023). Chen, Yihsu ; Moghimi, Farzad Hassanzadeh ; Siddiqui, Afzal S. In: Computational Management Science. RePEc:spr:comgts:v:20:y:2023:i:1:d:10.1007_s10287-023-00455-1.

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452007Algorithms for computing Nash equilibria in deterministic LQ games. (2007). Engwerda, Jacob. In: Computational Management Science. RePEc:spr:comgts:v:4:y:2007:i:2:p:113-140.

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462021Catastrophic risks and the pricing of catastrophe equity put options. (2021). Arnone, Massimo ; Bianchi, Michele Leonardo ; Tassinari, Gian Luca ; Quaranta, Anna Grazia. In: Computational Management Science. RePEc:spr:comgts:v:18:y:2021:i:2:d:10.1007_s10287-021-00391-y.

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472017On the impact of conditional expectation estimators in portfolio theory. (2017). Tich, Toma ; Ortobelli, Sergio ; Kouaissah, Noureddine. In: Computational Management Science. RePEc:spr:comgts:v:14:y:2017:i:4:d:10.1007_s10287-017-0282-9.

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482006Leader-Follower Equilibria for Electric Power and NO x Allowances Markets. (2006). Hobbs, Benjamin ; Chen, Yihsu ; Munson, Todd ; Leyffer, Sven. In: Computational Management Science. RePEc:spr:comgts:v:3:y:2006:i:4:p:307-330.

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492017Robust optimization of uncertain multistage inventory systems with inexact data in decision rules. (2017). Brekelmans, Ruud ; Hertog, Dick ; Ben-Tal, Aharon. In: Computational Management Science. RePEc:spr:comgts:v:14:y:2017:i:1:d:10.1007_s10287-016-0253-6.

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502009Exploiting structure in parallel implementation of interior point methods for optimization. (2009). Gondzio, Jacek ; Grothey, Andreas. In: Computational Management Science. RePEc:spr:comgts:v:6:y:2009:i:2:p:135-160.

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Citing documents used to compute impact factor: 31
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2024Ensemble Variance Reduction Methods for Stochastic Mixed-Integer Programming and their Application to the Stochastic Facility Location Problem. (2024). Sen, Suvrajeet ; Xu, Jiajun. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:36:y:2024:i:2:p:587-599.

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2024Distribution-free algorithms for predictive stochastic programming in the presence of streaming data. (2024). Sen, Suvrajeet ; Diao, Shuotao. In: Computational Optimization and Applications. RePEc:spr:coopap:v:87:y:2024:i:2:d:10.1007_s10589-023-00529-5.

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2024Pricing and unauthorized channel strategies for a global manufacturer considering import taxes. (2024). Xiao, Tiaojun ; Zaccour, Georges ; Yu, Xiaohui. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:192:y:2024:i:c:s1366554524003752.

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2024The predictive roles of financial indicators and governance scores on firms€™ emission performance in the tourism and hospitality industry. (2024). Olorunsola, Victor Oluwafemi ; Saydam, Mehmet Bahri ; Kseoglu, Mehmet Ali ; Arici, Hasan Evrim. In: Tourism Economics. RePEc:sae:toueco:v:30:y:2024:i:6:p:1382-1403.

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2024Chinas ESG scorecard: A predictive machine learning model. (2024). Angel, Vanessa ; Luo, Meiling ; David, Lemuel Kenneth ; Wang, Jianling. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:31:y:2024:i:4:p:3468-3486.

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2024Measuring business impacts on the sustainability of European-listed firms. (2024). Stefanelli, Kevyn ; Levantesi, Susanna ; Decclesia, Rita Laura. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:96:y:2024:i:c:s0038012124002787.

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2024Augmenting Monte Carlo Tree Search for managing service level agreements. (2024). Fadaki, Masih ; Asadikia, Atie. In: International Journal of Production Economics. RePEc:eee:proeco:v:271:y:2024:i:c:s092552732400063x.

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2024Predictive day-ahead offering for renewable generators in uncertain spot and balancing markets. (2024). Feng, Wenxiu ; Nogales, Francisco Javier ; Mora, Carlos Ruiz. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:44216.

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2024ESG integration in portfolio selection: A robust preference-based multicriteria approach. (2024). Tardella, Fabio ; Pla-Santamaria, David ; Garcia-Bernabeu, Ana ; Hilario-Caballero, Adolfo. In: Operations Research Perspectives. RePEc:eee:oprepe:v:12:y:2024:i:c:s2214716024000095.

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2024Advancing ESG Portfolio Optimization: Methods, Progress, and Future Directions. (2024). Billah, Arisona Lestari. In: GATR Journals. RePEc:gtr:gatrjs:afr236.

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2024Facility location decisions for drone delivery: A literature review. (2024). Dukkanci, Okan ; Campbell, James F ; Kara, Bahar Y. In: European Journal of Operational Research. RePEc:eee:ejores:v:316:y:2024:i:2:p:397-418.

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2024Transmission planning in an imperfectly competitive power sector with environmental externalities. (2024). Boomsma, Trine K ; Moghimi, Farzad Hassanzadeh ; Siddiqui, Afzal S. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003189.

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2024Nested Benders’s decomposition of capacity-planning problems for electricity systems with hydroelectric and renewable generation. (2024). Sioshansi, Ramteen ; Yagi, Kenjiro. In: Computational Management Science. RePEc:spr:comgts:v:21:y:2024:i:1:d:10.1007_s10287-023-00469-9.

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2024Twitter sentiments and stock indices returns with reference to nifty energy indices of India. (2024). Santhoshkumar, Sakthivel ; Selvam, Murugesan. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(638):y:2024:i:1(638):p:125-136.

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2024Stochastic programming for selective maintenance optimization with uncertainty in the next mission conditions. (2024). Nourelfath, Mustapha ; Ghorbani, Milad ; Gendreau, Michel. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:241:y:2024:i:c:s0951832023005380.

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2024Perspective for waste upcycling-driven zero energy buildings. (2024). Yoon, Sung Min ; Lee, Jechan. In: Energy. RePEc:eee:energy:v:289:y:2024:i:c:s0360544223034230.

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2024Review of best practices for global cogeneration policy: Benchmarking and recommendations for Malaysia. (2024). Varbanov, Petar Sabev ; Manan, Zainuddin Abdul ; Wan, Sharifah Rafidah ; Lim, Jeng Shiun ; Tay, Zhi Xin. In: Energy. RePEc:eee:energy:v:310:y:2024:i:c:s036054422402992x.

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2024A Continuity Result for the Adjusted Normal Cone Operator. (2024). Giuli, Massimiliano ; Castellani, Marco. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:200:y:2024:i:2:d:10.1007_s10957-023-02326-w.

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2024Multi-Objective Battery Coordination in Distribution Networks to Simultaneously Minimize CO 2 Emissions and Energy Losses. (2024). Gil-Gonzalez, Walter ; Montoya, Oscar Danilo ; Grisales-Norea, Luis Fernando. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:5:p:2019-:d:1348711.

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2024Problem-based scenario generation by decomposing output distributions. (2024). Wallace, Stein ; Narum, Benjamin ; Fairbrother, Jamie. In: European Journal of Operational Research. RePEc:eee:ejores:v:318:y:2024:i:1:p:154-166.

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2024BilevelJuMP.jl: Modeling and Solving Bilevel Optimization Problems in Julia. (2024). Garcia, Joaquim Dias ; Bodin, Guilherme ; Street, Alexandre. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:36:y:2024:i:2:p:327-335.

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2024Quadratic regularization of bilevel pricing problems and application to electricity retail markets. (2024). van Ackooij, Wim ; Gaubert, Stephane ; Jacquet, Quentin ; Alasseur, Clemence. In: European Journal of Operational Research. RePEc:eee:ejores:v:313:y:2024:i:3:p:841-857.

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2024Waste-heat recovery utilisation for district heating systems under diverse pricing schemes: A bi-level modelling approach. (2024). Monsalves, Juan Jerez ; Keles, Dogan ; Bergaentzle, Claire. In: Applied Energy. RePEc:eee:appene:v:375:y:2024:i:c:s0306261924014156.

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2024Neural Term Structure of Additive Process for Option Pricing. (2024). Lin, Jimin ; Liu, Guixin. In: Papers. RePEc:arx:papers:2408.01642.

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2024Pension funds with longevity risk: an optimal portfolio insurance approach. (2024). Mancinelli, Daniele ; di Giacinto, Marina ; Oliva, Immacolata ; Marino, Mario. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:119:y:2024:i:c:p:268-297.

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2024New approximate stochastic dominance approaches for Enhanced Indexation models. (2024). Puerto, Justo ; Cesarone, Francesco. In: Papers. RePEc:arx:papers:2401.12669.

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2024Editorial. (2024). Kalyagin, Valery ; Pardalos, Panos ; Guarracino, Mario R. In: Computational Management Science. RePEc:spr:comgts:v:21:y:2024:i:1:d:10.1007_s10287-024-00518-x.

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2024Optimality conditions for differentiable linearly constrained pseudoconvex programs. (2024). Riccardi, Rossana ; Cambini, Riccardo. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:47:y:2024:i:2:d:10.1007_s10203-024-00454-0.

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2024Deep-Reinforcement-Learning-Based Vehicle-to-Grid Operation Strategies for Managing Solar Power Generation Forecast Errors. (2024). Jang, Moon-Jong ; Oh, Eunsung. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:9:p:3851-:d:1388386.

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2024New aspects of black box conditional gradient: Variance reduction and one point feedback. (2024). Bogdanov, Alexander ; Veprikov, Andrey ; Beznosikov, Aleksandr ; Minashkin, Vladislav. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:189:y:2024:i:p1:s0960077924012062.

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Recent citations
Recent citations received in 2024

YearCiting document
2024Enhancing Risk Assessment in Transformers with Loss-at-Risk Functions. (2024). Liu, Kunpeng ; Zhang, Jinghan ; Xie, Henry. In: Papers. RePEc:arx:papers:2411.02558.

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2024Developing hydrogen energy hubs: The role of H2 prices, wind power and infrastructure investments in Northern Norway. (2024). del Granado, Pedro Crespo ; Straus, Julian ; Svendsmark, Erik. In: Applied Energy. RePEc:eee:appene:v:376:y:2024:i:pa:s0306261924015137.

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2024Extensions to Competitive Facility Location with Multi-purpose Trips. (2024). Miklas-Kalczynska, Malgorzata. In: Networks and Spatial Economics. RePEc:kap:netspa:v:24:y:2024:i:3:d:10.1007_s11067-024-09625-3.

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2024Editorial. (2024). Kalyagin, Valery ; Pardalos, Panos ; Guarracino, Mario R. In: Computational Management Science. RePEc:spr:comgts:v:21:y:2024:i:1:d:10.1007_s10287-024-00518-x.

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Recent citations received in 2023

YearCiting document
2023A return-diversification approach to portfolio selection. (2023). Giacometti, Rosella ; Martino, Manuel Luis ; Cesarone, Francesco ; Tardella, Fabio. In: Papers. RePEc:arx:papers:2312.09707.

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2023Does renewable energy affect fossil fuel price? A time–frequency analysis for the Europe. (2023). de Giuli, Maria Elena ; Spelta, Alessandro. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:626:y:2023:i:c:s0378437123006532.

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2023Generalized Equilibrium Problems. (2023). Balaj, Mircea ; Serac, Dan Florin. In: Mathematics. RePEc:gam:jmathe:v:11:y:2023:i:9:p:2146-:d:1138725.

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2023ESG Strategy and Financial Aspects Using the Example of an Oil and Gas Midstream Company: The UNIMOT Group. (2023). Nowodziski, Pawe ; Szczepaczyk, Marta ; Sikorski, Adam. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:18:p:13396-:d:1234724.

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2023Complementarity formulation of games with random payoffs. (2023). Riccardi, Rossana ; Oggioni, Giorgia ; Allevi, Elisabetta ; Lisser, Abdel. In: Computational Management Science. RePEc:spr:comgts:v:20:y:2023:i:1:d:10.1007_s10287-023-00467-x.

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Recent citations received in 2022

YearCiting document
2022Predicting Companies ESG Ratings from News Articles Using Multivariate Timeseries Analysis. (2022). Aue, Tanja ; Farber, Michael ; Jatowt, Adam. In: Papers. RePEc:arx:papers:2212.11765.

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2022The American put with finite‐time maturity and stochastic interest rate. (2022). de Angelis, Tiziano ; Palczewski, Jan ; Cai, Cheng. In: Mathematical Finance. RePEc:bla:mathfi:v:32:y:2022:i:4:p:1170-1213.

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2022On the exercise of American quanto options. (2022). De Donno, Marzia ; Battauz, Anna ; Sbuelz, Alessandro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000870.

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Recent citations received in 2021

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