Annals of Operations Research

1997 - 2024

Current editor(s): Endre Boros

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Volume 334, month 3, 2024

Operational research insights on risk, resilience & dynamics of financial & economic systems pp. 1-6

Hachmi Ben Ameur, Ephraim Clark, Zied Ftiti and Jean-Luc Prigent

Seasonal volatility in agricultural markets: modelling and empirical investigations pp. 7-58

L. Schneider and B. Tavin

Unlocking the black box: Non-parametric option pricing before and during COVID-19 pp. 59-82

Nikola Gradojevic and Dragan Kukolj

Black-scholes approximation of warrant prices: slight return in a low interest rate environment pp. 83-100

Philippe Bertrand

Pricing for a vulnerable bull spread options using a mixed modified fractional Hull–White–Vasicek model pp. 101-131

Eric Djeutcha and Jules Sadefo Kamdem

Mean–variance efficient large portfolios: a simple machine learning heuristic technique based on the two-fund separation theorem pp. 133-155

Michele Costola, Bertrand Maillet, Zhining Yuan and Xiang Zhang

A semi-supervised learning approach for variance reduction in life insurance pp. 157-184

Martin Jimenez and Yahia Salhi

Mean-semivariance portfolio optimization using minimum average partial pp. 185-203

Andrea Rigamonti and Katarína Lučivjanská

Monte carlo within simulated annealing for integral constrained optimizations pp. 205-240

Roberto Casarin, Bertrand B. Maillet and Anthony Osuntuyi

Modeling portfolio efficiency using stochastic optimization with incomplete information and partial uncertainty pp. 241-263

D. Torre, F. Mendivil and M. Rocca

Green transition, investment horizon, and dynamic portfolio decisions pp. 265-286

Willi Semmler, Kai Lessmann, Ibrahim Tahri and Joao Paulo Braga

Revisiting Islamic banking efficiency using multivariate adaptive regression splines pp. 287-315

Foued Saâdaoui and Monjia Khalfi

Bank stock performance during the COVID-19 crisis: does efficiency explain why Islamic banks fared relatively better? pp. 317-355

Ali Mirzaei, Mohsen Saad and Ali Emrouznejad

The effect of liquidity creation on systemic risk: evidence from European banking sector pp. 357-389

Waël Louhichi, Nadia Saghi, Zainab Srour and Jean-Laurent Viviani

Financial stability, liquidity risk and income diversification: evidence from European banks using the CAMELS–DEA approach pp. 391-422

Béchir Ben Lahouel, Lotfi Taleb, Younes Ben Zaied and Shunsuke Managi

Investigating into the dual role of loan loss reserves in banking production process pp. 423-444

Hirofumi Fukuyama and Yong Tan

An intelligent payment card fraud detection system pp. 445-467

Manjeevan Seera, Chee Peng Lim, Ajay Kumar, Lalitha Dhamotharan and Kim Hua Tan

Dynamic history-dependent tax and environmental compliance monitoring of risk-averse firms pp. 469-495

Noam Goldberg, Isaac Meilijson and Yael Perlman

Exogeneous shocks, risk, and market convergence of real alternative and financial assets: evidence from nonlinear dynamics pp. 497-520

Benoît Faye, Eric Fur and Stéphanie Prat

The nexus between black and digital gold: evidence from US markets pp. 521-546

Toan Luu Duc Huynh, Rizwan Ahmed, Muhammad Ali Nasir, Muhammad Shahbaz and Ngoc Quang Anh Huynh

Microstructure noise and idiosyncratic volatility anomalies in cryptocurrencies pp. 547-573

Elie Bouri, Ladislav Krištoufek, Tanveer Ahmad and Syed Jawad Hussain Shahzad

Tail risk connectedness in clean energy and oil financial market pp. 575-599

Matteo Foglia, Eliana Angelini and Toan Luu Duc Huynh

Dirty versus renewable energy consumption in China: a comparative analysis between conventional and non-conventional approaches pp. 601-622

Taha Zaghdoudi, Kais Tissaoui, Abdelaziz Hakimi and Lamia Ben Amor

How efficient are natural gas markets in practice? A wavelet-based approach pp. 623-677

Amina Baba, Sana Ben Kebaier and Anna Creti

Forecasting gold price with the XGBoost algorithm and SHAP interaction values pp. 679-699

Sami Ben Jabeur, Salma Mefteh-Wali and Jean-Laurent Viviani

Time-frequency information transmission among financial markets: evidence from implied volatility pp. 701-729

Muhammad Abubakr Naeem, Fiza Qureshi, Saqib Farid, Aviral Tiwari and Mohamed Elheddad

Financial uncertainty and interest rate movements: is Asian bond market volatility different? pp. 731-759

Jungsuk Kim, Abhishek Kumar, Sushanta Mallick and Donghyun Park

Cross-influence of information and risk effects on the IPO market: exploring risk disclosure with a machine learning approach pp. 761-797

Huosong Xia, Juan Weng, Sabri Boubaker, Zuopeng Zhang and Sajjad M. Jasimuddin

Is CSR linked to idiosyncratic risk? Evidence from the copula approach pp. 799-814

Salma Mefteh-Wali, Hassen Raïs and Guillaume Schier

Investor attention and cryptocurrency market liquidity: a double-edged sword pp. 815-856

Shouyu Yao, Ahmet Sensoy, Duc Khuong Nguyen and Tong Li

Evaluating the discrimination ability of proper multi-variate scoring rules pp. 857-883

Carol Alexander, M. Coulon, Y. Han and X. Meng

Venture capital activities under uncertainty: US and UK investors behavior pp. 885-917

Fatima Shuwaikh, Souad Brinette, Sabrina Khemiri and Rita Grego De Castro

A multidimensional Bayesian model to test the impact of investor sentiment on equity premium pp. 919-939

Mehdi Mili, Jean‐Michel Sahut, Frédéric Teulon and Lubica Hikkerova

Volume 333, month 2, 2024

On the effects of supplier encroachment under endogenous quantity leadership pp. 1-27

Arda Yenipazarli

Survey on Lagrangian relaxation for MILP: importance, challenges, historical review, recent advancements, and opportunities pp. 29-45

Mikhail A. Bragin

Bi-objective reliability based optimization: an application to investment analysis pp. 47-78

Raghu Nandan Sengupta, Aditya Gupta, Subhankar Mukherjee and Gregor Weiss

An $$\alpha $$ α -risk appetite cost minimizing model for multi-commodity capacitated p-hub median problem with time windows and uncertain flows pp. 79-121

Wenfei Li, Jinwu Gao and Yicong Mao

Information and communication technology and labour productivity growth: a production‐frontier approach pp. 123-156

Rossana Fulgenzi, Simone Gitto and Paolo Mancuso

Contract design considering data driven marketing: with and without the cap and trade regulation pp. 157-199

Jingxin Zhang, Jianxiong Zhang and Chunqiu Xu

A Bayesian learning model of hedge fund performance pp. 201-238

Emmanuel Mamatzakis, Pankaj C. Patel and Mike G. Tsionas

On the coincidence of optimal completions for small pairwise comparison matrices with missing entries pp. 239-247

László Csató, Kolos Csaba Ágoston and Sándor Bozóki

Robustness of priority deriving methods for pairwise comparison matrices against rank reversal: a probabilistic approach pp. 249-273

Jan Górecki, David Bartl and Jaroslav Ramík

Two-agent scheduling in a two-machine open shop pp. 275-301

Peihai Liu, Manzhan Gu and Xiwen Lu

Product safety assessment in a dairy dual-channel supply chain using game theory pp. 303-329

Emad Zamiri-Noghreh, Soroush Safarzadeh and Mohammad Ranjbar

Idlefish or not? Online platform’s strategy of secondhand marketplace introduction in the presence of consumer’s uncertain preferences and strategic behavior pp. 331-359

Yong Zha, Yumin Sun, Yujing Chen and Linlin Zhao

How far should we go to sugarcoat the path to global energy security? pp. 361-392

Rômulo N. Ely and Michael Lahr

Taming impulsive high-frequency data using optimal sampling periods pp. 393-415

George Tzagkarakis, Frantz Maurer and John P. Nolan

Analysis of two-station polling queues with setups pp. 417-437

Ravi Suman and Ananth Krishnamurthy

Peer-evaluation in centrally managed systems pp. 439-459

Fatemeh Ghandi, Mostafa Davtalab-Olyaie and Masoud Asgharian

Testing the animal spirits theory for ethical investments: further evidence from aggregated and disaggregated data pp. 461-479

Fredj Jawadi, Nabila Jawadi and Abdoulkarim Idi Cheffou

Worst-case analysis of heuristic approaches for the temporal bin packing problem with fire-ups pp. 481-499

John Martinovic and Nico Strasdat

Financial and energy exchange traded funds futures: an evidence of spillover and portfolio hedging pp. 501-516

Miklesh Prasad Yadav, Shikha Bhatia, Nidhi Singh and Md Tarikul Islam

Tackling the global challenges using data-driven innovations pp. 517-532

Shahriar Akter, Saida Sultana, Angappa Gunasekaran, Ruwan J. Bandara and Shah J Miah

Process innovation for green product in a closed loop supply chain with remanufacturing pp. 533-557

Junwu Chai, Zhifeng Qian, Feng Wang and Jing Zhu

Big data analytics-enabled sensing capability and organizational outcomes: assessing the mediating effects of business analytics culture pp. 559-578

Samuel Fosso Wamba, Maciel M. Queiroz, Lunwen Wu and Uthayasankar Sivarajah

Identifying Fintech risk through machine learning: analyzing the Q&A text of an online loan investment platform pp. 579-599

Huosong Xia, Jing Liu and Zuopeng Justin Zhang

Does data-driven culture impact innovation and performance of a firm? An empirical examination pp. 601-626

Sheshadri Chatterjee, Ranjan Chaudhuri and Demetris Vrontis

Artificial intelligence-driven innovation for enhancing supply chain resilience and performance under the effect of supply chain dynamism: an empirical investigation pp. 627-652

Amine Belhadi, Venkatesh Mani, Sachin S. Kamble, Syed Abdul Rehman Khan and Surabhi Verma

Conversational commerce: entering the next stage of AI-powered digital assistants pp. 653-687

Janarthanan Balakrishnan and Yogesh K. Dwivedi

Exploring big data-driven innovation in the manufacturing sector: evidence from UK firms pp. 689-716

Mujahid Mohiuddin Babu, Mahfuzur Rahman, Ashraful Alam and Bidit Lal Dey

Data analytics diffusion in the UK renewable energy sector: an innovation perspective pp. 717-742

Harkaran Kava, Konstantina Spanaki, Thanos Papadopoulos, Stella Despoudi, Oscar Rodriguez-Espindola and Masoud Fakhimi

The role of alliance management, big data analytics and information visibility on new-product development capability pp. 743-767

Rameshwar Dubey, David J. Bryde, Gary Graham, Cyril Foropon, Sushma Kumari and Omprakash Gupta

Impact of big data analytics on supply chain performance: an analysis of influencing factors pp. 769-797

P. R. C. Gopal, Nripendra P. Rana, Thota Vamsi Krishna and M. Ramkumar

Exploring data-driven innovation: What’s missing in the relationship between big data analytics capabilities and supply chain innovation? pp. 799-824

Sabeen Hussain Bhatti, Wan Mohd Hirwani Wan Hussain, Jabran Khan, Shahbaz Sultan and Alberto Ferraris

Digital Innovation, Data Analytics, and Supply Chain Resiliency: A Bibliometric-based Systematic Literature Review pp. 825-848

Anas Iftikhar, Imran Ali, Ahmad Arslan and Shlomo Tarba

Data-driven strategies in operation management: mining user-generated content in Twitter pp. 849-869

Jose Ramon Saura, Domingo Ribeiro-Soriano and Daniel Palacios-Marqués

Decision optimization in cooperation innovation: the impact of big data analytics capability and cooperative modes pp. 871-894

Guojun Ji, Muhong Yu, Kim Hua Tan, Ajay Kumar and Shivam Gupta

Data-driven innovation development: an empirical analysis of the antecedents using PLS-SEM and fsQCA pp. 895-937

Mohamamd Alamgir Hossain, Mohammed Quaddus, Md Moazzem Hossain and Gopika Gopakumar

Data-driven subjective performance evaluation: An attentive deep neural networks model based on a call centre case pp. 939-970

Abdelrahman Ahmed, Uthayasankar Sivarajah, Zahir Irani, Kamran Mahroof and Vincent Charles

The future of data-driven relationship innovation in the microfinance industry pp. 971-997

Umme Hani, Ananda Wickramasinghe, Uraiporn Kattiyapornpong and Shahriar Sajib

Linking data-driven innovation to firm performance: a theoretical framework and case analysis pp. 999-1018

David T. W. Wong and Eric W. T. Ngai

Perceived customer journey innovativeness and customer satisfaction: a mixed-method approach pp. 1019-1044

Tan Vo-Thanh, Mustafeed Zaman, Trung Dam-Huy Thai, Rajibul Hasan and Dagnachew Leta Senbeto

Passenger intelligence as a competitive opportunity: unsupervised text analytics for discovering airline-specific insights from online reviews pp. 1045-1075

Sharan Srinivas and Surya Ramachandiran

Big data analytics capability in healthcare operations and supply chain management: the role of green process innovation pp. 1077-1101

Smail Benzidia, Omar Bentahar, Julien Husson and Naouel Makaoui

Investigating the role of data-driven innovation and information quality on the adoption of blockchain technology on crowdfunding platforms pp. 1103-1132

Abhishek Behl, Brinda Sampat, Vijay Pereira, Nirma Sadamali Jayawardena and Benjamin Laker