EUROPEAN JOURNAL OF OPERATIONAL RESEARCH Journal

Overview

abbreviation

EUR J OPER RES

publication venue for

Cost-sensitive probabilistic predictions for support vector machines 2023
Prescriptive selection of machine learning hyperparameters with applications in power markets: Retailer"s optimal trading. 306:370-388. 2022
Multi-type maximal covering location problems: hybridizing discrete and continuous problems. 307:1040-1054. 2022
A branch-and-price approach for the continuous multifacility monotone ordered median problem. 306:105-126. 2022
An M/M/c queue with queueing-time dependent service rates. 299:566-579. 2022
On sparse ensemble methods: an application to short-term predictions of the evolution of COVID-19. 295:648-663. 2021
Omega ratio optimization with actuarial and financial applications. 292:376-387. 2021
Analysis of futures and spot electricity markets under risk aversion. 291:1132-1148. 2021
Constraint generation for risk averse two-stage stochastic programs. 288:194-206. 2021
Marginality and Myerson values. 284:301-312. 2020
Recursive lower and dual upper bounds for Bermudan-style options. 280:730-740. 2020
Fitting procedure for the two-state Batch Markov modulated Poisson process. 279:79-92. 2019
Equilibrium strategies in a defined benefit pension plan game. 275:374-386. 2019
Adversarial risk analysis for bi-agent influence diagrams: An algorithmic approach. 273:1085-1096. 2019
On Mathematical Optimization for the visualization of frequencies and adjacencies as rectangular maps. 265:290-302. 2018
Evaluating the strategic behavior of cement producers: An equilibrium problem with equilibrium constraints. 264:717-731. 2018
The within groups and the between groups Myerson values. 257:586-600. 2017
Good deals and benchmarks in robust portfolio selection. 250:666-678. 2016
What is a good result in the first leg of a two-legged football match?. 247:641-647. 2015
Values of games with weighted graphs. 243:248-257. 2015
Robust transmission expansion planning. 242:390-401. 2015
Dynamic effects in inefficiency: evidence from the Colombian banking sector. 240:562-571. 2015
Licensing radical product innovations to speed up the diffusion. 239:542-555. 2014
Order monotonic solutions for generalized characteristic functions. 238:786-796. 2014
A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation. 232:350-358. 2014
Interpretable support vector machines for functional data. 232:146-155. 2014
Contract design and supply chain coordination in the electricity industry. 227:527-537. 2013
Combining linear programming and automated planning to solve intermodal transportation problems. 227:216-226. 2013
Decision taking under pressure: evidence on football manager dismissals in Argentina and their consequences. 222:653-662. 2012
Controlled diffusion processes with Markovian switchings for modeling dynamical engineering systems. 221:614-624. 2012
Towards minimum loss job routing to parallel heterogeneous multiserver queues via index policies. 220:705-715. 2012
Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes. 220:404-413. 2012
New formulation and a branch-and-cut algorithm for the multiple allocation p-hub median problem. 220:48-57. 2012
Stable solutions for optimal reinsurance problems involving risk measures. 214:796-804. 2011
Statistical properties and economic implications of jump-diffusion processes with shot-noise effects. 3:656-664. 2011
Detecting relevant variables and interactions in supervised classification. 213:260-269. 2011
Inequalities for the Ruin Probability in a Controlled Discrete-Time Risk Process. 204:496-504. 2010
Extending Pricing Rules with General Risk Functions. 201:23-33. 2010
Optimal Asset Allocation for Aggregated Defined Benefit Pension Funds with Stochastic Interest Rates. 201:211-221. 2010
Portfolio Choice and Optimal Hedging with General Risk functions: A Simplex-like Algorithm. 192:603-620. 2009
Nonconvex Optimization Using Negative Curvature within a Modified Linesearch. 189:706-722. 2008
Dealing with the multiplicity of solutions of the l(1) and l(infinity) regression models. 188:460-484. 2008
Multiple Goals and Ownership Structure: Effects on the Performance of Spanish Savings Banks. 187:582-599. 2008
Mean-Variance Portfolio and Contribution Selection in Stochastic Pension Funding. 187:120-137. 2008

International Standard Serial Number (ISSN)

0377-2217

Electronic International Standard Serial Number (EISSN)

1872-6860