Journal of the Operational Research Society, Volume 70, Issue 10 (2019)

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Journal of the Operational Research Society, Volume 70, Issue 10 (2019)

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Computational Approaches and Data Analytics in Financial Services

Editorial

Editorial
Computational approaches and data analytics in financial services
Dimitris Andriosopoulos, Michalis Doumpos, Panos M. Pardalos & Constantin Zopounidis
Pages: 1579-1580
Published online: 17 Sep 2019
CitationforComputational approaches and data analytics in financial services | Full Text | PDF (207.3 KB) | EPUB
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Free Access

Invited Review

Review Article
Computational approaches and data analytics in financial services: A literature review
Dimitris Andriosopoulos, Michalis Doumpos, Panos M. Pardalos & Constantin Zopounidis
Pages: 1581-1599
Published online: 28 May 2019
AbstractforComputational approaches and data analytics in financial services: A literature review | Full Text | References | PDF (1.5 MB) | EPUB
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Original Articles

Article
Optimal portfolio choice with benchmarks
Carole Bernard, Rob H. De Staelen & Steven Vanduffel
Pages: 1600-1621
Published online: 14 Jun 2018
AbstractforOptimal portfolio choice with benchmarks | Full Text | References | PDF (3.5 MB) | EPUB
  • 342 Views
  • 5 CrossRef citations
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Article
Investigating the use of statistical process control charts for index tracking portfolios
Leonardo Riegel Sant'Anna, Tiago Pascoal Filomena, João Frois Caldeira & Denis Borenstein
Pages: 1622-1638
Published online: 20 Jan 2019
AbstractforInvestigating the use of statistical process control charts for index tracking portfolios | Full Text | References | PDF (1.8 MB) | EPUB
  • 345 Views
  • 12 CrossRef citations
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Article
A multiobjective interval portfolio framework for supporting investor’s preferences under different risk assumptions
Carla Oliveira Henriques & Maria Elisabete Duarte Neves
Pages: 1639-1661
Published online: 02 May 2019
AbstractforA multiobjective interval portfolio framework for supporting investor’s preferences under different risk assumptions | Full Text | References | PDF (2.1 MB) | EPUB
  • 246 Views
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Article
Optimal execution with dynamic risk adjustment
Xue Cheng, Marina Di Giacinto & Tai-Ho Wang
Pages: 1662-1677
Published online: 06 Aug 2019
AbstractforOptimal execution with dynamic risk adjustment | Full Text | References | PDF (1.6 MB) | EPUB
  • 274 Views
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Article
On nonparametric predictive inference for asset and European option trading in the binomial tree model
Junbin Chen, Frank P. A. Coolen & Tahani Coolen-Maturi
Pages: 1678-1691
Published online: 05 Aug 2019
AbstractforOn nonparametric predictive inference for asset and European option trading in the binomial tree model | Full Text | References | PDF (1.9 MB) | EPUB
  • 114 Views
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Article
Nonparametric predictive inference for European option pricing based on the binomial tree model
Ting He, Frank P. A. Coolen & Tahani Coolen-Maturi
Pages: 1692-1708
Published online: 22 Feb 2019
AbstractforNonparametric predictive inference for European option pricing based on the binomial tree model | Full Text | References | PDF (1.8 MB) | EPUB
  • 237 Views
  • 7 CrossRef citations
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Article
Price discovery and volatility spillover with price limits in Chinese A-shares market: A truncated GARCH approach
C. J. Adcock, C. Ye, S. Yin & D. Zhang
Pages: 1709-1719
Published online: 19 Jan 2019
AbstractforPrice discovery and volatility spillover with price limits in Chinese A-shares market: A truncated GARCH approach | Full Text | References | PDF (1 MB) | EPUB
  • 299 Views
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Article
Quantile forecast combinations in realised volatility prediction
Loukia Meligkotsidou, Ekaterini Panopoulou, Ioannis D. Vrontos & Spyridon D. Vrontos
Pages: 1720-1733
Published online: 15 Jan 2019
AbstractforQuantile forecast combinations in realised volatility prediction | Full Text | References | PDF (1.1 MB) | EPUB
  • 354 Views
  • 20 CrossRef citations
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Article
Does active management add value? New evidence from a quantile regression approach
Juan Carlos Matallín-Sáez, Amparo Soler-Domínguez & Emili Tortosa-Ausina
Pages: 1734-1751
Published online: 14 Jun 2019
AbstractforDoes active management add value? New evidence from a quantile regression approach | Full Text | References | PDF (1.9 MB) | EPUB
  • 233 Views
  • 2 CrossRef citations
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Article
Impact of wind and solar production on electricity prices: Quantile regression approach
Linh Phuong Catherine Do, Štefan Lyócsa & Peter Molnár
Pages: 1752-1768
Published online: 05 Aug 2019
AbstractforImpact of wind and solar production on electricity prices: Quantile regression approach | Full Text | References | PDF (2.1 MB) | EPUB
  • 470 Views
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Article
Real Estate valuation and forecasting in non-homogeneous markets: A case study in Greece during the financial crisis
Antonios K. Alexandridis, Dimitrios Karlis, Dimitrios Papastamos & Dimitrios Andritsos
Pages: 1769-1783
Published online: 19 Jun 2018
AbstractforReal Estate valuation and forecasting in non-homogeneous markets: A case study in Greece during the financial crisis | Full Text | References | PDF (2.9 MB) | EPUB | Supplemental
  • 774 Views
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Article
A credit risk model with an automatic override for innovative small and medium-sized enterprises
Silvia Angilella & Sebastiano Mazzù
Pages: 1784-1800
Published online: 17 Dec 2017
AbstractforA credit risk model with an automatic override for innovative small and medium-sized enterprises | Full Text | References | PDF (1.7 MB) | EPUB
  • 425 Views
  • 21 CrossRef citations
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Article
A socio-technical approach to the evaluation of social credit applications
Fernando A. F. Ferreira, José P. Esperança, Maria A. S. Xavier, Renato L. Costa & Blanca Pérez-Gladish
Pages: 1801-1816
Published online: 04 Feb 2018
AbstractforA socio-technical approach to the evaluation of social credit applications | Full Text | References | PDF (5.1 MB) | EPUB
  • 432 Views
  • 8 CrossRef citations
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Article
Investigation of financial distress with a dynamic logit based on the linkage between liquidity and profitability status of listed firms
Apostolos G. Christopoulos, Ioannis G. Dokas, Petros Kalantonis & Theodora Koukkou
Pages: 1817-1829
Published online: 25 Apr 2018
AbstractforInvestigation of financial distress with a dynamic logit based on the linkage between liquidity and profitability status of listed firms | Full Text | References | PDF (1.2 MB) | EPUB
  • 529 Views
  • 23 CrossRef citations
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Article
Scheduling step-deteriorating jobs on bounded parallel-batching machines to maximise the total net revenue
Jun Pei, Xingming Wang, Wenjuan Fan, Panos M. Pardalos & Xinbao Liu
Pages: 1830-1847
Published online: 17 May 2018
AbstractforScheduling step-deteriorating jobs on bounded parallel-batching machines to maximise the total net revenue | Full Text | References | PDF (7.3 MB) | EPUB
  • 409 Views
  • 10 CrossRef citations
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Article
Optimal ordering policies for a single deteriorating item with ramp-type demand rate under permissible delay in payments
Yan Shi, Zhiyong Zhang, Fangming Zhou & Yongqiang Shi
Pages: 1848-1868
Published online: 14 Jun 2018
AbstractforOptimal ordering policies for a single deteriorating item with ramp-type demand rate under permissible delay in payments | Full Text | References | PDF (2.3 MB) | EPUB
  • 219 Views
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