Since Markowitz proposed modern portfolio theory, portfolio optimization has been being a classic topic in financial engineering. Although it is generally accepted that options help to improve the market, there is still an improvement for the portrayal of their unique properties in portfolio...

Problem definition: Overbooking is commonly employed by outpatient clinics to counteract no-shows. State-of-the-art appointment scheduling systems are composed of a machine learning component, which predicts the individual patients’ no-show probability, and an optimization component, which...

Critical cross-border issues have emerged during the COVID-19 pandemic, especially pertaining to security, supply chain, and education, which has led to several new challenges for management. The balance between potential risks and economic benefits has attracted the attention of both industry...

The metaverse has become a very important phenomenon in society because of the emergence of new technologies. The widespread adoption of the metaverse has generated significant discussions about the challenges and opportunities it presents. We invited three panelists to present their personal...

Optimal investment strategies for enhanced indexation problems have attracted considerable attentions over the last decades in the field of fund management. In this paper, a featured difference from the existing literature is that our main concern of the investigation is the development of a...

In this paper, we investigate an enhanced indexation methodology using robust Conditional Value-at-Risk (CVaR) and group-sparse optimization. A featured difference from the existing literatures is to describe the tail risk using the worst-case CVaR of excess returns (WCVaR-ER), and the process...