This special issue of Business Systems Research (SI of the BSR) is co-published by the Slovenian Society INFORMATIKA - Section for Operational Research (SSI-SOR) and highlights recent advances in Operations Research and Management Science (OR /MS), with a focus on linking OR /MS with other areas...

A new class of discrete random fields designed for quick simulation and covariance inference under inhomogeneous conditions is introduced and studied. Simulation of these correlated fields can be done in a single pass instead of relying on multi-pass convergent methods like the Gibbs Sampler or...

In this paper we represent a financial system using a weighted directed graph model. We simulate and analyze the impact of financial regulations regarding the collateralization of derivative trades on systemic risk, employing a novel open source risk engine. The analysis finds that introducing...