Research Output 1969 2020

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2013

Robust estimation for homoscedastic regression in the secondary analysis of case-control data

Wei, J., Carroll, R. J., Muller, U. U., van Keilegom, I. & Chatterjee, N., 2013, In : Journal of the Royal Statistical Society, Series B. 75, 1, p. 185-206

Research output: Contribution to journalArticleScientificpeer-review

Case-control Data
Case-control Study
Robust Estimation
Regression
Covariates

Robust solutions of optimization problems affected by uncertain probabilities

Ben-Tal, A., den Hertog, D., De Waegenaere, A. M. B., Melenberg, B. & Rennen, G., 2013, In : Management Science. 59, 2, p. 341-357

Research output: Contribution to journalArticleScientificpeer-review

Uncertainty
Optimization problem
Divergence
Finance
Expected utility

Safe approximations of ambiguous chance constraints using historical data

Yanikoglu, I. & den Hertog, D., 2013, In : INFORMS Journal on Computing. 25, 4, p. 666-681

Research output: Contribution to journalArticleScientificpeer-review

Statistics
Approximation
Chance constraints
Uncertainty
Robust optimization

Searching for the grey swans: The next 50 years of production research

Akkermans, H. A. & van Wassenhove, L. N., 2013, In : International Journal of Production Research. 51, 23-24, p. 6746-6755

Research output: Contribution to journalArticleScientificpeer-review

Tsunamis
Analytical models
Industry
Tsunami

Sequencing interval situations and related games

Alparslan-Gok, S. Z., Brânzei, R., Fragnelli, V. & Tijs, S. H., 2013, In : Central European Journal of Operations Research. 21, 1, p. 225-236

Research output: Contribution to journalArticleScientificpeer-review

Sequencing
Queue
Cost savings
Uncertainty
Interval data

Sets in excess demand in simple ascending auctions with unit-demand bidders

Andersson, T., Andersson, C. & Talman, A. J. J., 2013, In : Annals of Operations Research. 211, 1, p. 27-36

Research output: Contribution to journalArticleScientificpeer-review

Excess demand
Ascending auctions
Walrasian equilibrium
Equilibrium price

Spread the news: The impact of news on the European sovereign bond markets during the crisis

Beetsma, R. M. W. J., Giuliodori, M., de Jong, F. C. J. M. & Widijanto, D., 2013, In : Journal of International Money and Finance. 34, p. 83-101

Research output: Contribution to journalArticleScientificpeer-review

News
Sovereign bonds
Bond market
Cross-border
Spillover

Statistical climate-change scenarios

Magnus, J. R., Melenberg, B., Muris, C. H. M. & Wild, M., 2013, In : Journal of Environmental Statistics. 50, 4, p. 1-18

Research output: Contribution to journalArticleScientificpeer-review

confidence interval
climate change
climate
sulfur dioxide
energy balance
220 Downloads (Pure)

Strongly walk-regular grapsh

van Dam, E. R. & Omidi, G. R., 2013, In : Journal of Combinatorial Theory, Series A, Structures designs and application combinatorics. 120, 4, p. 803-810

Research output: Contribution to journalArticleScientificpeer-review

Open Access
File

Structural versus matching estimation: Transmission mechanisms in Armenia

Poghosyan, K. & Boldea, O., 2013, In : Economic Modelling. 30, p. 136-148

Research output: Contribution to journalArticleScientificpeer-review

Prediction
Armenia
Reduced form
Transmission mechanism
Impulse response

Supply chain-wide optimization at TNT Express

Fleuren, H. A., Goossens, C., Hendriks, M., Meuffels, W. J. M. & Poppelaars, J., 2013, In : Interfaces. 43, 1, p. 5-20

Research output: Contribution to journalArticleScientificpeer-review

Operations research
Global optimization
Supply chains
Decision making
Personnel

Survey response in probabilistic questions and its impact on inference

de Bresser, J. R. & van Soest, A. H. O., Dec 2013, In : Journal of Economic Behavior & Organization. 96, December, p. 65-84

Research output: Contribution to journalArticleScientificpeer-review

Non-response
Inference
Covariates
Socio-economics
Unobserved heterogeneity

Tandem queues with impatient customers for blood screening procedures

Bar-Lev, S. K., Blanc, J. P. C., Boxma, O. J., Janssen, G. & Perry, D., 2013, In : Methodology and Computing in Applied Probability. 15, 2, p. 423-451

Research output: Contribution to journalArticleScientificpeer-review

Tandem Queues
Screening
Queue
Blood
Customers

Testing assumptions made in the construction of input-output tables

Rueda-Cantuche, J. & Ten Raa, T., 2013, In : Economic Systems Research. 25, 2, p. 170-189

Research output: Contribution to journalArticleScientificpeer-review

Input-output table
Testing
Industry
Econometric tests
Spain

The open-loop zero-sum linear quadratic impulse free descriptor differential game

Musthofa, M. W., Engwerda, J. C., Salmah, S. & Suparwanto, A., 2013, In : International Journal of Applied Mathematics and Statistics. 35, 5

Research output: Contribution to journalArticleScientificpeer-review

Zero-sum
Differential Games
Impulse
Descriptors
Nash Equilibrium

The problem of negatives generated by the commodity technology model in input–output analysis: A review of the solutions

Ten Raa, T. & Rueda-Cantuche, J., 2013, In : Journal of Economic Structures. 2, 5, p. 1-14

Research output: Contribution to journalArticleScientificpeer-review

Coefficients
Input-output analysis
Commodities
Econometrics
Computable general equilibrium model
1169 Downloads (Pure)

The service bullwhip effect

Akkermans, H. A. & Voss, C., 2013, In : International Journal of Operations and Production Management. 33, 6, p. 765-788

Research output: Contribution to journalArticleScientificpeer-review

Open Access
File
Supply chains
Bullwhip effect
Industry
Testing
Supply chain
265 Downloads (Pure)

Uniformity in association schemes and coherent configurations: Cometric Q-antipodal schemes and linked systems

van Dam, E. R., Martin, W. J. & Muzychuk, M., 2013, In : Journal of Combinatorial Theory, Series A, Structures designs and application combinatorics. 120, 7, p. 1401-1439

Research output: Contribution to journalArticleScientificpeer-review

File
Association Scheme
Uniformity
Association reactions
Configuration
Decomposition

Upward pricing pressure in two-sided markets

Affeldt, P., Filistrucchi, L. & Klein, T. J., 2013, In : Economic Journal. 123, 572, p. F505-F523

Research output: Contribution to journalArticleScientificpeer-review

Two-sided markets
Pricing
Screening
Search advertising
Horizontal mergers
234 Downloads (Pure)

Visualizing multiple quantile plots

Boon, M., Einmahl, J. H. J. & McKeague, I. W., 2013, In : Journal of Computational and Graphical Statistics. 22, 1, p. 69-78

Research output: Contribution to journalArticleScientificpeer-review

File
Quantile
Tube
Confidence
Quantile Function
Graphical Methods

When can insurers offer products that dominate delayed old-age pension benefit claiming?

Sanders, L., De Waegenaere, A. M. B. & Nijman, T. E., 2013, In : Insurance: Mathematics & Economics. 53, 1, p. 134-149

Research output: Contribution to journalArticleScientificpeer-review

Alternatives
Term Structure of Interest Rates
Old age
Insurer
Pensions

When to make proprietary software open source

Caulkins, J. P., Feichtinger, G., Grass, D., Hartl, R. F., Kort, P. M. & Seidl, A., Jun 2013, In : Journal of Economic Dynamics and Control. 37, 6, p. 1182-1194

Research output: Contribution to journalArticleScientificpeer-review

Open Source Software
Open Source
Costs
Software Quality
Software
2012

A breakpoint search approach for convex resource allocation problems with bounded variables

De Waegenaere, A. M. B. & Wielhouwer, J. L., 2012, In : Optimization Letters. 6, 4, p. 629-640

Research output: Contribution to journalArticleScientificpeer-review

Resource Allocation
Multiplier
Resources
Evaluation Function
Upper and Lower Bounds

A game theoretical approach to sharing penalties and rewards in projects

Estevez Fernandez, M. A., 2012, In : European Journal of Operational Research. 216, 3, p. 647-657

Research output: Contribution to journalArticleScientificpeer-review

Reward
Penalty
Sharing
Game
Taxation

An alternative asymptotic analysis of residual-based statistics

Andreou, E. & Werker, B. J. M., 2012, In : The Review of Economics and Statistics. 94, 1, p. 88-99

Research output: Contribution to journalArticleScientificpeer-review

297 Downloads (Pure)

An asymptotic test of optimality conditions in multiresponse simulation optimization

Angun, M. E. & Kleijnen, J. P. C., 2012, In : INFORMS Journal on Computing. 24, 1, p. 53-65

Research output: Contribution to journalArticleScientificpeer-review

Open Access
File
237 Downloads (Pure)

A new semidefinite programming relaxation for cycles in binary matroids and cuts in graphs

Gouveia, J., Laurent, M., Parrilo, P. & Thomas, R., 2012, In : Mathematical Programming. 133, 1-2, p. 203-225

Research output: Contribution to journalArticleScientificpeer-review

File
Binary Matroid
Semidefinite Programming Relaxation
Cycle
Graph in graph theory
Cut Polytope
276 Downloads (Pure)

An M-estimator for tail dependence in arbitrary dimensions

Einmahl, J. H. J., Krajina, A. & Segers, J., 2012, In : The Annals of Statistics. 40, 3, p. 1764-1793

Research output: Contribution to journalArticleScientificpeer-review

File
Tail Dependence
M-estimator
Multivariate Extreme Value Distribution
Dependence Function
Estimator

A note on passepartout problems

Estevez, A., Borm, P. E. M. & Hamers, H. J. M., 2012, In : International Game Theory Review. 14, p. 1-9

Research output: Contribution to journalArticleScientificpeer-review

Bankruptcy
Period of time
Service provider
Revenue
Model

Anticipation in innovative investment under oligopolistic competition

Wrzaczek, S. & Kort, P. M., Nov 2012, In : Automatica. 48, 11, p. 2812-2823

Research output: Contribution to journalArticleScientificpeer-review

Numerical analysis

A polynomial optimization approach to constant rebalanced portfolio selection

Takano, Y. & Sotirov, R., 2012, In : Computational Optimization and Applications. 52, 3, p. 645-666

Research output: Contribution to journalArticleScientificpeer-review

Portfolio Selection
Polynomials
Optimization Problem
Cutting Plane Algorithm
Portfolio Optimization

Approximating the Pareto set of multiobjective linear programs via robust optimization

Gorissen, B. L. & den Hertog, D., 2012, In : Operations Research Letters. 40, 5, p. 319-324

Research output: Contribution to journalArticleScientificpeer-review

Pareto Set
Robust Optimization
Linear Program
Piecewise Linear Approximation
Polynomial

Are short-lived jobs stepping stones to long-lasting jobs?

Cockx, B. & Picchio, M., 2012, In : Oxford Bulletin of Economics and Statistics. 74, 5, p. 646-675

Research output: Contribution to journalArticleScientificpeer-review

Duration Models
Percentage Points
Unemployment
Likely
Trajectory
255 Downloads (Pure)

A short proof of the odd-girth theorem

van Dam, E. R. & Fiol, M. A., 2012, In : The Electronic Journal of Combinatorics: EJC. 19, 3, p. 12-16

Research output: Contribution to journalArticleScientificpeer-review

Open Access
File
Girth
Excess
Odd
Polynomials
Distance-regular Graph

A simulation study of an ASEAN monetary union

Engwerda, J. C., Boldea, O., Michalak, T., Plasmans, J. E. J. & Salmah, S., 2012, In : Economic Modelling. 29, 5, p. 1870-1890

Research output: Contribution to journalArticleScientificpeer-review

Simulation study
Monetary union
Fiscal policy
Authority
Dynamic general equilibrium model

Assessing unilateral merger effects in a two-sided market: An application to the Dutch daily newspaper market

Filistrucchi, L., Klein, T. J. & Michielsen, T. O., 2012, In : Journal of Competition Law and Economics. 8, 2, p. 297-329

Research output: Contribution to journalArticleScientificpeer-review

newspaper market
merger
price elasticity
marginal costs
market
262 Downloads (Pure)

Asymptotic distribution theory for break point estimators in models estimated via 2SLS

Boldea, O., Hall, A. R. & Han, S., 2012, In : Econometric Reviews. 31, 1, p. 1-33

Research output: Contribution to journalArticleScientificpeer-review

File
Asymptotic distribution
Reduced form
Estimator
Limiting distribution
Sample size

A tutorial on the deterministic impulse control maximum principle: Necessary and sufficient optimality conditions

Chahim, M., Hartl, R. F. & Kort, P. M., 2012, In : European Journal of Operational Research. 219, 1, p. 18-26

Research output: Contribution to journalArticleScientificpeer-review

Impulse Control
Necessary and Sufficient Optimality Conditions
Maximum principle
Maximum Principle
Necessary Optimality Conditions

Bayesian integration of large SNA data frameworks with an application to Guatemala

Van Tongeren, J. W. & Magnus, J. R., 2012, In : Journal of Economic and Social Measurement. 37, p. 277-316

Research output: Contribution to journalArticleScientificpeer-review

Guatemala
tolerance

Capital accumulation and embodied technological progress

Grass, D., Hartl, R. F. & Kort, P. M., Aug 2012, In : Journal of Optimization Theory and Applications. 154, 2, p. 588-614

Research output: Contribution to journalArticleScientificpeer-review

Capital Accumulation
Technology Adoption
Maximum Principle
Maximum principle
Optimal Control Problem

Clique-based facets for the precedence constrained knapsack problem

Bley, A., Boland, N., Fricke, C., Froyland, G. & Sotirov, R., 2012, In : Mathematical Programming. 133, 1, p. 481-511

Research output: Contribution to journalArticleScientificpeer-review

Knapsack Problem
Clique
Facet
Decomposition
Cover

Collective consumption models with restricted bargaining weights: an empirical assessment based on experimental data

Bruyneel, S., Cherchye, L. J. H. & de Rock, B., 2012, In : Review of Economics of the Household. 10, 3, p. 395-421

Research output: Contribution to journalArticleScientificpeer-review

group membership
group decision
Group
wine
dyad

Comparing the well-being of older Europeans: Introduction

Juerges, H. & van Soest, A. H. O., 2012, In : Social Indicators Research. 105, 2, p. 187-190

Research output: Contribution to journalArticleScientificpeer-review

Complexity effects in choice experiments-based models

Dellaert, B. G. C., Donkers, B. & van Soest, A. H. O., 2012, In : Journal of Marketing Research. 49, 3, p. 424-434

Research output: Contribution to journalArticleScientificpeer-review

Choice experiment
Choice models
Mixed logit model
Decision strategy
Prediction

Computing arbitrage upper bounds on basket options in the presence of bid–ask spreads

Pena, J., Vera, J. C. & Zuluaga, L. F., 2012, In : European Journal of Operational Research. 222, 2, p. 369-376

Research output: Contribution to journalArticleScientificpeer-review

Arbitrage
MATLAB
Upper bound
Computing
Costs

Copositive vs. moment hierarchies for stable sets

Laurent, M., 2012, In : Optima: Mathematical Optimization Society Newsletter. 89, p. 8-9

Research output: Contribution to journalArticleProfessional

Cospectral graphs and regular orthogonal matrices of level 2

Abiad, A. & Haemers, W. H., 2012, In : The Electronic Journal of Combinatorics: EJC. 19, 3, P13.

Research output: Contribution to journalArticleScientificpeer-review

Cospectral Graphs
Orthogonal matrix
Graph in graph theory
Isomorphic
Adjacency Matrix

Determinants of informal coordination in networked supply chains

Ashayeri, J., Ogulin, R. & Selen, W., 2012, In : Journal of Enterprise Information Management. 25, 4, p. 328-348

Research output: Contribution to journalArticleScientificpeer-review

Supply chains
determinants
supply
networking
market

DNB speelt hoog spel met introductie van rekenrente die niet bepaald risicovrij is

Werker, B. J. M., van Wijnbergen, S. J. G., de Jong, F. C. J. M. & Kocken, T., 14 Jul 2012, In : Het Financieele Dagblad.

Research output: Contribution to journalArticlePopular

Does uninsurance affect the health outcomes of the insured? Evidence from heart attack patients in California

Meltem Daysal, N., 2012, In : Journal of Health Economics. 31, 4, p. 545-563

Research output: Contribution to journalArticleScientificpeer-review

Uncompensated Care
Patient Discharge
Hospital Mortality