Dessislava A. Pachamanova
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View article: Target volatility strategies: optimal rebalancing boundary for transaction cost minimization
Target volatility strategies: optimal rebalancing boundary for transaction cost minimization Open
Transaction costs are a major factor affecting portfolio returns in asset management. We propose an enhanced target volatility strategy to reduce the deleterious effect of transaction costs by adding rebalancing boundaries to the target vo…
View article: Challenges and opportunities for artificial intelligence in auditing: Evidence from the field
Challenges and opportunities for artificial intelligence in auditing: Evidence from the field Open
View article: Case Article—Humanitarian Supply Chains and Inventory Management: Planning Medical Supply at the International Committee of the Red Cross
Case Article—Humanitarian Supply Chains and Inventory Management: Planning Medical Supply at the International Committee of the Red Cross Open
This case is based on an actual project with the International Committee of the Red Cross. The rich context allows instructors to cover important topics in inventory management, supply chain management, and humanitarian logistics at a leve…
View article: Case—Humanitarian Supply Chains and Inventory Management: Planning Medical Supply at the International Committee of the Red Cross
Case—Humanitarian Supply Chains and Inventory Management: Planning Medical Supply at the International Committee of the Red Cross Open
Funding: The ETH project with the ICRC was supported by a Humanitarian Action Challenges (HAC) grant within the joint “Engineering Humanitarian Aid” (EHA) program.
View article: Case—Prescriptive Analytics for Entrepreneurial Growth: Data-Driven Strategic Decision Making at iParty Bangkok Co., Ltd.
Case—Prescriptive Analytics for Entrepreneurial Growth: Data-Driven Strategic Decision Making at iParty Bangkok Co., Ltd. Open
View article: Case Article—Prescriptive Analytics for Entrepreneurial Growth: Data-Driven Strategic Decision Making at iParty Bangkok Co., Ltd.
Case Article—Prescriptive Analytics for Entrepreneurial Growth: Data-Driven Strategic Decision Making at iParty Bangkok Co., Ltd. Open
This case centers around the dilemma faced by the female owner of a balloon decoration business: whether to outsource transportation of balloon arrangements to third-party providers or handle the transportation of some orders in house. The…
View article: A Granular Approach to Optimal and Fair Patient Placement in Hospital Emergency Departments
A Granular Approach to Optimal and Fair Patient Placement in Hospital Emergency Departments Open
Prolonged emergency department (ED) length of stay (LOS) is associated with detrimental effects on patient care quality and outcomes. There is evidence that certain groups of patients experience longer LOS based on their gender or race, es…
View article: From Meaningful Data Science to Impactful Decisions: The Importance of Being Causally Prescriptive
From Meaningful Data Science to Impactful Decisions: The Importance of Being Causally Prescriptive Open
This article proposes a framework for transition from traditional data science where the focus is on extracting value from available data to goal-driven analytical decision making where the business objective is defined first. We discuss t…
View article: 172 A Granular View of Emergency Department Length of Stay: Improving Predictive Power and Extracting Actionable Insights
172 A Granular View of Emergency Department Length of Stay: Improving Predictive Power and Extracting Actionable Insights Open
View article: Writing to Learn: A Framework for Structuring Writing Assignments to Support Analytics Course Learning Goals
Writing to Learn: A Framework for Structuring Writing Assignments to Support Analytics Course Learning Goals Open
Drawing on the scholarship of writing and learning, this article motivates the use of writing assignments in analytics courses and develops a framework for instructional design that advances both writing skills and discipline-specific lear…
View article: Identifying patterns in administrative tasks through structural topic modeling: A study of task definitions, prevalence, and shifts in a mental health practice’s operations during the COVID-19 pandemic
Identifying patterns in administrative tasks through structural topic modeling: A study of task definitions, prevalence, and shifts in a mental health practice’s operations during the COVID-19 pandemic Open
Objective This case study illustrates the use of natural language processing for identifying administrative task categories, prevalence, and shifts necessitated by a major event (the COVID-19 [coronavirus disease 2019] pandemic) from user-…
View article: Case Article—Machine Learning, Ethics, and Change Management: A Data-Driven Approach to Improving Hospital Observation Unit Operations
Case Article—Machine Learning, Ethics, and Change Management: A Data-Driven Approach to Improving Hospital Observation Unit Operations Open
This case discusses a process improvement project aimed at maximizing the use of hospital capacity as the flu season looms. Dr. Erin Kelly heads the observation unit and turns to predictive models to improve the assignment of patients to h…
View article: Case—A Data-Driven Approach to Improving Hospital Observation Unit Operations
Case—A Data-Driven Approach to Improving Hospital Observation Unit Operations Open
View article: Learning the Minimal Representation of a Dynamic System from Transition Data
Learning the Minimal Representation of a Dynamic System from Transition Data Open
View article: Uncertainty representation and risk management for direct segmented marketing
Uncertainty representation and risk management for direct segmented marketing Open
Mining for truly responsive customers has become an integral part of customer portfolio management, and, combined with operational tactics to reach these customers, requires an integrated approach to meeting customer needs that often invol…
View article: Impact of the Medicare hospital readmissions reduction program on vulnerable populations
Impact of the Medicare hospital readmissions reduction program on vulnerable populations Open
View article: Special Issue on Nonconvex Portfolio Optimization
Special Issue on Nonconvex Portfolio Optimization Open
The INFORMS OR & Analytics Student Competition is an annual competition organized by the Institute for Operations Research and the Management Sciences (INFORMS) to encourage undergraduate and maste...
View article: Case—Managing Staffing Inefficiencies Using Analytics (B): Business Value in Predictive and Prescriptive Analytics Models
Case—Managing Staffing Inefficiencies Using Analytics (B): Business Value in Predictive and Prescriptive Analytics Models Open
View article: Case Article—Business Value in Integrating Predictive and Prescriptive Analytics Models
Case Article—Business Value in Integrating Predictive and Prescriptive Analytics Models Open
This article suggests ways to frame classroom discussion around the business value of models in data science, predictive analytics, and management science classes. We consider an example in which predictive analytics is used to determine t…
View article: The Dilemma of False Positives: Making Content Id Algorithms More Conducive to Fostering Innovative Fair Use in Music Creation
The Dilemma of False Positives: Making Content Id Algorithms More Conducive to Fostering Innovative Fair Use in Music Creation Open
Content ID programs commonly use algorithms to block uploaded music when the algorithm concludes the owners of certain copyrighted works will claim their work is being used without consent. However, algorithmic enforcement programs can pro…
View article: The Dilemma of False Positives: Making Content ID Algorithms more Conducive to Fostering Innovative Fair Use in Music Creation
The Dilemma of False Positives: Making Content ID Algorithms more Conducive to Fostering Innovative Fair Use in Music Creation Open
Content ID programs commonly use algorithms to block uploaded music when the algorithm concludes the owners of certain copyrighted works will claim their work is being used without consent. However, algorithmic enforcement programs can pro…
View article: A robust asset–liability management framework for investment products with guarantees
A robust asset–liability management framework for investment products with guarantees Open
This paper suggests a robust asset–liability management framework for investment products with guarantees, such as guaranteed investment contracts and equity-linked notes. Stochastic programming and robust optimization approaches are intro…
View article: Index
Index Open
View article: References
References Open
View article: Basic Linear Algebra Concepts
Basic Linear Algebra Concepts Open
View article: Case Article—Mapping Business Problems to Analytics Solutions: Surrogate Experiential Learning in an MBA Introductory Data Science and Business Analytics Course
Case Article—Mapping Business Problems to Analytics Solutions: Surrogate Experiential Learning in an MBA Introductory Data Science and Business Analytics Course Open
The case presented in this article can be used as a surrogate experiential learning exercise in an introductory MBA course on data science and business analytics. Students learn about the life cycle of data analytics projects by alternatin…
View article: Case—Managing Staffing Inefficiencies Using Analytics
Case—Managing Staffing Inefficiencies Using Analytics Open
business analytics, data science, problem framing, data analytics lifecycle, experiential learning, role playing