We introduce an ensemble learning method for dynamic portfolio valuation and risk management building on regression trees. We learn the dynamic value process of a derivative portfolio from a finite sample of its cumulative cash flow. The estimator is given in closed form. The method is fast and...

Purpose: Recent years have witness the pervasive supply disruptions and their impacts on supply chain performance. It is significant for enterprises to adopt comprehensive measures to cope with supply disruptions. The purpose of this study is to investigate how BI insurance make up the shortage...

Purpose: Increase of costs and complexities in organizations beside the increase of uncertainty and risks have led the managers to use the risk management in order to decrease risk taking and deviation from goals. SCRM has a close relationship with supply chain performance. During the years...

Purpose: The goal of this study was to propose the multi-agent mechanism to forecast the corporate financial distress. Design/methodology/approach: This study utilized numerous methods, namely random subspace method, discriminant analysis and decision tree to construct the multi-agent...

Purpose: The purpose of this study is to presents a structured risk management methodology for managing and controlling the risks in the macro business environments. This paper emphasizes to achieve risk settled environments for industry/ business growth. Design/methodology/approach: In this...

Purpose: This paper proposes the application of the risk matrix model in the field of logistics outsourcing. Such an application can serve as the basis for decision making regarding the conduct of a risk management in the logistics outsourcing process and allow its prevention....

Purpose: we prepared a questionnaire to evaluate Incompatible parts and also risk management in University of Science and Technology E-Learning Center and studying the Incompatible parts impacts on utility of organization. Design/methodology/approach: By using coalitional game theory we present...

Purpose: This paper aims at investigating the reasons for the complex and long lead time from global suppliers that causes inventory shortages. It focuses on supply chain risk management in global sourcing. This study has revealed all the specific risks of a global sourcing project and has...

Purpose: the aim of this paper is to minimize the risks of new product development and shorten time-to-market, particularly for high-tech enterprise where the complexity of the product generate vast amount of failure mode. Design/methodology/approach: first, the concept of Critical Consideration...