{"id":"https://openalex.org/W2338459588","doi":"https://doi.org/10.1007/s10479-016-2181-9","title":"A mixed integer linear program to compress transition probability matrices in Markov chain bootstrapping","display_name":"A mixed integer linear program to compress transition probability matrices in Markov chain bootstrapping","publication_year":2016,"publication_date":"2016-04-18","ids":{"openalex":"https://openalex.org/W2338459588","doi":"https://doi.org/10.1007/s10479-016-2181-9","mag":"2338459588"},"language":"en","primary_location":{"id":"doi:10.1007/s10479-016-2181-9","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10479-016-2181-9","pdf_url":null,"source":{"id":"https://openalex.org/S57667410","display_name":"Annals of Operations Research","issn_l":"0254-5330","issn":["0254-5330","1572-9338"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Annals of Operations Research","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5089515863","display_name":"Roy Cerqueti","orcid":"https://orcid.org/0000-0002-1871-7371"},"institutions":[{"id":"https://openalex.org/I55133342","display_name":"University of Macerata","ror":"https://ror.org/0001fmy77","country_code":"IT","type":"education","lineage":["https://openalex.org/I55133342"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Roy Cerqueti","raw_affiliation_strings":["Universit\u00e0 degli Studi di Macerata, Macerata, Italy"],"raw_orcid":"https://orcid.org/0000-0002-1871-7371","affiliations":[{"raw_affiliation_string":"Universit\u00e0 degli Studi di Macerata, Macerata, Italy","institution_ids":["https://openalex.org/I55133342"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5055734578","display_name":"Paolo Falbo","orcid":"https://orcid.org/0000-0001-6975-4079"},"institutions":[{"id":"https://openalex.org/I79940851","display_name":"University of Brescia","ror":"https://ror.org/02q2d2610","country_code":"IT","type":"education","lineage":["https://openalex.org/I79940851"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Paolo Falbo","raw_affiliation_strings":["Universit\u00e0 degli Studi di Brescia, Brescia, Italy"],"raw_orcid":"https://orcid.org/0000-0001-6975-4079","affiliations":[{"raw_affiliation_string":"Universit\u00e0 degli Studi di Brescia, Brescia, Italy","institution_ids":["https://openalex.org/I79940851"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5062841748","display_name":"Cristian Pelizzari","orcid":"https://orcid.org/0000-0001-6249-4526"},"institutions":[{"id":"https://openalex.org/I79940851","display_name":"University of Brescia","ror":"https://ror.org/02q2d2610","country_code":"IT","type":"education","lineage":["https://openalex.org/I79940851"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Cristian Pelizzari","raw_affiliation_strings":["Universit\u00e0 degli Studi di Brescia, Brescia, Italy"],"raw_orcid":"https://orcid.org/0000-0001-6249-4526","affiliations":[{"raw_affiliation_string":"Universit\u00e0 degli Studi di Brescia, Brescia, Italy","institution_ids":["https://openalex.org/I79940851"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5004276088","display_name":"Federica Ricca","orcid":"https://orcid.org/0000-0002-7925-7911"},"institutions":[{"id":"https://openalex.org/I861853513","display_name":"Sapienza University of Rome","ror":"https://ror.org/02be6w209","country_code":"IT","type":"education","lineage":["https://openalex.org/I861853513"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Federica Ricca","raw_affiliation_strings":["Sapienza Universit\u00e0 di Roma, Rome, Italy"],"raw_orcid":"https://orcid.org/0000-0002-7925-7911","affiliations":[{"raw_affiliation_string":"Sapienza Universit\u00e0 di Roma, Rome, Italy","institution_ids":["https://openalex.org/I861853513"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5013493866","display_name":"Andrea Scozzari","orcid":"https://orcid.org/0000-0003-3038-3957"},"institutions":[{"id":"https://openalex.org/I4210124295","display_name":"University Niccol\u00f2 Cusano","ror":"https://ror.org/032c3ae16","country_code":"IT","type":"education","lineage":["https://openalex.org/I4210124295"]}],"countries":["IT"],"is_corresponding":true,"raw_author_name":"Andrea Scozzari","raw_affiliation_strings":["Universit\u00e0 degli Studi Niccol\u00f2 Cusano - Telematica Roma, Rome, Italy"],"raw_orcid":"https://orcid.org/0000-0003-3038-3957","affiliations":[{"raw_affiliation_string":"Universit\u00e0 degli Studi Niccol\u00f2 Cusano - Telematica Roma, Rome, Italy","institution_ids":["https://openalex.org/I4210124295"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":5,"corresponding_author_ids":["https://openalex.org/A5013493866"],"corresponding_institution_ids":["https://openalex.org/I4210124295"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":2.5158,"has_fulltext":false,"cited_by_count":4,"citation_normalized_percentile":{"value":0.9291638,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":"248","issue":"1-2","first_page":"163","last_page":"187"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9922000169754028,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9922000169754028,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.9839000105857849,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.9797999858856201,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/markov-chain","display_name":"Markov chain","score":0.7976625561714172},{"id":"https://openalex.org/keywords/bootstrapping","display_name":"Bootstrapping (finance)","score":0.7036867141723633},{"id":"https://openalex.org/keywords/stochastic-matrix","display_name":"Stochastic matrix","score":0.5322387218475342},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.5211098790168762},{"id":"https://openalex.org/keywords/continuous-time-markov-chain","display_name":"Continuous-time Markov chain","score":0.5209994912147522},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.45262548327445984},{"id":"https://openalex.org/keywords/matrix","display_name":"Matrix (chemical analysis)","score":0.4463016986846924},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.4355123043060303},{"id":"https://openalex.org/keywords/generator-matrix","display_name":"Generator matrix","score":0.4273965060710907},{"id":"https://openalex.org/keywords/linear-programming","display_name":"Linear programming","score":0.42172765731811523},{"id":"https://openalex.org/keywords/discretization","display_name":"Discretization","score":0.42154228687286377},{"id":"https://openalex.org/keywords/markov-process","display_name":"Markov process","score":0.41982099413871765},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.36063989996910095},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.32000771164894104},{"id":"https://openalex.org/keywords/markov-model","display_name":"Markov model","score":0.2991935610771179},{"id":"https://openalex.org/keywords/variable-order-markov-model","display_name":"Variable-order Markov model","score":0.2640552520751953},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.17527887225151062},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.15363124012947083}],"concepts":[{"id":"https://openalex.org/C98763669","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov chain","level":2,"score":0.7976625561714172},{"id":"https://openalex.org/C207609745","wikidata":"https://www.wikidata.org/wiki/Q4944086","display_name":"Bootstrapping (finance)","level":2,"score":0.7036867141723633},{"id":"https://openalex.org/C49555168","wikidata":"https://www.wikidata.org/wiki/Q176583","display_name":"Stochastic matrix","level":3,"score":0.5322387218475342},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.5211098790168762},{"id":"https://openalex.org/C147080032","wikidata":"https://www.wikidata.org/wiki/Q176720","display_name":"Continuous-time Markov chain","level":5,"score":0.5209994912147522},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.45262548327445984},{"id":"https://openalex.org/C106487976","wikidata":"https://www.wikidata.org/wiki/Q685816","display_name":"Matrix (chemical analysis)","level":2,"score":0.4463016986846924},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4355123043060303},{"id":"https://openalex.org/C1842014","wikidata":"https://www.wikidata.org/wiki/Q1502046","display_name":"Generator matrix","level":3,"score":0.4273965060710907},{"id":"https://openalex.org/C41045048","wikidata":"https://www.wikidata.org/wiki/Q202843","display_name":"Linear programming","level":2,"score":0.42172765731811523},{"id":"https://openalex.org/C73000952","wikidata":"https://www.wikidata.org/wiki/Q17007827","display_name":"Discretization","level":2,"score":0.42154228687286377},{"id":"https://openalex.org/C159886148","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov process","level":2,"score":0.41982099413871765},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.36063989996910095},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.32000771164894104},{"id":"https://openalex.org/C163836022","wikidata":"https://www.wikidata.org/wiki/Q6771326","display_name":"Markov model","level":3,"score":0.2991935610771179},{"id":"https://openalex.org/C54907487","wikidata":"https://www.wikidata.org/wiki/Q7915688","display_name":"Variable-order Markov model","level":4,"score":0.2640552520751953},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.17527887225151062},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.15363124012947083},{"id":"https://openalex.org/C192562407","wikidata":"https://www.wikidata.org/wiki/Q228736","display_name":"Materials science","level":0,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C159985019","wikidata":"https://www.wikidata.org/wiki/Q181790","display_name":"Composite material","level":1,"score":0.0},{"id":"https://openalex.org/C57273362","wikidata":"https://www.wikidata.org/wiki/Q576722","display_name":"Decoding methods","level":2,"score":0.0}],"mesh":[],"locations_count":6,"locations":[{"id":"doi:10.1007/s10479-016-2181-9","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10479-016-2181-9","pdf_url":null,"source":{"id":"https://openalex.org/S57667410","display_name":"Annals of Operations Research","issn_l":"0254-5330","issn":["0254-5330","1572-9338"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Annals of Operations Research","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:annopr:v:248:y:2017:i:1:d:10.1007_s10479-016-2181-9","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s10479-016-2181-9","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"pmh:oai:iris.unibs.it:11379/476556","is_oa":false,"landing_page_url":"http://link.springer.com/article/10.1007/s10479-016-2181-9","pdf_url":null,"source":{"id":"https://openalex.org/S4306400804","display_name":"Institutional Research Information System (Universit\u00e0 degli Studi di Brescia)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I66752286","host_organization_name":"University of Milano-Bicocca","host_organization_lineage":["https://openalex.org/I66752286"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/article"},{"id":"pmh:oai:iris.uniroma1.it:11573/869550","is_oa":false,"landing_page_url":"http://hdl.handle.net/11573/869550","pdf_url":null,"source":{"id":"https://openalex.org/S4377196107","display_name":"IRIS Research product catalog (Sapienza University of Rome)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"info:eu-repo/semantics/article"},{"id":"pmh:oai:u-pad.unimc.it:11393/235085","is_oa":false,"landing_page_url":"http://hdl.handle.net/11393/235085","pdf_url":null,"source":{"id":"https://openalex.org/S4377196455","display_name":"U-PAD Unimc - Open Digital Publications (University of Macerata)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I55133342","host_organization_name":"University of Macerata","host_organization_lineage":["https://openalex.org/I55133342"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/article"},{"id":"pmh:oai:u-pad.unimc.it:11393/238901","is_oa":false,"landing_page_url":"http://hdl.handle.net/11393/238901","pdf_url":null,"source":{"id":"https://openalex.org/S4377196455","display_name":"U-PAD Unimc - Open Digital Publications (University of Macerata)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I55133342","host_organization_name":"University of Macerata","host_organization_lineage":["https://openalex.org/I55133342"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"info:eu-repo/semantics/article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G566768179","display_name":null,"funder_award_id":"MTM2013-46962-C2-1-P","funder_id":"https://openalex.org/F4320323737","funder_display_name":"Ministerio de Ciencia y Tecnolog\u00eda"}],"funders":[{"id":"https://openalex.org/F4320323737","display_name":"Ministerio de Ciencia y Tecnolog\u00eda","ror":"https://ror.org/034900433"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":45,"referenced_works":["https://openalex.org/W185455334","https://openalex.org/W643821914","https://openalex.org/W1481170590","https://openalex.org/W1487400845","https://openalex.org/W1578099820","https://openalex.org/W1872311875","https://openalex.org/W1975602835","https://openalex.org/W1976269689","https://openalex.org/W1995945562","https://openalex.org/W2002938413","https://openalex.org/W2005097301","https://openalex.org/W2005142945","https://openalex.org/W2011485152","https://openalex.org/W2012562749","https://openalex.org/W2016381774","https://openalex.org/W2060143287","https://openalex.org/W2075364776","https://openalex.org/W2075379212","https://openalex.org/W2100213767","https://openalex.org/W2101544483","https://openalex.org/W2103187549","https://openalex.org/W2110028751","https://openalex.org/W2111354535","https://openalex.org/W2117897510","https://openalex.org/W2120486698","https://openalex.org/W2140004670","https://openalex.org/W2143152597","https://openalex.org/W2150796683","https://openalex.org/W2150844583","https://openalex.org/W2154421872","https://openalex.org/W2157885290","https://openalex.org/W2168334427","https://openalex.org/W2172073367","https://openalex.org/W2185592418","https://openalex.org/W2333312635","https://openalex.org/W2470906816","https://openalex.org/W2503370639","https://openalex.org/W2745281314","https://openalex.org/W3106889297","https://openalex.org/W3123092160","https://openalex.org/W3125006005","https://openalex.org/W4256212605","https://openalex.org/W6606150218","https://openalex.org/W6634702315","https://openalex.org/W6669063669"],"related_works":["https://openalex.org/W2800044850","https://openalex.org/W2380835617","https://openalex.org/W1968612088","https://openalex.org/W2734729804","https://openalex.org/W2349429754","https://openalex.org/W2127013863","https://openalex.org/W2148474709","https://openalex.org/W1189343304","https://openalex.org/W3122339671","https://openalex.org/W26901796"],"abstract_inverted_index":null,"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2018,"cited_by_count":1},{"year":2016,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}