{"id":"https://openalex.org/W2042510629","doi":"https://doi.org/10.1142/s0219622006002106","title":"A NOVEL METHOD FOR MULTISTAGE SCENARIO GENERATION BASED ON CLUSTER ANALYSIS","display_name":"A NOVEL METHOD FOR MULTISTAGE SCENARIO GENERATION BASED ON CLUSTER ANALYSIS","publication_year":2006,"publication_date":"2006-09-01","ids":{"openalex":"https://openalex.org/W2042510629","doi":"https://doi.org/10.1142/s0219622006002106","mag":"2042510629"},"language":"en","primary_location":{"id":"doi:10.1142/s0219622006002106","is_oa":false,"landing_page_url":"https://doi.org/10.1142/s0219622006002106","pdf_url":null,"source":{"id":"https://openalex.org/S207089700","display_name":"International Journal of Information Technology & Decision Making","issn_l":"0219-6220","issn":["0219-6220","1793-6845"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319815","host_organization_name":"World Scientific","host_organization_lineage":["https://openalex.org/P4310319815"],"host_organization_lineage_names":["World Scientific"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Information Technology &amp; Decision Making","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/A5078779815","display_name":"Xiaodong Ji","orcid":"https://orcid.org/0000-0001-9767-9758"},"institutions":[{"id":"https://openalex.org/I94611258","display_name":"Hebei Normal University","ror":"https://ror.org/004rbbw49","country_code":"CN","type":"education","lineage":["https://openalex.org/I94611258"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"XIAODONG JI","raw_affiliation_strings":["College of Business, Hebei Normal University, Shijiazhuang, Hebei 050091, China"],"affiliations":[{"raw_affiliation_string":"College of Business, Hebei Normal University, Shijiazhuang, Hebei 050091, China","institution_ids":["https://openalex.org/I94611258"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5087359677","display_name":"Xiujuan Zhao","orcid":"https://orcid.org/0000-0002-6650-5728"},"institutions":[{"id":"https://openalex.org/I82880672","display_name":"Beihang University","ror":"https://ror.org/00wk2mp56","country_code":"CN","type":"education","lineage":["https://openalex.org/I82880672"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"XIUJUAN ZHAO","raw_affiliation_strings":["School of Economics and Management, Beihang University, Beijing 100083, China","[School of Economics and Management, Beihang University, Beijing 100083, China]"],"affiliations":[{"raw_affiliation_string":"School of Economics and Management, Beihang University, Beijing 100083, China","institution_ids":["https://openalex.org/I82880672"]},{"raw_affiliation_string":"[School of Economics and Management, Beihang University, Beijing 100083, China]","institution_ids":["https://openalex.org/I82880672"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5067974546","display_name":"Xiuli Chao","orcid":"https://orcid.org/0000-0001-5233-4385"},"institutions":[{"id":"https://openalex.org/I137902535","display_name":"North Carolina State University","ror":"https://ror.org/04tj63d06","country_code":"US","type":"education","lineage":["https://openalex.org/I137902535"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"XIULI CHAO","raw_affiliation_strings":["Edward P. Fitts Department of Industrial Engineering, North Carolina State University, Raleigh NC 27695, USA"],"affiliations":[{"raw_affiliation_string":"Edward P. Fitts Department of Industrial Engineering, North Carolina State University, Raleigh NC 27695, USA","institution_ids":["https://openalex.org/I137902535"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5078779815"],"corresponding_institution_ids":["https://openalex.org/I94611258"],"apc_list":null,"apc_paid":null,"fwci":0.8747,"has_fulltext":false,"cited_by_count":6,"citation_normalized_percentile":{"value":0.77069261,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":"05","issue":"03","first_page":"513","last_page":"530"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.987500011920929,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.987500011920929,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12394","display_name":"Insurance and Financial Risk Management","score":0.9710000157356262,"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/T13244","display_name":"Analysis of environmental and stochastic processes","score":0.9404000043869019,"subfield":{"id":"https://openalex.org/subfields/2308","display_name":"Management, Monitoring, Policy and Law"},"field":{"id":"https://openalex.org/fields/23","display_name":"Environmental Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.7366575002670288},{"id":"https://openalex.org/keywords/scenario-analysis","display_name":"Scenario analysis","score":0.6344913244247437},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.6204610466957092},{"id":"https://openalex.org/keywords/linear-programming","display_name":"Linear programming","score":0.620059609413147},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.5630272030830383},{"id":"https://openalex.org/keywords/set","display_name":"Set (abstract data type)","score":0.5499038100242615},{"id":"https://openalex.org/keywords/stochastic-programming","display_name":"Stochastic programming","score":0.5448938608169556},{"id":"https://openalex.org/keywords/cluster","display_name":"Cluster (spacecraft)","score":0.536766767501831},{"id":"https://openalex.org/keywords/arbitrage","display_name":"Arbitrage","score":0.5184661746025085},{"id":"https://openalex.org/keywords/modern-portfolio-theory","display_name":"Modern portfolio theory","score":0.42099428176879883},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.17760348320007324},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.10327285528182983},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.08585411310195923}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7366575002670288},{"id":"https://openalex.org/C18785705","wikidata":"https://www.wikidata.org/wiki/Q1931373","display_name":"Scenario analysis","level":2,"score":0.6344913244247437},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.6204610466957092},{"id":"https://openalex.org/C41045048","wikidata":"https://www.wikidata.org/wiki/Q202843","display_name":"Linear programming","level":2,"score":0.620059609413147},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5630272030830383},{"id":"https://openalex.org/C177264268","wikidata":"https://www.wikidata.org/wiki/Q1514741","display_name":"Set (abstract data type)","level":2,"score":0.5499038100242615},{"id":"https://openalex.org/C137631369","wikidata":"https://www.wikidata.org/wiki/Q7617831","display_name":"Stochastic programming","level":2,"score":0.5448938608169556},{"id":"https://openalex.org/C164866538","wikidata":"https://www.wikidata.org/wiki/Q367351","display_name":"Cluster (spacecraft)","level":2,"score":0.536766767501831},{"id":"https://openalex.org/C160623529","wikidata":"https://www.wikidata.org/wiki/Q273088","display_name":"Arbitrage","level":2,"score":0.5184661746025085},{"id":"https://openalex.org/C9725762","wikidata":"https://www.wikidata.org/wiki/Q1072885","display_name":"Modern portfolio theory","level":3,"score":0.42099428176879883},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.17760348320007324},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.10327285528182983},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.08585411310195923},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.0},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.0},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1142/s0219622006002106","is_oa":false,"landing_page_url":"https://doi.org/10.1142/s0219622006002106","pdf_url":null,"source":{"id":"https://openalex.org/S207089700","display_name":"International Journal of Information Technology & Decision Making","issn_l":"0219-6220","issn":["0219-6220","1793-6845"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319815","host_organization_name":"World Scientific","host_organization_lineage":["https://openalex.org/P4310319815"],"host_organization_lineage_names":["World Scientific"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Information Technology &amp; Decision Making","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:wsi:ijitdm:v:05:y:2006:i:03:n:s0219622006002106","is_oa":false,"landing_page_url":"http://www.worldscientific.com/doi/abs/10.1142/S0219622006002106","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:RePEc:wsi:ijitdm:v:05:y:2006:i:03:p:513-530","is_oa":false,"landing_page_url":"http://www.worldscinet.com/cgi-bin/details.cgi?type=html&amp;id=pii:S0219622006002106","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":"","raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":31,"referenced_works":["https://openalex.org/W577552570","https://openalex.org/W1513281941","https://openalex.org/W1591559241","https://openalex.org/W1598310933","https://openalex.org/W1983582719","https://openalex.org/W1984697146","https://openalex.org/W1985018066","https://openalex.org/W1986378960","https://openalex.org/W1991832688","https://openalex.org/W1997482018","https://openalex.org/W1997597349","https://openalex.org/W2002788332","https://openalex.org/W2008659562","https://openalex.org/W2016053209","https://openalex.org/W2020676985","https://openalex.org/W2044793768","https://openalex.org/W2046772481","https://openalex.org/W2051821163","https://openalex.org/W2068745433","https://openalex.org/W2072991174","https://openalex.org/W2100549100","https://openalex.org/W2109151701","https://openalex.org/W2111642997","https://openalex.org/W2132621139","https://openalex.org/W2138959811","https://openalex.org/W2161903344","https://openalex.org/W2171185835","https://openalex.org/W2277352315","https://openalex.org/W3122275628","https://openalex.org/W3124944684","https://openalex.org/W4248841288"],"related_works":["https://openalex.org/W3124616626","https://openalex.org/W3125573662","https://openalex.org/W3140311013","https://openalex.org/W3123672265","https://openalex.org/W4231412345","https://openalex.org/W3125739650","https://openalex.org/W2382905498","https://openalex.org/W1585941908","https://openalex.org/W3022460320","https://openalex.org/W2029226820"],"abstract_inverted_index":{"Based":[0],"on":[1],"cluster":[2],"analysis,":[3],"a":[4,29,39,47],"novel":[5],"method":[6],"is":[7,20,49],"introduced":[8],"in":[9],"this":[10,56],"paper":[11],"to":[12,22,31,51],"generate":[13],"multistage":[14],"scenarios.":[15],"A":[16],"linear":[17,42],"programming":[18,44],"model":[19],"proposed":[21],"exclude":[23],"the":[24,32,53],"arbitrage":[25],"opportunity":[26],"by":[27],"appending":[28],"scenario":[30,34,57],"generated":[33],"set.":[35],"By":[36],"means":[37],"of":[38,55],"cited":[40],"stochastic":[41],"goal":[43],"portfolio":[45],"model,":[46],"case":[48],"given":[50],"exhibit":[52],"virtues":[54],"generation":[58],"approach.":[59]},"counts_by_year":[{"year":2021,"cited_by_count":1},{"year":2018,"cited_by_count":1},{"year":2013,"cited_by_count":2}],"updated_date":"2026-04-05T17:49:38.594831","created_date":"2025-10-10T00:00:00"}
