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最近Springer出版社出版了计算管理科学丛书“Advancesin Computational Management Science”,这里介绍的是丛书目录。它有助于我们理解作为新兴学科 计算管理科学。虽然计算管理科学几乎与管理科学同时出现,但是,计算管理科学的兴起应该以2003年Computational Management Science的出版为标志,这是一个重要的年代。Computational Management Science标志着信息时代计算机文化对管理科学冲击。计算管理科学已经出现就发展在生产管理、企业管理、 环境管理、区域管理与治理,其中区域治理领域的计算管理科学,表现为公共政策模拟,现在形成了数据挖掘、计算运筹、控制问题、政策模拟等诸多分支。在学术上,计算复杂性问题,在有管理科学背景下,往往也可以视为为计算管理科学问题。不过计算复杂性问题,更多属于计算数学,需要协同发展。
以下是Advancesin Computational Management Science目录,中文是我的学生学习翻译的,可能有不够准确的地方,仅供参考。
一、Optimization of Temporal Networks under Uncertainty不确定下时空网络的最优化
Authors:Wolfram Wiesemann
Table of contents (6 chapters)
引言
背景理论
Maximization of the Net Present Value
净现值的最大化
Multi-Objective Optimization via Conditional Value-at-Risk
通过多条件价值风险实现多目标优化
Minimization of Makespan Quantiles
最小化完工时间分位数
Minimization of the Worst-Case Makespan
最小化的最坏情况下的完工时间
二、Optimisation, Econometric andFinancial Analysis最优化、计量经济和金融分析
Editors:Prof. Erricos JohnKontoghiorghes, Dr. Cristian Gatu
Table of contents (12 chapters)
1. OptimisationModels and Methods最优化模型与方法
A Supply Chain Network Perspective for Electric Power Generation,Supply, Transmission, and Consumption
基于供应链的角度看电力能源的生产、供给、传输和消费
Worst-Case Modelling for Management Decisions under Incomplete Information, withApplication to Electricity Spot Markets
不完全信息下管理决策的自救建模,以电力现货市场的应用为例
An Approximate Winner Determination Algorithm for HybridProcurement Mechanisms Logistics
混合采购物流机制中的似得主确定算法
Proximal-ACCPM: A Versatile Oracle Based Optimisation Method
一个多功能基于Oracle的优化方法
A Survey of Different Integer Programming Formulations of theTravelling Salesman Problem
旅行商问题不同整数程式设计的综述
2. EconometricModelling and Prediction计量经济模型与预测
The Threshold Accepting Optimisation Algorithm in Economics andStatistics
在经济学和统计学接受优化算法的阈值
The Autocorrelation Functions in SETARMA Models
SETARMA模型中的自相关函数
Trend Estimation and De-Trending
趋势预测与退势
非二进小波分析
Measuring Core Inflation byMultivariate Structural Time Series Models
通过多变量的结构时间序列模型测量核心通货膨胀
3. FinancialModelling 金融建模
Random Portfolios for Performance Measurement
随机投资组合的绩效评估
Real Options with Random Controls, Rare Events, and Risk-to-Ruin
随机控制、概率事件和风险控制对实物期权
三、Portfolio Management with HeuristicOptimization使用启发式优化算法进行资产组合管理
Authors:Dietmar Maringer
Table of contents (8 chapters)
资产组合管理
启发式优化算法
TransactionCosts and Integer Constraints
交易成本和整数约束
Diversificationin Small Portfolios
小组合中的多元化
CardinalityConstraints for Markowitz Efficient Lines
TheHidden Risk of Value at Risk
风险价值的隐藏风险
FindingRelevant Risk Factors in Asset Pricing
资产定价相关的风险因素
结语
OptimalControl and Dynamic GamesApplicationsin Finance, Management Science and Economics最优控制与动态博弈—在金融、管理科学和经济学中的应用
Editors:Christophe Deissenberg, Richard F. Hartl
Tableof contents (19 chapters)1. Applications toMarketing 应用于市场销售
Advertising Directed Towards Existing and New Customers
广告指向现有和新的客户
Advertisingand Advertising Claims Over Time
广告与广告理赔
2. EnvironmentalApplications 环境应用
Capital Resource Substitution, Overshooting, and SustainableDevelopment
资本资源替代、超调和可持续发展
Hierarchicaland Asymptotic Optimal Control Models for Economic Sustainable Development
经济可持续发展的层次和渐近最优控制模型
CommonProperty Resource and Private Capital Accumulation with Random Jump
公共财产资源及随机跳转的私人资本积累
TransferMechanisms Inducing a Sustainable Forest Exploitation
森林可持续开发利用的转移诱导机制
CharacterizingDynamic Irrigation Policies Via Green’s Theorem
表征动态灌溉政策的威盛格林定理
3. Applications inEconomics and Finance应用于经济和金融
Volatility Forecasts and the Profitability of Automated TradingStrategies
波动性预测和自动交易策略的盈利能力
Two-Part Tariff Pricing in a Dynamic Environment
动态环境中的两部定价
产生左偏基金回报分布的退休基金问题的数值解
Differentiated Capital and the Distribution of Wealth
差异化的资本和财富的分配
Optimal Firm Contributions to Open Source Software
最优企业对开源软件的贡献
4. Production,Maintenance and Transportation生产、维护和运输
The Impact of Dynamic Demand and Dynamic Net Revenues on FirmClockspeed
动态需求和动态净营收比例对企业脉动速度的影响
Hibernation Durations for Chain of Machines with Maintenance underUncertainty
不确定条件下机器维护链的休眠持续时间
Self-Organized Control of Irregular or Perturbed Network Traffic
不规则或扰动网络流量的自组织控制
A Stochastic Optimal Control Policy for A Manufacturing System onA Finite Time Horizon
在有限时间范围制造系统的随机最优控制策略
On A State-Constrained Control Problem in Optimal Production andMaintenance
在国家约束控制问题中的最优生产和维护
5. MethodologicalAdvances方法学进展
可靠性指数
The Direct Method for A Class of Infinite Horizon Dynamic Games
一类无限界动态博弈的直接方法
四、ConnectionistApproaches in Economics and Management Sciences经济学和管理科学中的联结方法
Editors:Cédric Lesage, Marie Cottrell
Tableof contents (12 chapters)1. Advances inConnectionist Approaches in Economics and Management Sciences经济学和管理学中联结方法进展
Evolution of complex economic systems and uncertain information
复杂经济系统和不确定信息的演变
Possibilisticcase-based decisions
基于案例的能度决策
Introductionto multilayer perceptron and hybrid hidden Markov models
多层感知器和混合隐马尔可夫模型介绍
Issuesand dilemmas in cognitive economics
认知经济的问题和困境
2. Applications inEconomics and Management Sciences经济学和管理科学的应用
Working times in atypical forms of employment: the special case ofpart-time work
非典型的就业形式工作时间:兼职工作的特例
Work and employment policies in French establishments in 1998
法国1998年的工作场所和就业政策
Measuring and optimizing the validity of Means-End data
测量和优化数据的有效性
Synergy modelling and financial valuation: the contribution ofFuzzy Integrals
协同建模和财务估值:模糊积分的贡献
Mechanisms of discipline and corporate performance: Evidence fromFrance
纪律和企业绩效的机制:法国案例
Approximation by radial basis function networks
径向基函数网络的逼近
The dynamics of the term structure of interest rates: an IndependentComponent Analysis
利率期限结构的动态变化:独立成分分析
Classifying hedge funds with Kohonen maps: A first attempt
判断对冲基金与Kohonen图:首次尝试
五、Decision& Control in Management Science管理科学的决策与控制Essaysin Honor of Alain Haurie
Editors:Georges Zaccour
ISBN: 978-1-4419-4995-0 (Print) 978-1-4757-3561-1 (Online)
Tableof contents (22 chapters)1. Dynamical Systemsand Optimization
Time, Risk and Conflicts in Economics and Management Science: A Story About Turnpikes
在经济与管理科学中的时间,风险和冲突:以收费公路为例
Jump linear System with Time-Delay: Stability, Stabilization, H∞ Control and Their Robustness
时滞的跳变线性系统:稳定性,镇定,H∞控制及其鲁棒性
On Impulsive Ordinary and Delay Differential Equations
普通脉冲和时滞微分方程
On Direct Extremization of a Class of Integrals
一类积分的直接?
On Optimal Policies of Multichain Finite State Compact ActionMarkov Decision Processes
对多链有限状态马尔可夫决策过程的最优策略
A Bilevel Programming Approach to Optimal Price Setting
最优价格设定的双层规划方法
2. Energy andEnvironmental Modeling能源与环境建模
Swiss Policy Options To Curb CO2 Emissions: Insights From GEM-E3 Switzerland
瑞士遏制二氧化碳排放的政策选择:来自GEM-E3瑞士的观点
Hydro-Québec Reservoir Management with Wind Energy — The ModellingApproach
魁北克水电水库管理与风能- 模型方法
Using Advanced Technology-Rich Models for Regional And GlobalEconomic Analysis of GHG Mitigation
采用改进的技术模型对全球和区域温室气体减排的经济分析
3. Finance andEconomics金融与经济
Partial Hedging for Options Based on Extreme Values and PassageTimes
基于极值和通道时报的局部对冲选项
A Continuous Minimax Problem and its Application to InflationTargeting
一个连续的极值问题及其对通货目标的应用
Equilibrium Asset Price Dynamics with Holding-Term Switching
长期持有交换下资产价格动态均衡
4. Production and IndustrialSystems生产与工业系统
Average-Cost Optimality of a Base-Stock Policy for a Multi-ProductInventory Model with Limited Storage
库存有限状态下,多产品库存清单模型中成本最优的基本库存策略
Industrial Applications of the Variable Neighborhood SearchMetaheuristic
可变邻域搜索启发式在工业中的应用
在不可靠马氏长链中优化生产的两个近似
An Industrial Cutting Stock Problem
工业减存问题
Lotstreaming Single Product in 3-Machine No-Wait Flow-Shops
?
5. Game Theory博弈论
Uniqueness of Normalized Nash Equilibrium for a Class of GamesWith Strategies in Banach Spaces
Banach空间中归一化纳什均衡唯一策略
Time Consistency in Cooperative Differential Games
合作微分对策的时间一致性
Approximate Solutions and α-Well-Posedness for VariationalInequalities and Nash Equilibria
变分不等式和纳什均衡下的近似解和α-适定性
Government and Opposition Weighted Majority Games: An Analysis ofthe Italian Political Situation
政府和反对派的多数游戏:意大利政治状况分析
Horizontal Strategic Interactions in Franchising
特许经营水平下的战略互动
六、Optimal Control and Differential Games最优控制与微分博弈Essays in Honor of Steffen Jørgensen
Editors:Georges Zaccour
Table of contents (13 chapters)1. OptimalControl最优控制
Skiba Thresholds in Optimal Control of Illicit Drug Use
斯基巴阈值在最优控制非法药物使用中的运用
A Capital Accumulation Model with Debt Financing: The SteigumModel Revisited
资本积累模型与债务融资:Steigum模型修正
Turnpikes in Multi-Discount Rate Environments and Gcc PolicyEvaluation
多贴现率环境和GCC政策评估下的收费公路
An Ethical Behavior Interpretation of Optimal Control
最优控制的道德行为解读
From Love Dynamics to Relationship Marketing: The Case of LinearPartners
从动态洗好到关系营销:以线性合作为例
Existence and Characterization of Time-Consistent Monetary PolicyRules
时间一致的货币政策规则的存在性与表征
2. DifferentialGames微分博弈
Dynamic Oligopolistic Competition and Quasi-Competitive Behavior
动态寡头垄断竞争和准竞争行为
Recent Studies on Incentive Design Problems in Game Theory andManagement Science
博弈论和管理科学中激励设计问题的近期研究
Computation of Markov Perfect Nash Equilibria withoutHamilton—Jacobi—Bellman Equations
不包含汉密尔顿 - 雅可比 - 贝尔曼方程的马尔科夫完美纳什均衡计算
Foreign Direct Investment and Localized Technological Spillovers
外商直接投资和本地化技术的溢出
Impact of Retailer’s Myopia on Channel’s Strategies
零售商短视对渠道战略的影响
Common Property Resource and Private Capital Accumulation
公共财产资源及私人资本积累
Pricing of Natural Resource under a Randomly Furcating Environment
自然资源在随机飘动环境下的定价
七、Optimal Control of Credit Risk最优控制与信用风险
Authors:Didier Cossin, Felipe M. Aparicio
Table of contents (10 chapters)
引言
文献综述
最有控制要素
模型
全部观测案例
部分观测案例
数值方法
模拟实验
Appendix: Practical Cases附录:应用案例
八、Bio-MimeticApproaches in Management Science仿生方法在管理学中的应用
Editors:Jacques-Marie Aurifeille, Christophe Deissenberg
Tableof contents (13 chapters)
The Potential of Neural Networks Evaluated Within a Taxonomy ofMarketing Applications
神经网络在市场推广应用分类中的潜力评估
Complexity Control and Generalization in Multilayer Perceptrons
控制复杂化和泛化的多层感知器
Application of Neural Networks to Bond Rating and House Pricing
神经网络在债券评级和定价中的应用
Connexionist Approach and Corporate Distress Diagnosis
联结方法与企业困境预警
用反向传播神经网络、线性回归,Logistic和AID进行评分的方法比较
判别分析和神经网络在公司故障检测应用中的比较
Using Artificial Neural Nets to Specify and Estimate AggregateReference Price Models
利用人工神经网络来指定和总结评估参考价模型
Towards Connectionist Merchandising: A Conceptual and OperationalDefinition
联结营销:概念和操作定义
指定神经网络模型的统计方法:交叉销售机会的识别应用
Optimization by a Genetic Algorithm of Stochastic Linear Models ofTime Series
通过优化的时序随机模型下的遗传算法
ABio-Mimetic Clusterwise Regression Algorithm for Consumer Segmentation
细分消费者的生物仿生集群智慧回归算法
HybridGenetic Learning of Hidden Markov Models for Time Series Prediction
隐马尔可夫模型进行时间序列预测的混合遗传学习
学习如何管理具有未知特征的污染源:遗传算法动态控制污染中的应用
九、DecisionTechnologies for Computational Finance计算金融学中的决策技术Proceedingsof the fifth International Conference Computational Finance
Editors:Apostolos-Paul N. Refenes, Andrew N. Burgess, John E. Moody
Tableof contents (39 chapters)1. Market Dynamicsand Risk 市场动态与风险
Pitfalls and Opportunities in the Use of Extreme Value Theory inRisk Management
极值理论在风险管理中使用的误区与机会
Stability Analysis and Forecasting Implications
稳定性分析和预警的影响
随时间变化的风险溢价
A Data Matrix to Investigate Independence, Overreaction and/orShock Persistence in Financial Data
财务数据矩阵,用于独立性、过度反应和持久性冲击调查
Forecasting High Frequency Exchange Rates UsingCross-Bicorrelations
用交叉互相关预测高频汇率
2. Trading andArbitrage Strategies交易与套利策略
Controlling Nonstationarity in Statistical Arbitrage Using aPortfolio of Cointegration Models
利用协整模型的投资组合控制非平稳的统计套利
Nonparametric Tests for Nonlinear Cointegration
非参数检验非线性协整
Comments on “A Nonparametric Test For Nonlinear Cointegration” ByJörg Breitung
对“非参数检验非线性协整”的评论
Reinforcement Learning for Trading Systems and Portfolios:Immediate vs Future Rewards
强化学习交易系统和投资组合:当下与未来的报酬
An Evolutionary Bootstrap Method for Selecting DynamicTrading Strategies
用进化Bootstrap方法选择动态交易策略
Discussion of “An Evolutionary Bootstrap Method for SelectingDynamic Trading Strategies”
对“用进化Bootstrap方法选择动态交易策略”的讨论
Multi-Task Learning in a Neural Vector Error Correction Approachfor Exchange Rate Forecasting
多任务学习中用神经向量误差修正方法预测汇率
Selecting Relative-Value Stocks with Non Linear Cointegration
用非线性协整选择相对价值股
3. VolatilityModeling and Option Pricing波动率建模与期权定价
Option Pricing with Neural Networks and a Homogeneity Hint
期权定价的神经网络和同质提示
Bootstrapping Garch(1,1) Models
Bootstrapping Garch(1,1)模型
Using Illiquid Option Prices to Recover Probability Distributions
使用非流通股权价格恢复概率分布
Modeling Financial Time Series Using State Space Models
使用状态空间模型建立金融时间序列模型
ForecastingProperties of Neural Network Generated Volatility Estimates
预测神经网络产生的波动率属性
Interest Rates Structure Dynamics: A Non Parametric Approach
利率结构动力学:一种非参数的方法
StateSpace Arch: Forecasting Volatility with a Stochastic Coefficient Model
4. TermStructure and Factor Models期限结构和因子模型
Empirical Analysis of theAustralian and Canadian Money Market Yield Curves: Results Using Panel Data
澳大利亚和加拿大货币市场收益率曲线的实证分析:使用面板数据的结果
Time-Varying FactorSensitivities in Equity Investment Management
股权投资管理中随时间变化的因素敏感度
Discovering Structure inFinance Using Independent Component Analysis
使用独立成分分析发现金融结构
Fitting No Arbitrage TermStructure Models Using a Regularisation Term
拟合无套利期限结构模型
Quantification of SectorAllocation at the German Stock Market
在德国股市定量化行业分布
5. Corporate Distress Models企业危机预警模型
Predicting Corporate Financial Distress Using Quantitative andQualitative Data: A Comparison of Standard and Collapsible Neural Networks
预测公司财务困境的定量和定性数据:标准和可折叠神经网络的比较
Credit Assessment Using Evolutionary MLP Networks
利用演化的MLP网络信用评估
Exploring Corporate Bankruptcy with Two-Level Self-Organizing Map
用双级自组织映图探索企业破产
The Ex-ante Classification of Takeover Targets Using NeuralNetworks
基于神经网络事前分类收购目标
6. Advances on Methodology—ShortNotes 方法进展
ForecastingNon-Stationary Financial Data with OIIR-Filters and Composed Threshold Models
用OIIR过滤器和组成阈值模型预测非平稳财务数据
PortfolioOptimisation with Cap Weight Restrictions
投资组合优化与盖帽重量限制
神经网络与计量经济预测适合交易吗?将随机方差模型作为过滤规则
Incorporating Prior Knowledge About Financial Markets ThroughNeural Multitask Learning
通过神经多任务学习对已有对金融市场知识进行合并
Predicting Time Series with a Committee of Independent ExpertsBased on Fuzzy Rules
基于模糊规则的时间序列预测
基于神经模糊 - 混沌方法对财务数据时间序列的多尺度分析
On the Market Timing Ability ofNeural Networks: an Empirical Study Testing the Forecasting Performance
神经网络的市场择时能力:预测性能检验的实证研究
Currency Forecasting UsingRecurrent RBF Networks Optimized by Genetic Algorithms
基于遗传优化算法和递归RBF网络方法预测货币
使用快速再培训程序的广义径向基函数网络进行汇价交投
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