智叟王铮分享 http://blog.sciencenet.cn/u/王铮 中国科学院政策与管理科学研究所研究员兼华东师大、中国科大教授

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计算管理科学丛书出版中

已有 5096 次阅读 2014-4-19 17:26 |个人分类:为科学而科学|系统分类:科研笔记| 计算管理科学

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)

Introduction

引言

BackgroundTheory

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

Non-Dyadic Wavelet Analysis

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)

PortfolioManagement

资产组合管理

HeuristicOptimization

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

ConcludingRemarks

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

Numerical Solutions to Lump-Sum Pension Fund Problems That Can YieldLeft-Skewed Fund Return Distributions

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

Reliability Index

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

Two Approximations as a Basis for the Optimization of Productionin Unreliable Markovian Long Transfer Lines

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)

Introduction

引言

LiteratureReview

文献综述

Elementsof Optimal Control

最有控制要素

TheModel

模型

Full-Observation Case

全部观测案例

Partial Observation Case

部分观测案例

Numerical Approaches

数值方法

Simulation Experiments

模拟实验

Conclusions结论

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

Comparison of the Predictivity of a Neural Network withBackpropagation with Those Using Linear Regression, Logistic and A.I.D. Methodsfor Direct Marketing Scoring

用反向传播神经网络、线性回归,LogisticAID进行评分的方法比较

Comparison of Discriminant Analysis and Neural NetworksApplication for the Detection of Company Failures

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

A Statistical Methodology for Specifying Neural Network Models:Application to the Identification of Cross-Selling Opportunities

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

Learninghow to regulate a polluter with unknown characteristics: An application ofgenetic algorithms to a game of dynamic pollution control

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

Time Varying Risk Premia

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

Stochastic Lotka-Volterra Systems of Competing Auto-CatalyticAgents Lead Generically to Truncated Pareto Power Wealth Distribution,Truncated Levy-Stable Intermittent Market Returns, Clustered Volatility, Boomsand Crashes

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

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

AreNeural Network and Econometric Forecasts Good for Trading? Stochastic VarianceModels as a Filter Rule

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

Multi-Scale Analysis of Time Series Based on a Neuro-Fuzzy-ChaosMethodology Applied to Financial Data

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

Exchange Rate Trading Using aFast Retraining Procedure for Generalised Radial Basis Function Networks

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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