Hidden Markov Models in Finance

Hidden Markov Models in Finance

ID:39221700

大小:2.32 MB

页数:202页

时间:2019-06-27

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1、HiddenMarkovModelsinFinanceRecenttitlesintheINTERNATIONALSERIESINOPERATIONSRESEARCH&MANAGEMENTSCIENCEFrederickS.Hillier,SeriesEditor,StanfordUniversityGass&Assad/ANANNOTATEDTIMELINEOFOPERATIONSRESEARCH:AnInformalHistoryGreenberg/TUTORIALSONEMERGINGMETHODOLOGIESANDAPPLICATI

2、ONSINOPERATIONSRESEARCHWeber/UNCERTAINTYINTHEELECTRICPOWERINDUSTRY:MethodsandModelsforDecisionSupportFigueira,Greco&Ehrgott/MULTIPLECRITERIADECISIONANALYSIS:StateoftheArtSurveysReveliotis/REAL-TIMEMANAGEMENTOFRESOURCEALLOCATIONSSYSTEMS:ADiscreteEventSystemsApproachKall&May

3、er/STOCHASTICLINEARPROGRAMMING:Models,Theory,andComputationSethi,Yan&Zhang/INVENTORYANDSUPPLYCHAINMANAGEMENTWITHFORECASTUPDATESCox/QUANTITATIVEHEALTHRISKANALYSISMETHODS:ModelingtheHumanHealthImpactsofAntibioticsUsedinFoodAnimalsChing&Ng/MARKOVCHAINS:Models,AlgorithmsandApp

4、licationsLi&Sun/NONLINEARINTEGERPROGRAMMINGKaliszewski/SOFTCOMPUTINGFORCOMPLEXMULTIPLECRITERIADECISIONMAKINGBouyssouetal./EVALUATIONANDDECISIONMODELSWITHMULTIPLECRITERIA:SteppingstonesfortheanalystBlecker&Friedrich/MASSCUSTOMIZATION:ChallengesandSolutionsAppa,Pitsoulis&Wil

5、liams/HANDBOOKONMODELLINGFORDISCRETEOPTIMIZATIONHerrmann/HANDBOOKOFPRODUCTIONSCHEDULINGAxsäter/INVENTORYCONTROL,2ndEd.Hall/PATIENTFLOW:ReducingDelayinHealthcareDeliveryJózefowska&W˛eglarz/PERSPECTIVESINMODERNPROJECTSCHEDULINGTian&Zhang/VACATIONQUEUEINGMODELS:TheoryandAppli

6、cationsYan,Yin&Zhang/STOCHASTICPROCESSES,OPTIMIZATION,ANDCONTROLTHEORYAPPLICATIONSINFINANCIALENGINEERING,QUEUEINGNETWORKS,ANDMANUFACTURINGSYSTEMSSaaty&Vargas/DECISIONMAKINGWITHTHEANALYTICNETWORKPROCESS:Economic,Political,Social&TechnologicalApplicationsw.Benefits,Opportunit

7、ies,Costs&RisksYu/TECHNOLOGYPORTFOLIOPLANNINGANDMANAGEMENT:PracticalConceptsandToolsKandiller/PRINCIPLESOFMATHEMATICSINOPERATIONSRESEARCHLee&Lee/BUILDINGSUPPLYCHAINEXCELLENCEINEMERGINGECONOMIESWeintraub/MANAGEMENTOFNATURALRESOURCES:AHandbookofOperationsResearchModels,Algor

8、ithms,andImplementationsHooker/INTEGRATEDMETHODSFOROPTIMIZATIONDawandeetal./THROUGHPUTOPT

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