Books in Decision sciences

Our Decision Sciences titles care essential reading for students and professionals, and cover key topics in decision support systems, and global logistics, among other areas of research and practice

Books Journals

Modelling Stock Market Volatility

1st Edition
November 4, 1996
Peter H. Rossi
English
eBook
9 7 8 0 0 8 0 5 1 1 8 7 0

This essay collection focuses on the relationship between continuous time models and Autoregressive Conditionally Heteroskedastic (ARCH) models and applications. For the first time, Modelling Stock Market Volatility provides new insights about the links between these two models and new work on practical estimation methods for continuous time models. Featuring the pioneering scholarship of Daniel Nelson, the text presents research about the discrete time model, continuous time limits and optimal filtering of ARCH models, and the specification and estimation of continuous time processes. This work will lead to a rapid growth in their empirical application as they are increasingly subjected to routine specification testing.

Submodular Functions and Optimization

1st Edition
Volume 47
January 24, 1991
S. Fujishige
English
eBook
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The importance of submodular functions has been widely recognized in recent years in combinatorial optimization. This is the first book devoted to the exposition of the theory of submodular functions from an elementary technical level to an advanced one. A unifying view of the theory is shown by means of base polyhedra and duality for submodular and supermodular systems. Among the subjects treated are: neoflows (submodular flows, independent flows, polymatroidal flows), submodular analysis (submodular programs, duality, Lagrangian functions, principal partitions), nonlinear optimization with submodular constraints (lexicographically optimal bases, fair resource allocation). Special emphasis is placed on the constructive aspects of the theory, which lead to practical, efficient algorithms.

Fuzzy Sets in Psychology

1st Edition
Volume 56
September 1, 1988
T. Zetenyi
English
eBook
9 7 8 0 0 8 0 8 6 7 1 0 6

This volume provides an up-to-date picture of the current status of theoretical and empirical developments in the application of fuzzy sets in psychology. Fuzzy set theory could benefit researchers in at least two ways: first, as a metaphor or model for ordinary thought, and secondly, as an aid to data analysis and theory construction. One can find examples for both kinds in the volume, which will be of interest both to the advanced student in the field as well as to anyone possessing a basic scientific background.

Handbook of Econometrics

1st Edition
Volume 2
November 1, 1984
Z. Griliches + 1 more
English
Hardback
9 7 8 0 4 4 4 8 6 1 8 6 3

The Handbook is a definitive reference source and teaching aid for econometricians. It examines models, estimation theory, data analysis and field applications in econometrics. Comprehensive surveys, written by experts, discuss recent developments at a level suitable for professional use by economists, econometricians, statisticians, and in advanced graduate econometrics courses.For more information on the Handbooks in Economics series, please see our home page on http://www.elsevier....

Handbook of Econometrics

1st Edition
Volume 1
November 1, 1983
M.D. Intriligator + 1 more
English
Hardback
9 7 8 0 4 4 4 8 6 1 8 5 6

Stochastic Methods in Economics and Finance

1st Edition
Volume 17
December 1, 1981
A.G. Malliaris + 1 more
English
Hardback
9 7 8 0 4 4 4 8 6 2 0 1 3

Theory and application of a variety of mathematical techniques in economics are presented in this volume. Topics discussed include: martingale methods, stochastic processes, optimal stopping, the modeling of uncertainty using a Wiener process, Itô's Lemma as a tool of stochastic calculus, and basic facts about stochastic differential equations. The notion of stochastic ability and the methods of stochastic control are discussed, and their use in economic theory and finance is illustrated with numerous applications. The applications covered include: futures, pricing, job search, stochastic capital theory, stochastic economic growth, the rational expectations hypothesis, a stochastic macroeconomic model, competitive firm under price uncertainty, the Black-Scholes option pricing theory, optimum consumption and portfolio rules, demand for index bonds, term structure of interest rates, the market risk adjustment in project valuation, demand for cash balances and an asset pricing model.

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Books in Decision sciences

Modelling Stock Market Volatility

Submodular Functions and Optimization

Fuzzy Sets in Psychology

Handbook of Econometrics

Handbook of Econometrics

Stochastic Methods in Economics and Finance

Related subjects