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A theory of case-based decisions / Itzhak Gilboa and David Schmeidler
A theory of case-based decisions / Itzhak Gilboa and David Schmeidler
Creatore [Gilboa, Itzhak]
Estensione 1 online resource (x, 199 pages)
Disciplina 658.4/033
Accesso persona Schmeidler, David, 1939-
Genere/Forma Electronic books
Modellen (vorm)
ISBN 0511012950
9780511012952
9780511153303
0511153309
0511119445
9780511119446
9780511493539
0511493533
1280162244
9781280162244
0511012969
9780511012969
0511047819
9780511047817
9780521802345
0521802342
9780521003117
0521003113
Classificazione 85.03
QC 020
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Half-title; Title; Copyright; Dedication; CONTENTS; ACKNOWLEDGMENTS; CHAPTER 1 PROLOGUE; CHAPTER 2 DECISION RULES; CHAPTER 3 AXIOMATIC DERIVATION; CHAPTER 4 CONCEPTUAL FOUNDATIONS; CHAPTER 5 PLANNING; CHAPTE 6 REPEATED CHOICE; CHAPTER 7 LEARNING AND INDUCTION; BIBLIOGRAPHY; INDEX.
Record Nr. NYU-003897966
[Gilboa, Itzhak]  
Materiale a stampa
Lo trovi qui: New York University
Research skills for management studies / Alan Berkeley Thomas
Research skills for management studies / Alan Berkeley Thomas
Creatore [Thomas, Alan (Alan Berkeley)]
Edizione [1st ed.]
Estensione 1 online resource (xvi, 269 pages) : illustrations
Disciplina 658/.007/2
Genere/Forma Electronic books
ISBN 0203006143
9780203006146
0415268990
0415268982
9780415268981
9780415268998
Classificazione 85.03
C93
C93-3
C93-4
QP 300
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Research skills and how to acquire them -- What is research? -- Ways of knowing -- Problem fields -- Problem identification -- Research ethics -- Research strategies: the experiment and survey -- Research strategies: the case study, ethnography and action research -- Data construction by asking questions -- Data construction by making observations -- Data construction by using documents and records -- Data analysis and interpretation -- Writing and publication.
Record Nr. NYU-003866799
[Thomas, Alan (Alan Berkeley)]  
Materiale a stampa
Lo trovi qui: New York University
Nonlinear time series models in empirical finance / Philip Hans Franses, Dick van Dijk
Nonlinear time series models in empirical finance / Philip Hans Franses, Dick van Dijk
Creatore [Franses, Philip Hans, 1963-]
Estensione 1 online resource (xvi, 280 pages) : illustrations
Disciplina 332/.01/5118
Accesso persona Dijk, Dick van.
Genere/Forma Electronic books
ISBN 0511011008
9780511011009
0511118279
9780511118272
9780511754067
051175406X
9780511049323
0511049323
0511152175
9780511152177
0521779650
9780521779654
9780521770415
0521770416
Classificazione 85.03
MAT 634f
MAT 902f
QH 237
WIR 522f
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto 1. Introduction -- 2. Some concepts in time series analysis -- 3. Regime-switching models for returns -- 4. Regime-switching models for volatility -- 5. Artificial neural networks for returns -- 6. Conclusions.
Record Nr. NYU-003174894
[Franses, Philip Hans, 1963-]  
Materiale a stampa
Lo trovi qui: New York University
Stochastic volatility : selected readings / edited by Neil Shephard
Stochastic volatility : selected readings / edited by Neil Shephard
Estensione 1 online resource (viii, 525 pages) : illustrations.
Disciplina 519.2/3
Accesso persona Shephard, Neil
Genere/Forma Electronic books
ISBN 9781429469364
1429469366
9780191531422
0191531421
0199257205
0199257191
9780199257195
9780199257201
9786610845767
661084576X
Classificazione 85.03
85.33
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Part I. Model building -- 1. A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices / Peter K. Clark -- 2. Financial Returns Modelled by the Product of Two Stochastic Processes : A Study of Daily Sugar Prices, 1961-79 / Stephen J. Taylor -- 3. The Behavior of Random Variables with Nonstationary Variance and the Distribution of Security Prices / Barr Rosenberg -- 4. The Pricing of Options on Assets with Stochastic Volatilities / John Hull and Alan White -- 5. The Dynamics of Exchange Rate Volatility : A Multivariate Latent Factor Arch Model / Francis X. Diebold and Marc Nerlove -- 6. Multivariate Stochastic Variance Models / Andrew Harvey, Esther Ruiz and Neil Shephard -- 7. Stochastic Autoregressive Volatility : A Framework for Volatility Modeling / Torben G. Andersen -- 8. Long Memory in Continuous-time Stochastic Volatility Models / Fabienne Comte and Eric Renault -- Part II. Inference -- 9. Bayesian Analysis of Stochastic Volatility Models / Eric Jacquier, Nicholas G. Polson and Peter E. Rossi -- 10. Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models / Sangjoon Kim, Neil Shephard and Siddhartha Chib -- 11. Estimation of Stochastic Volatility Models with Diagnostics / A. Ronald Gallant, David Hsieh and George Tauchen -- Part III. Option pricing -- 12. Pricing Foreign Currency Options with Stochastic Volatility / Angelo Melino and Stuart M. Turnbull -- 13. A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options / Steven L. Heston -- 14. A Study Towards a Unified Approach to the Joint Estimation of Objective and Risk Neutral Measures for the Purpose of Options Valuation / Mikhail Chernov and Eric Ghysels -- Part IV. Realised variation -- 15. The Distribution of Realized Exchange Rate Volatility / Torben G. Andersen [and others] -- 16. Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models / Ole E. Barndorff-Nielsen and Neil Shephard.
Record Nr. NYU-003350305
Materiale a stampa
Lo trovi qui: New York University
Intelligent decision technologies [electronic resource] : proceedings of the 4th International Conference on Intelligent Decision Technologies (IDT' 2012). Volume 1 / Junzo Watada [and others] (eds.).
Intelligent decision technologies [electronic resource] : proceedings of the 4th International Conference on Intelligent Decision Technologies (IDT' 2012). Volume 1 / Junzo Watada [and others] (eds.).
Creatore [KES International.Symposium on Intelligent Decision Technologies (4th : 2012 : Gifu-shi, Japan)]
Estensione 1 online resource (xv, 542 pages) : color portraits.
Disciplina 658.4/030285
Accesso persona Watada, J. (Junzo)
Genere/Forma Electronic books
Conference papers and proceedings
Soggetto non controllato Engineering
Artificial intelligence
Computational Intelligence
ISBN 9783642299773
3642299776
3642299768
9783642299766
Classificazione 54.72
85.03
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Part 1. Methodologies of Intelligent Decision Technology -- Compromise Decision-Making Model to Recover Emergency Logistics Network / Yiping Jiang and Lindu Zhao -- A Decision Table Method for Randomness Measurement / Nawaf Alkharboush and Yuefeng Li -- A Descriptor-Based Division Chart Table in Rough Non-deterministic Information Analysis / Hiroshi Sakai, Hitomi Okuma, Mao Wu and Michinori Nakata -- A Method of Internet-Analysis by the Tools of Graph Theory / Sergii V. Kavun, Irina V. Mykhalchuk, Nataliya I. Kalashnykova and Oleksandr G. Zyma -- A Multi-agent Decision Support System for Path Planning under Reciprocal Constraints / Miri Weiss-Cohen, Gideon Avigad and Erella Eisenstadt -- A New Way to Make Decisions with Paired Comparisons / Youichi Iida -- A Stackelberg Location on a Network with Fuzzy Random Demand Quantities Using Possibility Measure / Takeshi Uno, Hideki Katagiri and Kosuke Kato -- A Structural Analysis Based on Similarity between Fuzzy Clusters and Its Application to Evaluation Data / Ryunosuke Chiba, Toshiaki Furutani and Mika Sato-Ilic -- A Study of Maslow's Hierarchy of Needs and Decision-Making / Hiroyuki Kishi, Koji Ito, Shin Sugiura and Eizo Kinoshita -- Adjustment Mechanism of Concurrent Convergence Method Models / Shin Sugiura and Eizo Kinoshita -- An Alternative View of Uncertainty in Bilateral Bargaining Models with Incomplete Information / Javier González and Vitaliy V. Kalashnikov.
An Interactive Fuzzy Satisficing Method for Multiobjective Stochastic Linear Programming Problems Considering Both Probability Maximization and Fractile Optimization / Hitoshi Yano -- Assignment Problem Based on Mathematical Formation of Consensus / Hiroaki Ishii and Yung-Lung Lee -- Bilevel Toll Optimization Problems: A Heuristic Algorithm Based Upon Sensitivity Analysis / Nataliya I. Kalashnykova, Vyacheslav V. Kalashnikov and Roberto C. Herrera Maldonado -- Building a Type II Fuzzy Qualitative Regression Model / Yicheng Wei and Junzo Watada -- Building Fuzzy Random Autoregression Model and Its Application / Lu Shao, You-Hsi Tsai, Junzo Watada and Shuming Wang -- Building Linguistic Random Regression Model and Its Application / Sha Li, Shinya Imai and Junzo Watada -- Classifying Attributes with Game-Theoretic Rough Sets / Nouman Azam and JingTao Yao -- Context-Based Decision Support for Energy Efficiency and Emissions Trading in Industry: The LifeSaver Approach / Rui Neves-Silva, Maria Marques, Ana Rita Campos, Christian Wolff and Boris Sucic -- Entropy Model of a Fuzzy Random Portfolio Selection Problem / Takashi Hasuike and Hideki Katagiri -- Formalization of Decentralized Cooperation Model for Disaster Simulation / Bipin Khanal, Nobuhiro Ito, Kazunori Iwata and Naohiro Ishii -- Fuzzy Decision Making Model for Human Fall Detection and Inactivity Monitoring / Marina V. Sokolova and Antonio Fernández-Caballero.
Interactive Approach for Random Fuzzy Two-Level Programming Problems through Fractile Criterion Optimization under Possibility / Shimpei Matsumoto, Kosuke Kato and Hideki Katagiri -- Main Branch Decision Tree Algorithm for Yield Enhancement with Class Imbalance / Chia-Yu Hsu, Chen-Fu Chien and Yai-Chun Lai -- Medical Discriminant Analysis by Modular Fuzzy Model / Hirosato Seki and Toshihiko Watanabe -- Normalization Method Based on Dummy Alternative with Perfect Evaluation Score in AHP and ANP / Kazutomo Nishizawa -- Performance Evaluation of SIRMs Models for Classification Problems / Tomoharu Nakashima and Hirosato Seki -- Ranking Alternatives under FWA by Riemann Integral Based Mean of Removals / Ta-Chung Chu and Sophy Lach -- Representation and Evaluation of Granular Systems / Marcin Szczuka and Dominik Ślęzak -- Similarity Analysis Based on the Weighted Moving Window for Tissue Characterization of Plaque in Coronary Arteries / Gancho Vachkov and Eiji Uchino -- Simultaneous Optimization of Customer Satisfaction and Cost Function by Nature Inspired Computing / János Botzheim and Péter Földesi -- Super Pairwise Comparison Matrix in the Multiple Dominant AHP / Takao Ohya and Eizo Kinoshita -- Visualization of Rules in Rule-Based Classifiers / Susanne Bornelöv, Stefan Enroth and Jan Komorowski.
Part 2. Applications of Intelligent Decision Technology -- A Dynamic Programming Decision-Making Model of Investment Policy for Unconventional Oil Exploitation / Jinfeng Sun and Xiangpei Hu -- A Proposal of Farmers Information System for Urban Markets / Tomoko Kashima, Shimpei Matsumoto, Hiroshi Iseda and Hiroaki Ishii -- An Approach to the Real-Time Risk Analysis for Hazardous Material Transportation / Linlin Liu, Lijun Sun, Jianming Li, Chao Li and Xiangpei Hu -- An Intelligent Agent Framework to Manage Web Services Security / Bala M. Balachandran, Dharmendra Sharma and Chris Peiris -- Application of Decision Rules, Generated on the Basis of Local Knowledge Bases, in the Process of Global Decision-Making / Małgorzata Przybyła-Kasperek and Alicja Wakulicz-Deja -- Application of the Cournot and Stackelberg Mixed Duopoly Models for Mexican Real Estate Market / Vitaliy V. Kalashnikov, Daniel Flores Curiel and Javier González -- Bayesian Network Based Prediction Algorithm of Stock Price Return / Yi Zuo, Masaaki Harada, Takao Mizuno and Eisuke Kita -- Building a Decision Support Tool for Taiwan's National Health Insurance Data -- An Application to Fractures Study / Chien-Lung Chan, Phan Dinh Van and Nan-Ping Yang -- Case of Process Mining from Business Execution Log Data / Joonsoo Bae and Young Ki Kang.
Consistent Conjectures in Mixed Oligopoly with Discontinuous Demand Function / Nataliya I. Kalashnykova, Vyacheslav V. Kalashnikov and Mario A. Ovando Montantes -- Convergence Properties of Criteria Weights of Dominant AHP with Solving Equations of Interchangeability / Takafumi Mizuno, Shin Sugiura and Eizo Kinoshita -- Decision Making on the Optimization of Budget Allocation for Safety / Yuji Sato -- Derivations of Factors Influencing the Technology Acceptance of Smart TV by Using the DEMATEL Based Network Process / Chi-Yo Huang, Yu-Wei Liu and Gwo-Hshiung Tzeng -- Designing a Rule Based Expert System for Selecting Pavement Rehabilitation Treatments Using Rough Set Theory / Ehsan Akhlaghi and Farshid Abdi -- Detection of Comoving Groups in a Financial Market / Takeo Yoshikawa, Takashi Iino and Hiroshi Iyetomi -- Develop an Intelligence Analysis Tool for Abdominal Aortic Aneurysm / Nan-Chen Hsieh, Jui-Fa Chen and Hsin-Che Tsai -- Developing Marketing Strategies Based on Taste Analysis of Mineral Water / Le Yu, Junzo Watada and Munenori Shibata -- Estimation of Subjective Stress via Simplified Biosignal Measurement / Yoshihito Maki, Genma Sano, Yusuke Kobashi, Tsuyoshi Nakamura and Masayoshi Kanoh, et al. -- Evaluating Cloud Computing Based Telecommunications Service Quality Enhancement by Using a New Hybrid MCDM Model / Chi-Yo Huang, Pei-Chu Hsu and Gwo-Hshiung Tzeng.
Record Nr. NYU-004375344
[KES International.Symposium on Intelligent Decision Technologies (4th : 2012 : Gifu-shi, Japan)]  
Materiale a stampa
Lo trovi qui: New York University
Computational financial mathematics using Mathematica : optimal trading in stocks and options / Srdjan Stojanovic
Computational financial mathematics using Mathematica : optimal trading in stocks and options / Srdjan Stojanovic
Creatore [Stojanovic, Srdjan]
Estensione 1 online resource (xi, 481 pages) : illustrations
Disciplina 332.63/2042
Genere/Forma Electronic books
ISBN 9781461200437
1461200431
0817641971
9780817641979
3764341971
9783764341978
9781461265863
146126586X
Classificazione 85.03
85.33
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto 0 Introduction -- 0.1 Audience, Highlights, Agenda -- 0.2 Software Installation -- 0.3 Acknowledgments -- Chapter1 Cash Account Evolution -- 1.1 Symbolic Solutions of ODEs -- 1.2 Numerical Solutions of ODEs -- 2 Stock Price Evolution -- 2.1 What are Stocks? -- 2.2 Stock Price Modeling: Stochastic Differential Equations -- 2.3 Itô Calculus -- 2.4 Multivariate and Symbolic Itô Calculus -- 2.5 Relationship Between SDEs and PDEs -- 3 European Style Stock Options -- 3.1 What Are Stock Options? -- 3.2 Black-Scholes PDE and Hedging -- 3.3 Solving Black-Scholes PDE Symbolically -- 3.4 Generalized Black-Scholes Formulas: Time-Dependent Data -- 4 Stock Market Statistics -- 4.1 Remarks -- 4.2 Stock Market Data Import and Manipulation -- 4.3 Volatility Estimates: Scalar Case -- 4.4 Appreciation Rate Estimates: Scalar Case -- 4.5 Statistical Experiments: Bayesian and Non-Bayesian -- 4.6 Vector Basic Price Model Statistics -- 4.7 Dynamic Statistics: Filtering of Conditional Gaussian Processes -- 5 Implied Volatility for European Options -- 5.1 Remarks -- 5.2 Option Market Data -- 5.3 Black-Scholes Theory vs. Market Data: Implied Volatility -- 5.4 Numerical PDEs, Optimal Control, and Implied Volatility -- 6 American Style Stock Options -- 6.1 Remarks -- 6.2 American Options and Obstacle Problems -- 6.3 General Implied Volatility for American Options -- 7 Optimal Portfolio Rules -- 7.1 Remarks -- 7.2 Utility of Wealth -- 7.3 Merton's Optimal Portfolio Rule Derived and Implemented -- 7.4 Portfolio Rules under Appreciation Rate Uncertainty -- 7.5 Portfolio Optimization under Equality Constraints -- 7.6 Portfolio Optimization under Inequality Constraints -- 8 Advanced Trading Strategies -- 8.1 Remarks -- 8.2 Reduced Monge -- Ampere PDEs of Advanced Portfolio Hedging -- 8.3 Hypoelliptic Obstacle Problems in Optimal Momentum Trading.
Record Nr. NYU-004614937
[Stojanovic, Srdjan]  
Materiale a stampa
Lo trovi qui: New York University
Tools for computational finance / Rüdiger Seydel
Tools for computational finance / Rüdiger Seydel
Creatore [Seydel, R. (Rüdiger), 1947-]
Estensione 1 online resource (xii, 224 pages).
Disciplina 332/.01/5195
Genere/Forma Electronic books
ISBN 9783662047118
366204711X
354043609X
9783540436096
Classificazione 85.03
85.33
17
QK 660
SK 980
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto 1 Modeling Tools for Financial Options -- 2 Generating Random Numbers with Specified Distributions -- 3 Numerical Integration of Stochastic Differential Equations -- 4 Finite Differences and Standard Options -- 5 Finite-Element Methods -- 6 Pricing of Exotic Options -- Appendices -- Al Financial Derivatives -- A2 Essentials of Stochastics -- A3 The Black-Scholes Equation -- A4 Numerical Methods -- A6 Function Spaces -- A7 Complementary Formula -- References.
Record Nr. NYU-004617369
[Seydel, R. (Rüdiger), 1947-]  
Materiale a stampa
Lo trovi qui: New York University
Planning, Design, and Analysis of Cellular Manufacturing Systems
Planning, Design, and Analysis of Cellular Manufacturing Systems
Creatore [Kamrani, A. K.]
Estensione 1 online resource (401 pages).
Disciplina 670.42/7 20670.427
Accesso persona Parsaei, H. R.
Liles, D. H.
Genere/Forma Electronic books
ISBN 9780080544861
008054486X
Classificazione 85.03
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Front Cover; Planning, Design, and Analysis of Cellular Manufacturing Systems; Copyright Page; Contents; Contributors; Acknowledgements; Preface; PART ONE: DESIGN AND MODELING TECHNIQUES; Chapter 1. Recent Advances in Mathematical Programming for Cell Formation; Chapter 2. An Industrial Application of Network-Flow Models in Cellular Manufacturing Planning; Chapter 3. Design Quality: The Untapped Potential of Group Technology; Chapter 4. Partitioning Techniques for Cellular Manufacturing; Chapter 5. Manufacturing Cell Loading Rules and Algorithms for Connected Cells.
Record Nr. NYU-004702522
[Kamrani, A. K.]  
Materiale a stampa
Lo trovi qui: New York University
Optimization in public transportation : stop location, delay management and tariff zone design in a public transportation network / by Anita Schöbel
Optimization in public transportation : stop location, delay management and tariff zone design in a public transportation network / by Anita Schöbel
Creatore [Schöbel, Anita, 1969-]
Estensione 1 online resource (xiii, 267 pages) : illustrations.
Disciplina 388/.041
Genere/Forma Electronic books
ISBN 9780387328966
0387328963
9780387366432
0387366431
1280743867
9781280743863
1441941061
9781441941060
Classificazione 85.03
F50
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Customer-oriented Traffic Planning -- Customer-oriented Traffic Planning -- Stop Location -- Covering All Demand Points -- Bicriteria Stop Location -- Extensions -- Delay Management -- Delay Management With Fixed Connections -- Minimizing the Sum of All Delays -- The Bicriteria Delay Management Problem -- Extensions -- Tariff Planning -- Finding Zones and Zone Prices.
Record Nr. NYU-004607792
[Schöbel, Anita, 1969-]  
Materiale a stampa
Lo trovi qui: New York University
Manufacturing systems control design : a matrix-based approach / Stjepan Bogdan [and others]
Manufacturing systems control design : a matrix-based approach / Stjepan Bogdan [and others]
Estensione 1 online resource (xxi, 297 pages) : illustrations.
Disciplina 629.8
Accesso persona Bogdan, Stjepan
Genere/Forma Electronic books
ISBN 9781846283345
1846283345
1852339829
9781852339821
9786610613991
6610613990
Classificazione 85.03
FER 060f
FER 170f
ZM 9840
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Discrete Event Systems -- Matrix Model and Control of Manufacturing Systems -- Matrix Methods for Manufacturing Systems Analysis -- Manufacturing System Structural Properties in Matrix Form -- Petri Nets -- Virtual Factory Modeling and Simulation.
Record Nr. NYU-006171735
Materiale a stampa
Lo trovi qui: New York University