- Preface, Abraham Punnen, Prabha Sharma, Chin Diew Lai, and Mahyar Amouzegar
(Pages 59-60), Issue 2, Volume 2005 (2005) - On the orthogonalization of arbitrary Boolean formulae, Renato Bruni
(Pages 61-74), Issue 2, Volume 2005 (2005) - A problem of finding an acceptable variant in generalized project networks, David Blokh, Gregory Gutin, and Anders Yeo
(Pages 75-81), Issue 2, Volume 2005 (2005) - A combinatorial arc tolerance analysis for network flow problems, P. T. Sokkalingam and Prabha Sharma
(Pages 83-94), Issue 2, Volume 2005 (2005) - -matroid and jump system , Santosh N. Kabadi and R. Sridhar
(Pages 95-106), Issue 2, Volume 2005 (2005) - Minmax strongly connected subgraphs with node penalties, Abraham P. Punnen
(Pages 107-111), Issue 2, Volume 2005 (2005) - A new modeling and solution approach for the number partitioning problem, Bahram Alidaee, Fred Glover, Gary A. Kochenberger, and Cesar Rego
(Pages 113-121), Issue 2, Volume 2005 (2005)
Author: admin
10th Anniversary Special Issue
Guest Editors: Mahyar A. Amouzegar, Khosrow Moshirvaziri, and Roger Ríos
- The 10th anniversary special issue, Mahyar A. Amouzegar, Khosrow Moshirvaziri, and Roger Z. Ríos-Mercado
Editorial (3 pages), Article ID 43435, Volume 2006 (2006) - Nonparametric analysis of blocked ordered categories data: some examples revisited, D. J. Best, J. C. W. Rayner, and O. Thas
(9 pages), Article ID 31089, Volume 2006 (2006) - Stochastic dominance theory for location-scale family, Wing-Keung Wong
(10 pages), Article ID 82049, Volume 2006 (2006) - Comparison of two common estimators of the ratio of the means of independent normal variables in agricultural research, C. G. Qiao, G. R. Wood, C. D. Lai, and D. W. Luo
(14 pages), Article ID 78375, Volume 2006 (2006) - Effectiveness of high interest rate policy on exchange rates: A reexamination of the Asian financial crisis, Tim Brailsford, Jack H. W. Penm, and Chin Diew Lai
(9 pages), Article ID 35752, Volume 2006 (2006) - Loss protection in pairs trading through minimum profit bounds: A cointegration approach, Yan-Xia Lin, Michael McCrae, and Chandra Gulati
(14 pages), Article ID 73803, Volume 2006 (2006) - Mapping the convergence of genetic algorithms, Zvi Drezner and George A. Marcoulides
(16 pages), Article ID 70240, Volume 2006 (2006) - A measure of the variability of revenue in auctions: A look at the revenue equivalence theorem, Fernando Beltrán and Natalia Santamaría
(14 pages), Article ID 27417, Volume 2006 (2006) - A simulation framework for networked queue models: Analysis of queue bounds in a G/G/c supply chain, Mahyar Amouzegar and Khosrow Moshirvaziri
(13 pages), Article ID 87514, Volume 2006 (2006) - An analytical characterization for an optimal change of Gaussian measures, Henry Schellhorn
(9 pages), Article ID 95912, Volume 2006 (2006)
Statistics and Applied Probability: A Tribute to Jeffrey J. Hunter
Guest Editors: Graeme Charles Wake and Paul Cowpertwait
- Statistics and Applied Probability: A Tribute to Jeffrey J. Hunter, Paul Cowpertwait, Graeme Wake, Robert D. Anderson, Howard Edwards, and Shayle Searle
Editorial (4 pages), Article ID 57619, Volume 2007 (2007) - Marked Continuous-Time Markov Chain Modelling of Burst Behaviour for Single Ion Channels, Frank G. Ball, Robin K. Milne, and Geoffrey F. Yeo
Research Article (14 pages), Article ID 48138, Volume 2007 (2007) - Putting Markov Chains Back into Markov Chain Monte Carlo, Richard J. Barker and Matthew R. Schofield
Review Article (13 pages), Article ID 98086, Volume 2007 (2007) - Reliability of Modules with Load-Sharing Components, Mark Bebbington, Chin-Diew Lai, and Ricardas Zitikis
Research Article (18 pages), Article ID 43565, Volume 2007 (2007) - Long-Range Dependence in a Cox Process Directed by a Markov Renewal Process, D. J. Daley, T. Rolski, and R. Vesilo
Research Article (15 pages), Article ID 83852, Volume 2007 (2007) - The Geometry of Statistical Efficiency and Matrix Statistics, K. Gustafson
Review Article (16 pages), Article ID 94515, Volume 2007 (2007) - Weibull Model Allowing Nearly Instantaneous Failures, C. D. Lai, Michael B. C. Khoo, K. Muralidharan, and M. Xie
Research Article (11 pages), Article ID 90842, Volume 2007 (2007) - On the Semiparametric Efficiency of the Scott-Wild Estimator under Choice-Based and Two-Phase Sampling, Alan Lee
Research Article (23 pages), Article ID 86180, Volume 2007 (2007) - Correlations in Output and Overflow Traffic Processes in Simple Queues, Don McNickle
Research Article (13 pages), Article ID 51801, Volume 2007 (2007) - An -Estimation-Based Procedure for Determining the Number of Regression Models in Regression Clustering , C. R. Rao, Y. Wu, and Q. Shao
Research Article (15 pages), Article ID 37475, Volume 2007 (2007) - Methods for Stratified Cluster Sampling with Informative Stratification, Alastair Scott and Chris Wild
Research Article (12 pages), Article ID 56372, Volume 2007 (2007) - A Philatelic Excursion with Jeff Hunter in Probability and Matrix Theory, George P. H. Styan and Götz Trenkler
Review Article (10 pages), Article ID 13749, Volume 2007 (2007) - A Paradox in a Queueing Network with State-Dependent Routing and Loss, Ilze Ziedins
Research Article (10 pages), Article ID 68280, Volume 2007 (2007)
Intelligent Computational Methods for Financial Engineering
Guest Editors: Lean Yu, Shouyang Wang, and K. K. Lai
- Intelligent Computational Methods for Financial Engineering, Lean Yu, Shouyang Wang, and K. K. Lai
Editorial (2 pages), Article ID 394731, Volume 2009 (2009) - Optimal Bespoke CDO Design via NSGA-II, Diresh Jewan, Renkuan Guo, and Gareth Witten
Research Article (32 pages), Article ID 925169, Volume 2009 (2009) - Modified Neural Network Algorithms for Predicting Trading Signals of Stock Market Indices, C. D. Tilakaratne, M. A. Mammadov, and S. A. Morris
Research Article (22 pages), Article ID 125308, Volume 2009 (2009) - Selecting the Best Forecasting-Implied Volatility Model Using Genetic Programming, Wafa Abdelmalek, Sana Ben Hamida, and Fathi Abid
Research Article (19 pages), Article ID 179230, Volume 2009 (2009) - Discrete Analysis of Portfolio Selection with Optimal Stopping Time, Jianfeng Liang
Research Article (9 pages), Article ID 609196, Volume 2009 (2009) - A New Decision-Making Method for Stock Portfolio Selection Based on Computing with Linguistic Assessment, Chen-Tung Chen and Wei-Zhan Hung
Research Article (20 pages), Article ID 897024, Volume 2009 (2009) - A Fuzzy Pay-Off Method for Real Option Valuation, Mikael Collan, Robert Fullér, and József Mezei
Research Article (14 pages), Article ID 238196, Volume 2009 (2009) - Valuation for an American Continuous-Installment Put Option on Bond under Vasicek Interest Rate Model, Guoan Huang, Guohe Deng, and Lihong Huang
Research Article (11 pages), Article ID 215163, Volume 2009 (2009) - Callable Russian Options and Their Optimal Boundaries, Atsuo Suzuki and Katsushige Sawaki
Research Article (13 pages), Article ID 593986, Volume 2009 (2009) - Valuation of Game Options in Jump-Diffusion Model and with Applications to Convertible Bonds, Lei Wang and Zhiming Jin
Research Article (17 pages), Article ID 945923, Volume 2009 (2009) - Fuzzy Real Options in Brownfield Redevelopment Evaluation, Qian Wang, Keith W. Hipel, and D. Marc Kilgour
Research Article (16 pages), Article ID 817137, Volume 2009 (2009) - Discriminant Analysis of Zero Recovery for China’s NPL, Yue Tang, Hao Chen, Bo Wang, Muzi Chen, Min Chen, and Xiaoguang Yang
Research Article (16 pages), Article ID 594793, Volume 2009 (2009) - Cumulative Gains Model Quality Metric, Thomas Brandenburger and Alfred Furth
Research Article (14 pages), Article ID 868215, Volume 2009 (2009)
Statistical Estimation of Portfolios for Dependent Financial Returns
Guest Editors: Masanobu Taniguchi, Cathy W. S. Chen, Junichi Hirukawa, Hiroshi Shiraishi, Kenichiro Tamaki, and David Veredas
- Statistical Estimation of Portfolios for Dependent Financial Returns, Masanobu Taniguchi, Cathy W. S. Chen, Junichi Hirukawa, Hiroshi Shiraishi, Kenichiro Tamaki, and David Veredas
Editorial (3 pages), Article ID 681490, Volume 2012 (2012) - Large-Deviation Results for Discriminant Statistics of Gaussian Locally Stationary Processes, Junichi Hirukawa
Research Article (15 pages), Article ID 572919, Volume 2012 (2012) - Asymptotic Optimality of Estimating Function Estimator for CHARN Model, Tomoyuki Amano
Research Article (11 pages), Article ID 515494, Volume 2012 (2012) - Optimal Portfolio Estimation for Dependent Financial Returns with Generalized Empirical Likelihood, Hiroaki Ogata
Research Article (8 pages), Article ID 973173, Volume 2012 (2012) - Statistically Efficient Construction of α-Risk-Minimizing Portfolio, Hiroyuki Taniai and Takayuki Shiohama
Research Article (17 pages), Article ID 980294, Volume 2012 (2012) - Estimation for Non-Gaussian Locally Stationary Processes with Empirical Likelihood Method, Hiroaki Ogata
Research Article (22 pages), Article ID 704693, Volume 2012 (2012) - A Simulation Approach to Statistical Estimation of Multiperiod Optimal Portfolios, Hiroshi Shiraishi
Research Article (13 pages), Article ID 341476, Volume 2012 (2012) - On the Causality between Multiple Locally Stationary Processes, Junichi Hirukawa
Research Article (15 pages), Article ID 261707, Volume 2012 (2012) - Optimal Portfolios with End-of-Period Target, Hiroshi Shiraishi, Hiroaki Ogata, Tomoyuki Amano, Valentin Patilea, David Veredas, and Masanobu Taniguchi
Research Article (13 pages), Article ID 703465, Volume 2012 (2012) - Least Squares Estimators for Unit Root Processes with Locally Stationary Disturbance, Junichi Hirukawa and Mako Sadakata
Research Article (16 pages), Article ID 893497, Volume 2012 (2012) - Statistical Portfolio Estimation under the Utility Function Depending on Exogenous Variables, Kenta Hamada, Dong Wei Ye, and Masanobu Taniguchi
Research Article (15 pages), Article ID 127571, Volume 2012 (2012) - Statistical Estimation for CAPM with Long-Memory Dependence, Tomoyuki Amano, Tsuyoshi Kato, and Masanobu Taniguchi
Research Article (12 pages), Article ID 571034, Volume 2012 (2012)
Decision Making in Support of Manufacturing Enterprise Transformation
Guest Editors: Richard H. Weston, Albert T. Jones, Bernard Grabot, and Bernard Hon
- Decision Making in Support of Manufacturing Enterprise Transformation, Albert Jones, Richard H. Weston, Bernard Grabot, and Bernard Hon
Editorial (2 pages), Article ID 326185, Volume 2013 (2013) - Modelling Framework to Support Decision-Making in Manufacturing Enterprises, Tariq Masood and Richard H. Weston
Research Article (23 pages), Article ID 234939, Volume 2013 (2013) - Performance Assessment of Product Service System from System Architecture Perspectives, John P. T. Mo
Research Article (19 pages), Article ID 640601, Volume 2012 (2012) - Evaluating Ethical Responsibility in Inverse Decision Support, Ahmad M. Kabil
Research Article (15 pages), Article ID 873710, Volume 2012 (2012) - Multiobjective Optimization of Aircraft Maintenance in Thailand Using Goal Programming: A Decision-Support Model, Yuttapong Pleumpirom and Sataporn Amornsawadwatana
Research Article (17 pages), Article ID 128346, Volume 2012 (2012) - Model Driven Integrated Decision-Making in Manufacturing Enterprises, Richard H. Weston
Research Article (29 pages), Article ID 328349, Volume 2012 (2012) - The Integrated Use of Enterprise and System Dynamics Modelling Techniques in Support of Business Decisions, K. Agyapong-Kodua, R. H. Weston, and S. Ratchev
Research Article (25 pages), Article ID 804324, Volume 2012 (2012) - Design of an Integrated Methodology for Analytical Design of Complex Supply Chains, Shahid Rashid and Richard Weston
Research Article (19 pages), Article ID 589254, Volume 2012 (2012)
Published Special Issues
[Call for Papers]
Special Issue on Contemporary Management Research
Guest Editors: Ninh-Nguyen, Van-Thac Dang
[6 issues published]
- Special Issue in Honour of Michael McAleer
Guest Editors: Alan Wing-Keung Wong, Massoud Moslehpour, Vincent Shin-Hung Pan - Decision Making in Support of Manufacturing Enterprise Transformation
Guest Editors: Richard H. Weston, Albert T. Jones, Bernard Grabot, and Bernard Hon - Statistical Estimation of Portfolios for Dependent Financial Returns
Guest Editors: Masanobu Taniguchi, Cathy W. S. Chen, Junichi Hirukawa, Hiroshi Shiraishi, Kenichiro Tamaki, and David Veredas - Intelligent Computational Methods for Financial Engineering
Guest Editors: Lean Yu, Shouyang Wang, and K. K. Lai - Statistics and Applied Probability: A Tribute to Jeffrey J. Hunter
Guest Editors: Graeme Charles Wake and Paul Cowpertwait - 10th Anniversary Special Issue
Guest Editors: Mahyar A. Amouzegar, Khosrow Moshirvaziri, and Roger Ríos - Combinatorial Optimization
Volume 22, 22nd Anniversary Special Issue, 2018
Title
22ND ANNIVERSARY SPECIAL ISSUE OF ADVANCES IN DECISION SCIENCES (ADS), 1997-2018
Authors
Abstract
Decision Sciences is a multidisciplinary area that is concerned with advancingknowledge and improving instruction in all areas related to decision making and scientific analysis in several cognate disciplines in both the Sciences and Social Sciences. This paper is concerned with an editorial statement of intent for Advances in Decision Sciences (ADS), which was founded in 1997, so that 2018 marks the 22nd Anniversary of the journal. The purpose of this paper is to analyze the development of 382 papers that have been published in ADS from 1997 to 2018 through the number of papers, number of pages, and mean length of papers.
Keywords
Decision making, decision sciences, descriptive statistics, number of papers, number of pages, mean length of papers
Classification-JEL
C44, D81, D91, G11, G41, M51
Pages
1-12
[18 ARTICLES]
- * Michael McAleer: “22nd Anniversary Special Issue of Advances in Decision Sciences (ADS), 1997-2018” (12 pages)
- Chia-Lin Chang, * Michael McAleer, and Wing-Keung Wong: “Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018” (10 pages)
- Chia-Lin Chang, * Michael McAleer, and Wing-Keung Wong: “Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018” (12 pages)
- Chia-Lin Chang, * Michael McAleer, and Wing-Keung Wong: “Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections” (58 pages)
- Nikolaos Antonakakis, Mehmet Balcilar, Elie Bouri, and * Rangan Gupta: “Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test” (19 pages)
- Hyeok Yong Kwon, * Hang Keun Ryu, and Daniel J. Slottje: “A New Perspective on the Diffusion of Global Democracy” (21 pages)
- * Jun Cai, Yiyi Qin, and Anxing Wang: “Earnings, Mergers and Acquisitions Under Pension Disclosure Standards” (42 pages)
- David E. Allen, * Michael McAleer, and David McHardy Reid: “Fake News and Indifference to Truth: Dissecting Tweets and State of the Union Addresses by Presidents Obama and Trump” (23 pages)
- Wendy Nyakabawo, * Rangan Gupta, and Hardik A. Marfatia: “High Frequency Impact of Monetary Policy and Macroeconomic Surprises on US MSAs, Aggregate US Housing Returns and Asymmetric Volatility” (25 pages)
- Jan Dvorsky, * József Popp, Zuzana Virglerova, Sándor Kovács, and Judit Oláh: “Assessing the Importance of Market Risk and its Sources in SMEs of the Visegrad Group and Serbia” (25 pages)
- *Shigeyuki Hamori and Takahiro Kume: “Artificial Intelligence and Economic Growth” (22 pages)
- Jingchen Ren and *Xu Guo: “A Three-arm Non-inferiority Test for Heteroscedastic Data” (28 pages)
- * Philip Hans Franses, “Prediction Intervals for Expert-Adjusted Forecasts” (12 pages)
- * Aviral Kumar Tiwari and Naseem Ahamed, “Executive Tenure and Firm Performance: An Empirical Examination of the Indian Corporate Landscape” (29 pages)
- * Clement A. Tisdell, “Diversity in Economic Decision-making and Behaviour: A New Brief Review” (17 pages)
- * Mike K.P. So , Wing Ki Liu and Amanda M.Y. Chu, “Bayesian Shrinkage Estimation of Time-varying Covariance Matrices in Financial Time Series” (35 pages)
- * Jukka Ilomäki and Hannu Laurila, “The Noise Trader Effect in a Walrasian Financial Market” (14 pages)
- S.A. Bond, Q. Chang, J. Knight and * S.E. Satchell, “Joint Distribution of Forecasts and Outcomes: Impact of Non-Normality on the Measurement of Forecasting Skill, with Applications to Analysts’ Target Prices” (39 pages)
Table of Contents for Year 1997
[13 ARTICLES]
- Classroom note: An inductive derivation of Stirling numbers of the second kind and their applications in statistics, Anwar H. Joarder and Munir Mahmood
Volume 1 (1997), Issue 2, Pages 151-157 - Combination trading with limit orders, Henry Schellhorn
Volume 1 (1997), Issue 2, Pages 133-150 - On the significance level of the multirelation coefficient, Roger Dear and Zvi Drezner
Volume 1 (1997), Issue 2, Pages 119-130 - The recurrent event process of a success preceded by a failure and its application, C. D. Lai
Volume 1 (1997), Issue 2, Pages 101-117 - A statistical comparison of accelerated concrete testing methods, Denny Meyer
Volume 1 (1997), Issue 2, Pages 89-100 - Limit policies in N-sector dynamic growth games with externalities, Ronald D. Fischer and Leonard J. Mirman
Volume 1 (1997), Issue 2, Pages 81-87 - Software review: A review of Minitab – Release 11, Siva Ganesh
Volume 1 (1997), Issue 1, Pages 73-78 - Classroom note: Radioactivity half-lives considered as data, T. P. Hutchinson
Volume 1 (1997), Issue 1, Pages 67-71 - Maximum likelihood estimates with order restrictions on probabilities and odds ratios: A geometric programming approach, D. L. Bricker, K. O. Kortanek, and L. Xu
Volume 1 (1997), Issue 1, Pages 53-65 - Effect of prior probabilities on the classificatory performance of parametric and mathematical programming approaches to the two-group discriminant problem, Constantine Loucopoulos
Volume 1 (1997), Issue 1, Pages 45-51 - Dynamical systems modelling of the interactions of animal stocking density and soil fertility in grazed pasture, I. D. Wickham, G. C. Wake, S. J. R. Woodward, and B. S. Thorrold
Volume 1 (1997), Issue 1, Pages 27-43 - Extensions to the Kruskal-Wallis test and a generalised median test with extensions, J. C. W. Rayner and D. J. Best
Volume 1 (1997), Issue 1, Pages 13-25 - Single retrial queues with service option on arrival, K. Farahmand and N. Cooke
Volume 1 (1997), Issue 1, Pages 5-12
Table of Contents for Year 1998
[12 ARTICLES]
- Classroom Note: A note on calculating steady state results for an M/M/k queuing system when the ratio of the arrival rate to the service rate is large, Barry Alan Pasternack and Zvi Drezner
Volume 2 (1998), Issue 2, Pages 201-203 - Technical Note: An investigation of chaos in the RL-diode circuit using the BDS test, R. Kasap and E. Kurt
Volume 2 (1998), Issue 2, Pages 193-199 - A generalization of the convex-hull-and-line traveling salesman problem, Md. Fazle Baki and S. N. Kabadi
Volume 2 (1998), Issue 2, Pages 177-191 - Multi-class decision procedures for the inspection operation, Majid Jaraiedi, Richard S. Segall, and Venkatramani Rajamohan
Volume 2 (1998), Issue 2, Pages 159-175 - On the equiponderate equation and a representation of weight quadruplets, Bernard de Baets and Hans de Meyer
Volume 2 (1998), Issue 2, Pages 147-158 - On selecting the most reliable components, Dylan Shi
Volume 2 (1998), Issue 2, Pages 133-145 - Admission controls for Erlang’s loss system with service times distributed as a finite sum of exponential random variables, Brian Moretta and Ilze Ziedins
Volume 2 (1998), Issue 2, Pages 119-132 - The predictive distribution in decision theory: a case study, Geoff Jones
Volume 2 (1998), Issue 2, Pages 107-117 - Managing cost uncertainties in transportation and assignment problems, V. Adlakha and H. Arsham
Volume 2 (1998), Issue 1, Pages 65-104 - Sampling size and efficiency bias in data envelopment analysis, Mohammad R. Alirezaee, Murray Howland, and Cornelis van de Panne
Volume 2 (1998), Issue 1, Pages 51-64 - A decision support system for regional hazardous waste management alternatives, Mahyar A. Amouzegar and Stephen E. Jacobsen
Volume 2 (1998), Issue 1, Pages 23-50 - Optimal investment strategies for renewable facilities, Joe Flood
Volume 2 (1998), Issue 1, Pages 3-21