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Ackooij W: Methods of Nonsmooth
Optimization in Stochastic Programming

Methods of Nonsmooth Optimization in Stochastic Programming

From Conceptual Algorithms to Real-World Applications

Mehr leisten, besser aussehen, gelassener reagieren und dabei bitte ausgesprochen glücklich wirken? Noch ein bisschen geduldiger und pflegeleichter sein? Frauen sollen sich permanent verbessern - selbst dann, wenn sie längst erschöpft davon sind.&nbsp;Und irgendwann schleicht sich zwischen Optimierungswahn, gesellschaftlichen Erwartungen und dem eigenen Spiegelbild eine sehr viel größere Frage ein: 'War's das jetzt?'Katharina Raue hat mit Mitte vierzig eine überraschend befreiende Antwort gefunden: 'Nein. Ich bin doch noch nicht fertig.' Entlang der drei großen Ks - Kind, Karriere und Körper - erzählt sie persönlich, klug und herrlich selbstironisch von allem, woran sich Frauen abarbeiten. Und warum sollen Frauen ausgerechnet dann leiser, unsichtbarer und anspruchsloser werden, wenn sie endlich wissen, wer sie sind?Ich bin doch noch nicht fertig erzählt über das metaphorische und das reale Kind, über Leistung und Selbstoptimierung, weibliche Körper, Perimenopause, Freundschaften, Lebensentscheidungen und die wunderbare Gelassenheit, die entsteht, wenn man sich nicht mehr für alles rechtfertigt.

Ich bin doch noch nicht fertig

Communications in Computer and Information Science

The two-volume set CCIS 3111 + 3112 constitutes the proceedings of the 20th International Symposium on Organizational Sciences, SymOrg 2026, which took place in Kopaonik, Serbia, during June 2026.The total of 54 full papers and 7 short papers included in the proceedings was carefully reviewed and selected from 154 submissions. The papers were organized in topical sections as follows:&nbsp;Part I: Invited Talk; Adaptive Marketing and Strategic Communications in Disruptive Environments; Applied Software Engineering; Blockchain Technology in Business and Information Systems; Challenges of Green and Digital Transformation; Creativity, Innovation, and Sustainable Management; Data and Business Analytics; Designing Organizations for Digitally Transformed Business Ecosystems; Digital Operations and Logistics Management;&nbsp;Part II: E-Business Ecosystems and Technologies; Human Resource Management for Building Resilient Empoloyees; Lean Management and Organization - Purpose, Process, People; Organizational Stragtegy and HYbrid Project Management; Quality Management and Standardization; Redesigning Finance for Permanent Disruption; Transformational Potential of Generative AI.

20th International Symposium, SymOrg 2026, Kopaonik, Serbia, June 10–12, 2026, Proceedings, Part I

Organizational Sciences

Frauen altern anders. Hormone, Zyklus, Schwangerschaft und Menopause beeinflussen Stoffwechsel, Knochen, Herz und Gehirn - ein Leben lang. 'Female Longevity' zeigt evidenzbasiert und verständlich, was das für Prävention, Energie, Gesundheit und die zentralen Systeme der Frauengesundheit bedeutet: Hormone, Herz-Kreislauf, Stoffwechsel, Muskeln und Knochen, Immunsystem und Gehirn sowie Darm und Haut. So wird klar, wie Erkrankungen entstehen - und vor allem, was Frauen präventiv für ihre Gesundheit tun können. Statt Anti-Aging-Rhetorik bietet dieses Buch klare Biomarker-Guides, strukturierte Nährstoffempfehlungen und alltagstaugliche Longevity-Routinen. Ein fundiertes, empowerndes Buch, das Wissen in konkretes Handeln übersetzt - und das man Tochter, Mutter und bester Freundin schenken möchte.

Frauen altern anders. Hormone, Zyklus, Schwangerschaft und Menopause beeinflussen Stoffwechsel, Knochen, Herz und Gehirn – ein Leben lang. »Female Longevity« zeigt evidenzbasiert und verständlich, was das für Prävention, Energie, Gesundheit und die zentralen Systeme der Frauengesundheit bedeutet: Hormone, Herz-Kreislauf, Stoffwechsel, Muskeln und Knochen, Immunsystem und Gehirn sowie Darm und Haut. So wird klar, wie Erkrankungen entstehen – und vor allem, was Frauen präventiv für ihre Gesundheit tun können. Statt Anti-Aging-Rhetorik bietet dieses Buch klare Biomarker-Guides, strukturierte Nährstoffempfehlungen und alltagstaugliche Longevity-Routinen. Ein fundiertes, empowerndes Buch, das Wissen in konkretes Handeln übersetzt – und das man Tochter, Mutter und bester Freundin schenken möchte.

Gesundheit, Energie und Balance in jeder Lebensphase

Female Longevity

Advanced Studies in Theoretical and Applied Econometrics

Professor Robin C. Sickles has been an Associate Editor of Empirical Economics for 20 years (2000–2019). Originally featured as a Special Issue in Empirical Economics in 2025, this book gathers esteemed econometricians to honor Sickles's influential work. This Festschrift celebrates his distinguished service to the journal and his lifelong accomplishments in academics. Professor Robin C. Sickles has made important contributions to many areas of econometrics research, including modeling productivity and efficiency, health and crime, and several areas of applied and empirical economics. Robin is an applied econometrician who focuses on the role that econometrics plays in policy issues, such as market regulation, market transition, and deterrence versus preventive measures in the criminal justice system. This Festschrift has both theoretical and applied contributions in econometrics on topics related to Robin’s work. These include panel data, treatment effects, proxy variables, semiparametric stochastic frontier models, social security disability applications, the impact of operational efficiency (OE) measures on green innovation, a randomly swapped Bootstrap for paired data, estimating flexible functional forms using macroeconomic data, the impact of measurement error on trends in earnings inequality in the USA, racial and ethnic differences in quitting when marijuana retail markets are legal, a spatial stochastic frontier model with a stochastic weighting matrix, sectoral trade elasticities and regional productivity in Europe, efficiency of Queensland public hospitals, homeownership decisions among migrants in China, and peer effects with sample selection in online job training.

Professor Robin C. Sickles has been an Associate Editor of Empirical Economics for 20 years (2000–2019). Originally featured as a Special Issue in Empirical Economics in 2025, this book gathers esteemed econometricians to honor Sickles's influential work. This Festschrift celebrates his distinguished service to the journal and his lifelong accomplishments in academics. Professor Robin C. Sickles has made important contributions to many areas of econometrics research, including modeling productivity and efficiency, health and crime, and several areas of applied and empirical economics. Robin is an applied econometrician who focuses on the role that econometrics plays in policy issues, such as market regulation, market transition, and deterrence versus preventive measures in the criminal justice system. This Festschrift has both theoretical and applied contributions in econometrics on topics related to Robin’s work. These include panel data, treatment effects, proxy variables, semiparametric stochastic frontier models, social security disability applications, the impact of operational efficiency (OE) measures on green innovation, a randomly swapped Bootstrap for paired data, estimating flexible functional forms using macroeconomic data, the impact of measurement error on trends in earnings inequality in the USA, racial and ethnic differences in quitting when marijuana retail markets are legal, a spatial stochastic frontier model with a stochastic weighting matrix, sectoral trade elasticities and regional productivity in Europe, efficiency of Queensland public hospitals, homeownership decisions among migrants in China, and peer effects with sample selection in online job training.

A Festschrift in Honor of Robin C. Sickles

Productivity, Panel Data and Applied Econometrics

Asset Analytics

This book explores the transformative potential of business analytics in the modern business landscape, offering a practical guide to leveraging data for strategic decision-making. With companies generating vast amounts of data, there is a growing need for professionals who can interpret and analyze this information to derive actionable insights. This book equips readers with essential tools and techniques to become proficient in business analytics, emphasizing the application of data to solve real-world business problems and drive profitability. Encompassing various facets of a business, including supply chain analytics, HR analytics, influencer networks, Impact of machine learning and AR/VR, sensitivity analysis, data story telling etc. and even empowering customers with the help of data driven approach, this book tries to add value in managerial decision making. &nbsp;Focusing on the latest trends and advancements, this book demonstrates how analytics can provide a competitive edge by converting large datasets into meaningful insights. Through real-world examples and case studies, it shows how businesses can enhance market share and deliver greater returns to shareholders. Designed for business professionals, analysts, and decision-makers, this book is an essential resource for anyone looking to improve their company’s performance or advance their career with cutting-edge analytical skills.

Sharpening beyond Data

Business Analytics and Managerial Decision Making

Tech, War and the Fight for Humanity

Thundercloud

Digital technologies have become the backbone of modern enterprises, reshaping industries through intelligent automation, smart manufacturing, advanced analytics, and AI-enabled decision-making. They deliver unprecedented gains in efficiency and agility while enabling truly customer-centric operations and new forms of value creation. Among all business domains, supply chain management stands out as the arena where digital transformation is most visible, and most urgent, offering powerful levers to integrate networks, reduce risk, and compete sustainably. The focus of this volume is on the transformative role of digital technologies in supply chain innovation. It aims to bridge the knowledge gap between existing supply chain innovation practices and the potential advancements digital innovations offer. Targeting both academics and industry professionals, the book explores as to how digital technologies are reshaping supply chain innovation, emphasizing the need for further research into their ethical and sustainability implications. A particular emphasis is placed on the importance of sustainability and ethical practices within digital supply chain innovation, aligning with global trends and helping businesses to not only advance their sustainability efforts but also build trust with consumers.

Transforming Supply Chains in the Age of Innovation

Digital Frontiers

Chapman and Hall/CRC Financial Mathematics Series

Introduction to Financial Derivatives with Python, Second Editon continues to provide an accessible introduction to derivatives and quantitative finance. Starting from first principles, the book develops the foundations of derivative pricing before progressing to numerical methods and advanced volatility models. Mathematical concepts are introduced progressively, allowing the reader to develop the necessary tools alongside their financial applications. Financial intuition, mathematical foundations, and Python implementation are integrated throughout the book.The book covers the essential topics in derivative pricing and introduces numerical methods widely used in quantitative finance. It also develops advanced volatility models, including CEV, local volatility, Heston, and SABR.Features<ul> <li>Suitable for undergraduate and graduate students, as well as practitioners and anyone seeking an accessible introduction to quantitative finance</li> <li>Covers derivative pricing from fundamental principles to advanced volatility models</li> <li>Introduces numerical pricing techniques, including binomial trees and Monte Carlo simulation</li> <li>Provides chapter summaries, exercises, and examination material</li> <li>Accompanied by a GitHub repository containing the Python code used throughout the book</li> <li>No prior programming experience is required; introductions to Python and coding are provided.</li> </ul>New to the Second Edition<ul> <li>Fresh material on the Bachelier model and normal implied volatility</li> <li>A new chapter on local volatility covers the motivation for local volatility modelling, the CEV model, and Dupire's formula</li> <li>A new chapter on stochastic volatility develops the Heston and SABR models</li> <li>Python implementations to help the reader understand the concepts presented</li> <li>A new appendix including sample exams. This allows readers to practice the concepts learned throughout the book.</li> </ul>

Introduction to Financial Derivatives with Python

Lecture Notes in Economics and Mathematical Systems

This volume would prove to be a beneficial textbook option for economics faculties wishing to offer a PhD level course on quantitative developmental economics or applied economics. This reference volume offers a gentle introduction to various state-of-the-art mathematical and econometric modelling techniques with detailed applications. Each chapter, written by experienced scholars, describe a particular quantitative method for economic modelling and policy analysis. The chapters not only cover the theoretical foundations in a student-friendly language but also provide step-by-step guide to computational aspects. Real-world applications, given in each chapter, focus on the socio-economic conditions and well-being of people in the developing economies and middle-income countries.

Quantitative Methods for Applied Development Economics and Policy Analysis

The First Principle in Empirical Research

Significance by Sight

Chapman and Hall/CRC Series on Statistics in Business and Economics

Bayesian methods are now central to empirical macroeconomics, with routine use in academic research and at central banks for forecasting and policy analysis. As the models applied in practice have become increasingly high-dimensional and computationally intensive, a working understanding of the estimation algorithms-not only the models themselves-has become essential. While many existing texts treat Bayesian econometrics broadly, Bayesian Macroeconometrics focuses specifically on the models and methods used in modern Bayesian macroeconomic analysis, for readers who want both to understand these methods and to implement them.Bringing together modeling, posterior derivations, algorithmic design, and computation, the book derives each method step by step and integrates MATLAB code directly into the text. It pays particular attention to how posterior samplers are constructed in high-dimensional settings, where implementation choices can determine whether a method is practical for empirical work.A single idea ties the material together: linear regression as a recurring building block, with state space models and vector autoregressions treated as collections of linear regressions linked by latent states or dynamic dependence. From this foundation, the book moves to the models at the center of modern practice, including stochastic volatility, dynamic factor models, vector autoregressions, time-varying parameter VARs, and large VARs, alongside global-local shrinkage priors and Bayesian nonparametrics.Each chapter is anchored by worked examples using real macroeconomic data, closes with exercises, and is supported by a companion website providing datasets and code in MATLAB, Python, and R. The book is suitable as a primary text for graduate courses in Bayesian macroeconometrics and Bayesian time-series analysis, and as a reference for researchers and central-bank practitioners.Key Features:<ul> <li>Comprehensive coverage of Bayesian macroeconometric models - from basic Bayesian regressions and mixture models to linear Gaussian state space models, stochastic volatility models, and vector autoregressions.</li> <li>Emphasis on practical implementation - each model is illustrated with empirical applications using macroeconomic data and supported by reproducible code in MATLAB, Python, and R.</li> <li>Discussion of modern computation techniques - covering a range of advanced Markov chain Monte Carlo methods, including Hamiltonian Monte Carlo.</li> <li>Accessible style - technical results are derived in a step-by-step manner and are complemented by intuitive explanations and worked examples.</li> <li>Coverage of cutting-edge models and methods - including Dirichlet process mixtures, Gaussian process regressions, large VARs, and global-local priors.</li> </ul>

Methods and Applications

Bayesian Macroeconometrics

Methods of Nonsmooth Optimization in Stochastic Programming

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