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RONALD E. DAVIS
Associate Professor
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Marketing
and Decision Sciences Dept.
College of Business, San Jose State University
Ph#:
408-924-3547
(866)284-8287 (home office)
Fax: 408-924-3445
SJSU Home Page
SJSU Email
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Degrees Earned:
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1980
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Doctor of Philosophy, Stanford
University
(Mathematics,
specialization in Operations Research)
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1969
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Master of Science, Stanford
University
(Mathematics)
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1967
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Bachelor of Arts, Harvard
University
(Major
in Applied Mathematics)
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Certification, Honors and Recognition
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1984
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Technology Excellence Award,
Control Data Corp.
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1967-68
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National Science Foundation
Graduate Fellowship
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1967
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Phi Beta Kappa, Harvard
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1967
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Magna Cum Laude with Highest
Honors, Harvard
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1963
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Harvard National
Scholarship
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Publication of
Books:
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2008
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Davis, R.E., Quantitative
Business Analysis
University Readers/Cognella Publishing
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Publication of
Book chapters, Journal Articles, and Cases:
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2012
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Davis, R.E., D. G. Denery, D. A. Kendrick, and R. K. Mehra,
“Introduction to the Works of Rodney C. Wingrove:
Engineering Approaches to Macroeconomic Modeling,” Computational Economics, Vol 39, No. 1
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2012
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Wingrove, R.C., and R.E. Davis, “Classical
Linear-Control Analysis Applied to Business-Cycle Dynamics and
Stability,,” Computational Economics, Vol 39, No. 1
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2012
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Wingrove, R.C., and R.E. Davis, “Manual-Control
Analysis Applied to the Money Supply Control Task,” Computational
Economics, Vol 39, No. 1
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2001
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Davis, R. E. Decision Policy
Optimization Via Certainty Equivalent Functions for Exponential Utility in
Chapter 6, Vol. 6 of Advances in Mathematical Programming and Financial
Planning (Elsevier Science Ltd.), pp. 89-113
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1996
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Davis, R. E. Evergreen Foothills
Winery: I & II, Cases 28 and 40 in Cases in Management Science,
Lapin and Whisler (Duxbury Press, San Francisco)
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1996
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Davis, R. E. and William D. Whisler. U.S.A. Asset Allocation Fund, Case 21 in Cases
in Management Science, Lapin and Whisler
(Duxbury Press, San Francisco)
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1995
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Davis, R. E. An Empirical Back
Test of the Portfolio Gamma Model for Optimal Asset Allocation, Chapter 5
in Vol. 4 of Advances in Mathematical Programming and Financial Planning
(Greenwich, CT: JAI Press), (Published Dec. 1995), pp. 77-101.
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1993
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Davis, R. E. Certainty
Equivalent Models for Portfolio Optimization using Exponential Utility and
Gamma Distributed Returns, Chapter 4 in Vol. 3 of Advances in
Mathematical Programming and Financial Planning (Greenwich, CT: JAI
Press), (Published December 1992) pp. 69-108.
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1991
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Farrar, D.E., and R. E. Davis.
The Optimal Time to Impose Normal Operating Expenses on Newly Organized
Money Market Mutual Funds:When
Should You Cut the Tree? Financial Analysts Journal (Sept-Oct 1991).
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1972
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Mehra, R.D. and R.E. Davis, "A Generalized Gradient
Method for Optimal Control Problems with Inequality Constraints and
Singular Arcs," IEEE Transactions on Automatic Control, Vol.
AC-17, No. 1, 1972.
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1971
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Davis, R. E., D.A. Kendrick and
M. Weitzman, "A Branch-and-Bound Algorithm for 0-1 Mixed Integer Programming
Problems," Operations Research, Vol. 19, 1971.
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1969
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Davis, R. E. "A
Simplex-Search Algorithm for solving 0-1 Mixed Integer Programs,"
Technical Report No. 5, Department of Operations Research, Stanford
University, October 1969.
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Professional Conference Presentations and Proceedings:
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2007
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Davis, R. E., "Teaching
Project Simulation in Excel using PERT-beta Distributions"
INFORMS Annual Meeting, Seattle, WA
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2005
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Davis, R. E., "PERT-BETA Approximations
for Stochastic Project Duration Analysis"
INFORMS Annual Meeting, San Francisco, CA
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2005
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Davis, R. E., "PERT-BETA
Approximations for Stochastic Project Duration Analysis"
Hawaii Int'l Conference on Statistics & Related Fields, Honolulu, HI
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2002
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Davis, R. E., "Procurement
Optimization with Volume Discount Schedules"
INFORMS Conference Paper, San Jose, CA
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2002
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Davis, R. E., "Portfolio
Optimization with beta distributed returns and exponential utility"
Hawaii Int'l Conference on Statistics & Related Fields, Honolulu, HI
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2000
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Davis, R. E., "Procurement
Optimization with Volume Discount Schedules"
INFORMS Conference Paper, San Antonio, TX
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1999
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Davis, R. E., "Applications
of the CE-Value Function PAK"
INFORMS Conference Paper, Cincinnati, OH
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1998
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Davis, R. E., "Certain
Equivalent Value Formulas for Decision Analysis"
INFORMS Conference Paper, Montreal, Canada
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.1998
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Davis, R. E., "Maximizing
the Certain Equivalent Value of LogNormally
distributed Portfolio Models"
DSI Conference Paper, Las Vegas, NV
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1995
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Davis, R. E., "Certain
Equivalent Formulas for Exponential Utility"
INFORMS Conference Paper, (New Orleans, LA, Fall 1995)
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1993
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Davis, R. E., "Methodologies
and Formulas for Using Exponential Utility in Decision Analysis"
ORSA/TIMS Conference Paper, (Phoenix, AZ, Fall 1993)
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1991
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Davis, R. E., "Dynamic
Portfolio Optimization Using Exponential Utility and Dynamic
Programming" TIMS/ORSA Conference Paper, (Nashville, TN, Spring 1991)
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1990
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Davis, R. E., "Portfolio
Optimization Using Exponential Utility and Asymmetric Probability
Distributions" ORSA/TIMS Conference Paper, (Philadelphia, PA, Fall
1990)
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1980
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Davis, R. E., "Saddle-Point
Algorithms for Linear and Nonlinear Programming," ORSA/TIMS Conference
Paper, 1980 Winter Meeting, Colorado Springs, Colorado.
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1973
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Davis, R. E., and C.E. Williams
"Optimization Procedures for Open-Pit Mine Scheduling," 11th
International Symposium on Computer Applications in the Minerals Industry,
University of Arizona, 1973.
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1973
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Davis, R. E., "Optimization
Models and Methods for Hourly Hydro-Thermal-Contract Interchange
Scheduling," 44th National ORSA/TIMS Meeting, San Diego, CA 1973
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1972
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Davis, R. E., and Raymond Pronovost, "Two Stochastic Dynamic Programming
Procedures for Long-Term Reservoir Management" IEEE 1972 Summer Power
Meeting, Conference Paper PSE 72-163, San Francisco, CA.
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Public Service, Consulting Engagements and Grants Received [1995-2005]:
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Fall
2003
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Consultant to Stronghaven Corrugated Containers (a division of Stronghaven Inc.) on how to use 0-1 binary variables to
develop a spreadsheet mixed integer programming model of volumn discounts in the paper ordering process
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Spring 1999
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Presentation to Harvard Business
School Assn. of Northern California on Spreadsheet Add-Ins for handling
"All Those Numbers"
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Spring 1999
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Consultant to Sun Microsystems, Inc.
Tutorial on spreadsheet add-ins for optimization, simulation, and
forecasting
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Spring 1999
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Consultant to Duke Scientific
Systems. Tutorial on spreadsheet add-ins for optimization, simulation and
forecasting.
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Spring/Fall
1998
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Consultant to Sunol Software Group. Development of GAMS mixed-integer
programming models to optimize procurement decision for volumn
discount opportunities
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Scholarship in Process:
Certain
Equivalent Functions based on Exponential Utility for Prospect Valuation in
Decision Analysis.
Mixed
Integer Programming models for Procurement Optimization in Supply Chain
Management
The use of the beta distribution for Stochastic Project
Duration Analysis
Innovations in Teaching,
Curriculum Development [1995-2005]:
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Fall
2004
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Resolution to reinstate Calculus
as a requirement for all Business majors
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Fall
2003
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Specification of learning
objectives for required undergraduate course in Management Science, BUS 190
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Spring 1995
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Respecification of undergraduate course in Decision Analysis, BUS 198.
Course number subsequently changed to BUS 191
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University, College, Department Committees [1995-2005]:
Member,
University Committee on Committees
Member, Continuous Curriculum Improvement and Innovation (College of
Business)
Member and Chair, Quantitative Curriculum Committee (Marketing, Decision
Science Group)
Active Service to
Professional Organizations [1995-2005]:
Member, INstitute For Operations Research and the Management
Sciences (INFORMS)
Member, Decision Sciences Institute
Member, Society for Industrial and Applied Mathematics
Cumulative Summary of
Years of Professional Work:
San
Jose State University, year of beginning employment: 1987
Professional full or part-time
service in industry, government, non-profits (names, titles, and dates):
Stronghaven
Corrugated Containers, Mixed Integer Programming Consultant, 2003
Sun
Microsystems, Spreadsheet Add-In Tutorial, 1999
Duke
Scientific Systems, Spreadsheet Add-In Tutorial, 1999
Sunol
Software Systems, Mixed Integer Programming Consultant, 1998-1999
Benham
Capital Management, Portfolio Optimization Consultant, 1993-1995
Lockheed
Space & Missiles Corp., Senior Staff Engineer, 1986
Control
Data Corp., Senior Consultant, 1982 - 1986
Teknekron
Research Inc., Project Manager, 1980 - 1981
Dalmo
Victor, Sr. Research Scientist, 1980
Ford
Aerospace & Communications Corp., Software Quality Assurance Engineer
1978 - 1980
Systems
Control, Inc., Project Leader and Systems Analyst, 1968- 1974
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