Intelligent Decision Aiding Systems Based On Multiple Criteria For Financial Engineering

Author : Constantin Zopounidis,Michael Doumpos
Publisher : Springer Science & Business Media
Page : 230 pages
File Size : 51,9 Mb
Release : 2013-11-27
Category : Computers
ISBN : 9781461546634

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Intelligent Decision Aiding Systems Based on Multiple Criteria for Financial Engineering by Constantin Zopounidis,Michael Doumpos Pdf

This book provides a new point of view on the field of financial engineering, through the application of multicriteria intelligent decision aiding systems. The aim of the book is to provide a review of the research in the area and to explore the adequacy of the tools and systems developed according to this innovative approach in addressing complex financial decision problems, encountered within the field of financial engineering. Audience: Researchers and professionals such as financial managers, financial engineers, investors, operations research specialists, computer scientists, management scientists and economists.

Author : Constantin Zopounidis,Michael Doumpos
Publisher : Unknown
Page : 240 pages
File Size : 50,7 Mb
Release : 2014-09-01
Category : Electronic
ISBN : 1461546648

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Intelligent Decision Aiding Systems Based on Multiple Criteria for Financial Engineering by Constantin Zopounidis,Michael Doumpos Pdf

Author : Michael Doumpos,Constantin Zopounidis
Publisher : Springer Science & Business Media
Page : 256 pages
File Size : 40,7 Mb
Release : 2006-04-18
Category : Business & Economics
ISBN : 9780306481055

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Multicriteria Decision Aid Classification Methods by Michael Doumpos,Constantin Zopounidis Pdf

The book discusses a new approach to the classification problem following the decision support orientation of multicriteria decision aid. The book reviews the existing research on the development of classification methods, investigating the corresponding model development procedures, and providing a thorough analysis of their performance both in experimental situations and real-world problems from the field of finance. Audience: Researchers and professionals working in management science, decision analysis, operations research, financial/banking analysis, economics, statistics, computer science, as well as graduate students in management science and operations research.

Author : Panos M. Pardalos,Vassilis Tsitsiringos
Publisher : Springer Science & Business Media
Page : 403 pages
File Size : 40,5 Mb
Release : 2013-06-29
Category : Computers
ISBN : 9781475752267

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Financial Engineering, E-commerce and Supply Chain by Panos M. Pardalos,Vassilis Tsitsiringos Pdf

One of the fast growing elements of the Internet is electronic commerce, which refers to the use of electronic means to conduct business transactions within or across business entities. Nearly 80 percent of all Fortune 500 companies have been doing their core business through the Internet. Many issues, and societal implications of electronic commerce, are the subjects of recent research. A supply chain consists of all the entities and activities that enable the production, distribution, and delivery of products and services to consumers. Research in designing and managing supply chains has rapidly expanded during the last decade. In addition, increased and accessible computing power and modeling capabilities have spurred this growth, enabling researchers to simultaneously consider the many interrelated variables and decisions of a supply chain in a single tractable model.

Author : Gábor Szederkényi,R. Lakner,M. Gerzson
Publisher : Springer Science & Business Media
Page : 306 pages
File Size : 55,8 Mb
Release : 2006-04-18
Category : Computers
ISBN : 9780306480812

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Intelligent Control Systems by Gábor Szederkényi,R. Lakner,M. Gerzson Pdf

Intelligent control is a rapidly developing, complex and challenging field with great practical importance and potential. Because of the rapidly developing and interdisciplinary nature of the subject, there are only a few edited volumes consisting of research papers on intelligent control systems but little is known and published about the fundamentals and the general know-how in designing, implementing and operating intelligent control systems. Intelligent control system emerged from artificial intelligence and computer controlled systems as an interdisciplinary field. Therefore the book summarizes the fundamentals of knowledge representation, reasoning, expert systems and real-time control systems and then discusses the design, implementation verification and operation of real-time expert systems using G2 as an example. Special tools and techniques applied in intelligent control are also described including qualitative modelling, Petri nets and fuzzy controllers. The material is illlustrated with simple examples taken from the field of intelligent process control.

Author : Erricos John Kontoghiorghes,B. Rustem,S. Siokos
Publisher : Springer Science & Business Media
Page : 626 pages
File Size : 41,7 Mb
Release : 2013-11-11
Category : Business & Economics
ISBN : 9781475736137

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Computational Methods in Decision-Making, Economics and Finance by Erricos John Kontoghiorghes,B. Rustem,S. Siokos Pdf

Computing has become essential for the modeling, analysis, and optimization of systems. This book is devoted to algorithms, computational analysis, and decision models. The chapters are organized in two parts: optimization models of decisions and models of pricing and equilibria.

Author : Klaus Schittkowski
Publisher : Springer Science & Business Media
Page : 416 pages
File Size : 48,7 Mb
Release : 2002-12-31
Category : Computers
ISBN : 1402010796

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Numerical Data Fitting in Dynamical Systems by Klaus Schittkowski Pdf

Real life phenomena in engineering, natural, or medical sciences are often described by a mathematical model with the goal to analyze numerically the behaviour of the system. Advantages of mathematical models are their cheap availability, the possibility of studying extreme situations that cannot be handled by experiments, or of simulating real systems during the design phase before constructing a first prototype. Moreover, they serve to verify decisions, to avoid expensive and time consuming experimental tests, to analyze, understand, and explain the behaviour of systems, or to optimize design and production. As soon as a mathematical model contains differential dependencies from an additional parameter, typically the time, we call it a dynamical model. There are two key questions always arising in a practical environment: 1 Is the mathematical model correct? 2 How can I quantify model parameters that cannot be measured directly? In principle, both questions are easily answered as soon as some experimental data are available. The idea is to compare measured data with predicted model function values and to minimize the differences over the whole parameter space. We have to reject a model if we are unable to find a reasonably accurate fit. To summarize, parameter estimation or data fitting, respectively, is extremely important in all practical situations, where a mathematical model and corresponding experimental data are available to describe the behaviour of a dynamical system.

Author : S.I. Lyashko
Publisher : Springer Science & Business Media
Page : 456 pages
File Size : 50,5 Mb
Release : 2006-04-18
Category : Mathematics
ISBN : 9780306475719

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Generalized Optimal Control of Linear Systems with Distributed Parameters by S.I. Lyashko Pdf

The author of this book made an attempt to create the general theory of optimization of linear systems (both distributed and lumped) with a singular control. The book touches upon a wide range of issues such as solvability of boundary values problems for partial differential equations with generalized right-hand sides, the existence of optimal controls, the necessary conditions of optimality, the controllability of systems, numerical methods of approximation of generalized solutions of initial boundary value problems with generalized data, and numerical methods for approximation of optimal controls. In particular, the problems of optimization of linear systems with lumped controls (pulse, point, pointwise, mobile and so on) are investigated in detail.

Author : Maurizio Pompella,Roman Matousek
Publisher : Springer Nature
Page : 540 pages
File Size : 50,9 Mb
Release : 2021-06-01
Category : Business & Economics
ISBN : 9783030664336

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The Palgrave Handbook of FinTech and Blockchain by Maurizio Pompella,Roman Matousek Pdf

Financial services technology and its effect on the field of finance and banking has been of major importance within the last few years. The spread of these so-called disruptive technologies, including Blockchain, has radically changed financial markets and transformed the operation of the industry as a whole. This is the first multidisciplinary handbook of FinTech and Blockchain covering finance, economics, and legal aspects globally. With comprehensive coverage of the current landscape of financial technology alongside a forward-looking approach, the chapters are devoted to the spread of structured finance, ICT, distributed ledger technology (DLT), cybersecurity, data protection, artificial intelligence, and cryptocurrencies. Given an unprecedented 2020, the contributions also address the consequences of the current emergency, and the pandemic stroke, which is revolutionizing social and economic paradigms and heavily affecting Fintech, Blockchain, and the banking sector as well, and would be of particular interest to finance academics and researchers alongside banking and financial services professionals.

Author : Stelios H. Zanakis,Georgios Doukidis,Constantin Zopounidis
Publisher : Springer Science & Business Media
Page : 484 pages
File Size : 52,9 Mb
Release : 2013-04-17
Category : Business & Economics
ISBN : 9781475749199

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Decision Making: Recent Developments and Worldwide Applications by Stelios H. Zanakis,Georgios Doukidis,Constantin Zopounidis Pdf

This chapter describes a study conducted at the Swinburne University of Technology in Australia, in their School of Business. The study was to explore the applicability of a judgment-analytic decision support system to the assessment of the likelihood of an applicant being selected for admission to the School's Graduate Certificate in Business Administration (GCBA) program. The likelihood of a program administrator selecting a particular applicant is directly linked to the assessment of the likelihood of that applicant's success in the GCBA program. The purpose of this study, in effect, was to analyze the administrative judgment process in assessment of an applicant's likelihood of success in the program. THE PROCESS OF HUMAN JUDGMENT Human judgment is a process through which an individual uses social infonnation to make decisions. The social infonnation is obtained from an individual's environment and is interpreted through the individual's cognitive image of the environment. The. cognitive image provides a representation of the environment based on past experiences and training, and essentially predisposes the person to respond to social infonnation in predictable ways. An individual's policies or beliefs about the environment represent these patterns. Human judgments are based then upon one's interpretation of available infonnation. They are probability statements about one's environment and how one reacts to it. This condition leads to the human judgment process being inherently limited. It is fundamentally a covert process. It is seldom possible for an individual to accurately describe his or her judgment process accurately.

Author : E. de Klerk
Publisher : Springer Science & Business Media
Page : 288 pages
File Size : 49,6 Mb
Release : 2006-04-18
Category : Computers
ISBN : 9780306478192

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Aspects of Semidefinite Programming by E. de Klerk Pdf

Semidefinite programming has been described as linear programming for the year 2000. It is an exciting new branch of mathematical programming, due to important applications in control theory, combinatorial optimization and other fields. Moreover, the successful interior point algorithms for linear programming can be extended to semidefinite programming. In this monograph the basic theory of interior point algorithms is explained. This includes the latest results on the properties of the central path as well as the analysis of the most important classes of algorithms. Several "classic" applications of semidefinite programming are also described in detail. These include the Lovász theta function and the MAX-CUT approximation algorithm by Goemans and Williamson. Audience: Researchers or graduate students in optimization or related fields, who wish to learn more about the theory and applications of semidefinite programming.

Author : G. Cristescu,L. Lupsa
Publisher : Springer Science & Business Media
Page : 375 pages
File Size : 52,6 Mb
Release : 2013-12-01
Category : Mathematics
ISBN : 9781461500032

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Non-Connected Convexities and Applications by G. Cristescu,L. Lupsa Pdf

Lectori salutem! The kind reader opens the book that its authors would have liked to read it themselves, but it was not written yet. Then, their only choice was to write this book, to fill a gap in the mathematicalliterature. The idea of convexity has appeared in the human mind since the antiquity and its fertility has led to a huge diversity of notions and of applications. A student intending a thoroughgoing study of convexity has the sensation of swimming into an ocean. It is due to two reasons: the first one is the great number of properties and applications of the classical convexity and second one is the great number of generalisations for various purposes. As a consequence, a tendency of writing huge books guiding the reader in convexity appeared during the last twenty years (for example, the books of P. M. Gruber and J. M. Willis (1993) and R. J. Webster (1994)). Another last years' tendency is to order, from some point of view, as many convexity notions as possible (for example, the book of I. Singer (1997)). These approaches to the domain of convexity follow the previous point of view of axiomatizing it (A. Ghika (1955), W. Prenowitz (1961), D. Voiculescu (1967), V. W. Bryant and R. J. Webster (1969)). Following this last tendency, our book proposes to the reader two classifications of convexity properties for sets, both of them starting from the internal mechanism of defining them.

Author : R. Correa,Ines de Castro Dutra,Mario Fiallos,Luiz Fernando Gomes da Silva
Publisher : Springer Science & Business Media
Page : 334 pages
File Size : 55,8 Mb
Release : 2013-06-29
Category : Computers
ISBN : 9781475736090

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Models for Parallel and Distributed Computation by R. Correa,Ines de Castro Dutra,Mario Fiallos,Luiz Fernando Gomes da Silva Pdf

Parallel and distributed computation has been gaining a great lot of attention in the last decades. During this period, the advances attained in computing and communication technologies, and the reduction in the costs of those technolo gies, played a central role in the rapid growth of the interest in the use of parallel and distributed computation in a number of areas of engineering and sciences. Many actual applications have been successfully implemented in various plat forms varying from pure shared-memory to totally distributed models, passing through hybrid approaches such as distributed-shared memory architectures. Parallel and distributed computation differs from dassical sequential compu tation in some of the following major aspects: the number of processing units, independent local dock for each unit, the number of memory units, and the programming model. For representing this diversity, and depending on what level we are looking at the problem, researchers have proposed some models to abstract the main characteristics or parameters (physical components or logical mechanisms) of parallel computers. The problem of establishing a suitable model is to find a reasonable trade-off among simplicity, power of expression and universality. Then, be able to study and analyze more precisely the behavior of parallel applications.

Author : F. Giannessi,Panos M. Pardalos,Tamás Rapcsák
Publisher : Springer Science & Business Media
Page : 280 pages
File Size : 42,5 Mb
Release : 2013-12-01
Category : Mathematics
ISBN : 9781461302957

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Optimization Theory by F. Giannessi,Panos M. Pardalos,Tamás Rapcsák Pdf

This volume contains refereed papers based on the lectures presented at the XIV International Conference on Mathematical Programming held at Matrahaza, Hungary, between 27-31 March 1999. This conference was organized by the Laboratory of Operations Research and Deci sion Systems at the Computer and Automation Institute, Hungarian Academy of Sciences. The editors hope this volume will contribute to the theory and applications of mathematical programming. As a tradition of these events, the main purpose of the confer ence was to review and discuss recent advances and promising research trends concerning theory, algorithms and applications in different fields of Optimization Theory and related areas such as Convex Analysis, Complementarity Systems and Variational Inequalities. The conference is traditionally held in the Matra Mountains, and housed by the resort house of the Hungarian Academy of Sciences. This was the 14th event of the long lasting series of conferences started in 1973. The organizers wish to express their thanks to the authors for their contributions in this volume, and the anonymous referees for their valu able comments. Special thanks are directed to our sponsors, the Hun garian Academy of Sciences, the National Committee for Technological Development, the Hungarian National Science Foundation, and last but not least, the Hungarian Operational Research Society. We would like to thank John Martindale from Kluwer Academic Publishers for helping us produce this volume, Eva Nora Nagy for cor rections and proof-readings, and Peter Dombi for his excellent work on typesetting and editing the manuscript.

Author : S.M. Stefanov
Publisher : Springer Science & Business Media
Page : 323 pages
File Size : 50,5 Mb
Release : 2013-11-11
Category : Mathematics
ISBN : 9781475734171

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Separable Programming by S.M. Stefanov Pdf

In this book, the author considers separable programming and, in particular, one of its important cases - convex separable programming. Some general results are presented, techniques of approximating the separable problem by linear programming and dynamic programming are considered. Convex separable programs subject to inequality/ equality constraint(s) and bounds on variables are also studied and iterative algorithms of polynomial complexity are proposed. As an application, these algorithms are used in the implementation of stochastic quasigradient methods to some separable stochastic programs. Numerical approximation with respect to I1 and I4 norms, as a convex separable nonsmooth unconstrained minimization problem, is considered as well. Audience: Advanced undergraduate and graduate students, mathematical programming/ operations research specialists.