XIII Balkan Conference on Operational Research Proceedings

XIII Balkan Conference on Operational Research Proceedings PDF Author: Dragana Makajić-Nikolić
Publisher: FON
ISBN: 8680593648
Category :
Languages : en
Pages : 437

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Book Description

XIII Balkan Conference on Operational Research Proceedings

XIII Balkan Conference on Operational Research Proceedings PDF Author: Dragana Makajić-Nikolić
Publisher: FON
ISBN: 8680593648
Category :
Languages : en
Pages : 437

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Book Description


Advances in Operational Research in the Balkans

Advances in Operational Research in the Balkans PDF Author: Nenad Mladenović
Publisher: Springer
ISBN: 3030219909
Category : Business & Economics
Languages : en
Pages : 289

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Book Description
This proceedings volume presents recent theoretical and practical advances in operational research (OR). The papers focus on a number of key areas including combinatorial optimization, integer programming, heuristics, and mathematical programming. In addition, this volume highlights OR applications in different areas such as financial decision making, marketing, e-business, project management, scheduling, traffic and transportation. The chapters are based on papers presented at the 13th Balkan Conference on Operations Research (BALCOR). BALCOR is an established biennial conference. The selected papers promote international collaboration among researchers and practitioners, with a particular focus on the Balkan countries.

New Developments in Financial Modelling

New Developments in Financial Modelling PDF Author: Margarida Catalão-Lopes
Publisher: Cambridge Scholars Publishing
ISBN: 1443811556
Category : Business & Economics
Languages : en
Pages : 380

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Book Description
This volume brings together a variety of issues, methods and market instruments that should prove useful for topics courses, finance and asset management practice, and also foster future research. This collection of contributions is a selected subset of those presented at the XLI Meeting of the EURO Working Group on Financial Modelling, Lisbon, November 2007, and has a rich manifold of applied, theoretical and methodological work: • Banking, empirical assessment of efficiency and relationship banking; • Corporate Governance; • Market Microstructure: liquidity; price limits; volatility; • Risk: sovereign debt rating; volatility-volume around takeover announcements; • Multicriteria approach and portfolio selection; • Modified Tempered Stable Distribution and GARCH modelling. In sum, this contributed volume, joining many authors from academia and practice on finance, offers a multiplicity of issues and methodology that broadens the knowledge and skills in finance matters and raises research questions for further development.

Multicriteria Analysis

Multicriteria Analysis PDF Author: Joao Climaco
Publisher: Springer Science & Business Media
ISBN: 3642606679
Category : Business & Economics
Languages : en
Pages : 624

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Book Description
J. CIimaco and C. H. Antunes After the pleasure which has been to host the community of researchers and practitioners in the area of multicriteria analysis (MA) in Coimbra in August 1994, this volume of proceedings based on the papers presented at the conference is the last step of that venture. Even though this may not be the appropriate place we cannot resist, however, the temptation to express herein some brief feelings about the conference. Almost everything concerning the conference organisation has been "handcrafted" by a small number of people, with the advantages and disadvantages that this approach generates. Our first word of acknowledgement is of course due to those who have had a permanent and active role in the multiple aspects which make the success of a conference: Maria Joao Alves, Carlos Henggeler Antunes (who is a co author of this introduction since he has closely collaborated with me in the scientific programme), Joao Paulo Costa, Luis Dias (who greatly contributed to the organisation of this volume) and Paulo Melo, as well as Leonor Dias, from the Faculty of Economics, who has shown an outstanding dedication. To those who collaborated with the organisers in the framework of their professional activity, special thanks due to Adelina whose dedication greatly exceeded her duties. As you probably know from your own experience every small detail of the conference organisation required a lot of "sweating", but the atmosphere of joy and friendship then generated has been a generous "pay-off".

Optimization Theory, Decision Making, and Operations Research Applications

Optimization Theory, Decision Making, and Operations Research Applications PDF Author: Athanasios Migdalas
Publisher: Springer Science & Business Media
ISBN: 1461451345
Category : Mathematics
Languages : en
Pages : 364

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Book Description
These proceedings consist of 30 selected research papers based on results presented at the 10th Balkan Conference & 1st International Symposium on Operational Research (BALCOR 2011) held in Thessaloniki, Greece, September 22-24, 2011. BALCOR is an established biennial conference attended by a large number of faculty, researchers and students from the Balkan countries but also from other European and Mediterranean countries as well. Over the past decade, the BALCOR conference has facilitated the exchange of scientific and technical information on the subject of Operations Research and related fields such as Mathematical Programming, Game Theory, Multiple Criteria Decision Analysis, Information Systems, Data Mining and more, in order to promote international scientific cooperation. The carefully selected and refereed papers present important recent developments and modern applications and will serve as excellent reference for students, researchers and practitioners in these disciplines. ​

Intelligent Decision Aiding Systems Based on Multiple Criteria for Financial Engineering

Intelligent Decision Aiding Systems Based on Multiple Criteria for Financial Engineering PDF Author: Constantin Zopounidis
Publisher: Springer Science & Business Media
ISBN: 146154663X
Category : Computers
Languages : en
Pages : 230

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Book Description
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.

Developments in Mean-Variance Efficient Portfolio Selection

Developments in Mean-Variance Efficient Portfolio Selection PDF Author: M. Agarwal
Publisher: Springer
ISBN: 1137359927
Category : Business & Economics
Languages : en
Pages : 258

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Book Description
This book discusses new determinants for optimal portfolio selection. It reviews the existing modelling framework and creates mean-variance efficient portfolios from the securities companies on the National Stock Exchange. Comparisons enable researchers to rank them in terms of their effectiveness in the present day Indian securities market.

Advances in Stochastic Modelling and Data Analysis

Advances in Stochastic Modelling and Data Analysis PDF Author: Jacques Janssen
Publisher: Springer Science & Business Media
ISBN: 9401706638
Category : Mathematics
Languages : en
Pages : 428

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Book Description
Advances in Stochastic Modelling and Data Analysis presents the most recent developments in the field, together with their applications, mainly in the areas of insurance, finance, forecasting and marketing. In addition, the possible interactions between data analysis, artificial intelligence, decision support systems and multicriteria analysis are examined by top researchers. Audience: A wide readership drawn from theoretical and applied mathematicians, such as operations researchers, management scientists, statisticians, computer scientists, bankers, marketing managers, forecasters, and scientific societies such as EURO and TIMS.

Multicriteria Portfolio Management

Multicriteria Portfolio Management PDF Author: Panos Xidonas
Publisher: Springer Science & Business Media
ISBN: 1461436702
Category : Mathematics
Languages : en
Pages : 138

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Book Description
The primary purpose in this book is to present an integrated and innovative methodological approach for the construction and selection of equity portfolios. The approach takes into account the inherent multidimensional nature of the problem, while allowing the decision makers to incorporate specified preferences in the decision processes. A fundamental principle of modern portfolio theory is that comparisons between portfolios are generally made using two criteria; the expected return and portfolio variance. According to most of the portfolio models derived from the stochastic dominance approach, the group of portfolios open to comparisons is divided into two parts: the efficient portfolios, and the dominated. This work integrates the two approaches providing a unified model for decision making in portfolio management with multiple criteria.​

Multicriteria Decision Aid Methods for the Prediction of Business Failure

Multicriteria Decision Aid Methods for the Prediction of Business Failure PDF Author: Constantin Zopounidis
Publisher: Springer Science & Business Media
ISBN: 1475728859
Category : Business & Economics
Languages : en
Pages : 191

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Book Description
This book provides a new point of view on the subject of business failure prediction, through the application of multicriteria analysis methods. The aim of the book is to provide a review of the research in the area and to explore the adequacy of these methods to one of the most complex problems in the area of financial management. In addition, the book explores the applications of the methods so that it can become a very useful tool for researchers and practitioners. The analysis of the modeling and the results in these applications provides the background for further employment of the methods.