Advances in Stochastic Modelling and Data Analysis / Edition 1

by Jacques Janssen, Christos H. Skiadas, Constantin Zopounidis

Overview

Advances in Shastic 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.

Product Details

ISBN-13:	9780792335641
Publisher:	Springer Netherlands
Publication date:	06/30/1995
Series:	Diverse Series
Edition description:	1995
Pages:	428
Product dimensions:	6.10(w) x 9.25(h) x 0.04(d)

Table of Contents

I. Shastic Modelling in Finance Insurance and Economics.- A Dynamic Shastic ALM Model for Insurance Companies.- Expected Optimal Exercise Time of a Perpetual American Option: A Closed Form Solution.- Immunization and the Optimal Structure of the Balance Sheet.- Recursive Filtering for the Uhlenbeck Random Field: An Application to Image Restoring.- Forecasting the Electricity Consumption by Applying Shastic Modelling Techniques: The Case of Greece.- Applied Shastic Models and Data Analysis for Engineering Education.- II. Data Analysis and Economics.- A Scientific View of Economic and Financial Data Analysis.- Variational Data Analysis Versus Classical Data Analysis.- Characteristics of Meat Demand in Greece.- The Economic Development of the Greek Agricultural Marketing Cooperatives.- Regression Models for Repeated Medical Random Counts.- III. Forecasting and Marketing.- A Lagrangian Approach for the Selection of Growth Functions in Forecasting.- Forecasting Agricultural Commodity Markets Under Policy Constraints. A Retrospective Case Study.- Transfer, Diffusion and Development of Technology of Petrochemical, Plastics and Elastomers in Greece: The factors of the successful transfer (Absorption, development, R&D).- Forecasting the Consumption of Milk and Dairy Products in Greece.- Data Analysis Methods Applied to Agricultural Marketing.- IV. Multicriteria Desision Support Systems.- Designing a Multicriteria Desision Support System for Portfolio Selection and Management.- Comparative Behavioural Analysis of the European Olive Oil Consumer.- The Political Risk in the Foreign Investment Strategic Decisions.- Consumer Behavioural Analysis Using Multicriteria Method.- A Visual Approach to the Procedures of Multicriteria Intelligence Decision Aiding Systems.- V. Artificial Intelligence, Expert Systems and Neural Networks.- Using Typicality to Support Inference and Learning.- Identification of Constrained Robot Dynamics Using Dynamic Neural Networks.- Conception of an Expert System of Control Filtering for Statistical Surveys.- Author Index.

Editorial Reviews

A representative collection of essays covering the main topics in ASMDA theory and including applications. The papers examine modeling in finance insurance and economics with concentrations in data analysis, forecasting, and marketing. The discussions on Multicriteria Decision Support Systems (MDSS) and artificial intelligence and neural networks anticipate the field's evolution into even more sophisticated analysis. The majority of these papers were originally presented at the Sixth International Symposium on Applied Stochastic Models and Data Analysis, Chania, Crete, Greece, May 1993. Includes demonstration tables and graphs. Lacks an index. Annotation c. Book News, Inc., Portland, OR (booknews.com)

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