Advances in Stochastic Modelling and Data Analysis

✍ Scribed by Jacques Janssen (auth.), Jacques Janssen, Christos H. Skiadas, Constantin Zopounidis (eds.)

• Publisher: Springer Netherlands
• Year: 1995
• Tongue: English
• Leaves: 428
• Edition: 1
• Category: Library

✦ Synopsis

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.

✦ Table of Contents

Front Matter....Pages i-x
Front Matter....Pages 1-1
A dynamic stochastic ALM model for insurance companies....Pages 3-28
Expected Optimal Exercise Time of a Perpetual American Option: A Closed-form Solution....Pages 29-56
Immunization and the Optimal Structure of the Balance Sheet....Pages 57-73
Recursive Filtering for the Uhlenbeck Random Field an Application to Image Restoring....Pages 74-84
Forecasting the Electricity Consumption by Applying Stochastic Modelling Techniques: The Case of Greece....Pages 85-100
Applied Stochastic Models and Data Analysis for Engineering Education....Pages 101-107
Front Matter....Pages 109-109
A Scientific View of Economic and Financial Data Analysis....Pages 111-127
Variational Data Analysis Versus Classical Data Analysis....Pages 128-158
Characteristics of Meat Demand in Greece....Pages 159-167
The Economic Development of the Greek Agricultural Marketing Co-Operatives....Pages 168-176
Regression Models for Repeated Medical Random Counts....Pages 177-185
Front Matter....Pages 187-187
A Lagrangian Approach for the Selection of Growth Functions in Forecasting....Pages 189-194
Forecasting Agricultural Commodity Markets under Policy Constraints: A Retrospective Case Study....Pages 195-206
Transfer, Diffusion and Development of Technology of Petrochemicals, Plastics and Elastomers in Greece: The factors of the succesfull transfer (Absorption, development, R&D)....Pages 207-216
Forecasting the Consumption of Milk and Dairy Products in Greece....Pages 217-243
Data Analysis Methods Applied to Agricultural Marketing....Pages 244-258
Front Matter....Pages 259-259
Designing a Multicriteria Decision Support System for Portfolio Selection and Management....Pages 261-292
Comparative Behavioural Analysis of European Olive Oil Consumers....Pages 293-310
The Political Risk in the Foreign Investment Strategic Decisions....Pages 311-327
Consumer Behavioural Analysis Using Multicriteria Method....Pages 328-338
Front Matter....Pages 259-259
A visual approach to the procedures of Multicriteria Intelligence Decision Aiding Systems....Pages 339-354
Front Matter....Pages 355-355
Using typicality to support inference and learning....Pages 357-383
Identification of Constrained Robot Dynamics Using Dynamic Neural Networks....Pages 384-412
Conception of an Expert System of Control Filtering for Statistical Surveys....Pages 413-425
Back Matter....Pages 427-428

✦ Subjects

Probability Theory and Stochastic Processes; Operation Research/Decision Theory; Artificial Intelligence (incl. Robotics); Finance/Investment/Banking; Marketing