Advances in Stochastic Modelling and Data Analysis / Edition 1

Advances in Stochastic Modelling and Data Analysis / Edition 1

by Jacques Janssen
     
 

ISBN-10: 0792335643

ISBN-13: 9780792335641

Pub. Date: 06/30/1995

Publisher: Springer Netherlands

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…  See more details below

Overview

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.

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

Preface
A Dynamic Stochastic ALM Model for Insurance Companies3
Expected Optimal Exercise Time of a Perpetual American Option: A Closed Form Solution29
Immunization and the Optimal Structure of the Balance Sheet57
Recursive Filtering for the Uhlenbeck Random Field: An Application to Image Restoring74
Forecasting the Electricity Consumption by Applying Stochastic Modelling Techniques: The Case of Greece85
Applied Stochastic Models and Data Analysis for Engineering Education101
A Scientific View of Economic and Financial Data Analysis111
Variational Data Analysis Versus Classical Data Analysis128
Characteristics of Meat Demand in Greece159
The Economic Development of the Greek Agricultural Marketing Cooperatives168
Regression Models for Repeated Medical Random Counts177
A Lagrangian Approach for the Selection of Growth Functions in Forecasting189
Forecasting Agricultural Commodity Markets Under Policy Constraints. A Retrospective Case Study195
Transfer, Diffusion and Development of Technology of Petrochemical, Plastics and Elastomers in Greece: The factors of the successful transfer (Absorption, development, R&D)207
Forecasting the Consumption of Milk and Dairy Products in Greece217
Data Analysis Methods Applied to Agricultural Marketing244
Designing a Multicriteria Desision Support System for Portfolio Selection and Management261
Comparative Behavioural Analysis of the European Olive Oil Consumer293
The Political Risk in the Foreign Investment Strategic Decisions311
Consumer Behavioural Analysis Using Multicriteria Method328
A Visual Approach to the Procedures of Multicriteria Intelligence Decision Aiding Systems339
Using Typicality to Support Inference and Learning357
Identification of Constrained Robot Dynamics Using Dynamic Neural Networks384
Conception of an Expert System of Control Filtering for Statistical Surveys413
Author Index427

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