Advances in Stochastic Modelling and Data Analysis / Edition 1

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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.
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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 (
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Product Details

  • ISBN-13: 9780792335641
  • Publisher: Springer Netherlands
  • Publication date: 6/30/1995
  • Series: Diverse Series
  • Edition description: 1995
  • Edition number: 1
  • Pages: 428
  • Product dimensions: 6.14 (w) x 9.21 (h) x 1.06 (d)

Table of Contents

A Dynamic Stochastic ALM Model for Insurance Companies 3
Expected Optimal Exercise Time of a Perpetual American Option: A Closed Form Solution 29
Immunization and the Optimal Structure of the Balance Sheet 57
Recursive Filtering for the Uhlenbeck Random Field: An Application to Image Restoring 74
Forecasting the Electricity Consumption by Applying Stochastic Modelling Techniques: The Case of Greece 85
Applied Stochastic Models and Data Analysis for Engineering Education 101
A Scientific View of Economic and Financial Data Analysis 111
Variational Data Analysis Versus Classical Data Analysis 128
Characteristics of Meat Demand in Greece 159
The Economic Development of the Greek Agricultural Marketing Cooperatives 168
Regression Models for Repeated Medical Random Counts 177
A Lagrangian Approach for the Selection of Growth Functions in Forecasting 189
Forecasting Agricultural Commodity Markets Under Policy Constraints. A Retrospective Case Study 195
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 Greece 217
Data Analysis Methods Applied to Agricultural Marketing 244
Designing a Multicriteria Desision Support System for Portfolio Selection and Management 261
Comparative Behavioural Analysis of the European Olive Oil Consumer 293
The Political Risk in the Foreign Investment Strategic Decisions 311
Consumer Behavioural Analysis Using Multicriteria Method 328
A Visual Approach to the Procedures of Multicriteria Intelligence Decision Aiding Systems 339
Using Typicality to Support Inference and Learning 357
Identification of Constrained Robot Dynamics Using Dynamic Neural Networks 384
Conception of an Expert System of Control Filtering for Statistical Surveys 413
Author Index 427
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