Displaying similar documents to “Planfin -- a decision support system for bond portofolio selection.”

Lexicographic combinations of preference relations in the context of Possibilistic Decision Theory.

Lluís Godo, Adriana Zapico (2006)

Mathware and Soft Computing

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In Possibilistic Decision Theory (PDT), decisions are ranked by a pressimistic or by an optimistic qualitative criteria. The preference relations induced by these criteria have been axiomatized by corresponding sets of rationality postulates, both à la von Neumann and Morgenstern and à la Savage. In this paper we first address a particular issue regarding the axiomatic systems of PDT à la von Neumann and Morgenstern. Namely, we show how to adapt the axiomatic systems for the pessimistic...

Selection of variables in Discrete Discriminant Analysis

Anabela Marques, Ana Sousa Ferreira, Margarida G.M.S. Cardoso (2013)

Biometrical Letters

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In Discrete Discriminant Analysis one often has to deal with dimensionality problems. In fact, even a moderate number of explanatory variables leads to an enormous number of possible states (outcomes) when compared to the number of objects under study, as occurs particularly in the social sciences, humanities and health-related elds. As a consequence, classi cation or discriminant models may exhibit poor performance due to the large number of parameters to be estimated. In the present...

Specifics in Applying Agile Software Methodologies in Portal Solutions

Todorov, Nikolay, Eskenazi, Avram (2011)

Serdica Journal of Computing

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Agile methodologies are becoming more popular in the software development process nowadays. The iterative development lifecycle, openness to frequent changes, tight cooperation with the client and among the software engineers are turning into more and more effective practices and respond to a higher extend to the current business needs. It is natural to raise the question which methodology is the most suitable for use when starting and managing a project. This depends on many factors—product...

Dynamic portfolio optimization with risk management and strategy constraints

Csilla Krommerová, Igor Melicherčík (2014)

Kybernetika

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We investigate the problem of power utility maximization considering risk management and strategy constraints. The aim of this paper is to obtain admissible dynamic portfolio strategies. In case the floor is guaranteed with probability one, we provide two admissible solutions, the option based portfolio insurance in the constrained model, and the alternative method and show that none of the solutions dominate the other. In case the floor is guaranteed partially, we provide one admissible...

An Analysis and Forecast of Software and Services Research in Bulgaria

Ilieva, S, Eskenazi, A, Dimov, A, Pavlova, I (2010)

Serdica Journal of Computing

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In the last 40 years much has been achieved in Software Engineering research and still more is to be done. Although significant progress is being made on several fronts in Service-Oriented Architecture (SOA), there is still no set of clear, central themes to focus research activity on. A task within the EU FP7 Sister project aimed at defining research priorities for the Faculty of Mathematics and Informatics (Sofia University) in the area of Software and Services. A dedicated methodology...