Supply Chain and Finance.

By: Pardalos, P. MContributor(s): Migdalas, Athanasios | Baourakis, GeorgeMaterial type: TextTextSeries: Series on Computers and Operations Research SerPublisher: Singapore : World Scientific Publishing Co Pte Ltd, 2004Copyright date: ©2004Description: 1 online resource (359 pages)Content type: text Media type: computer Carrier type: online resourceISBN: 9789812562586Subject(s): Business logistics -- Mathematical models | Financial engineering | Portfolio management -- Mathematical models | Stock exchanges -- Mathematical modelsGenre/Form: Electronic books.Additional physical formats: Print version:: Supply Chain and FinanceDDC classification: 332.6 LOC classification: HG176.7.S86 2004Online resources: Click to View
Contents:
Intro -- Supply Chain and Finance -- CONTENTS -- Preface -- Network-based Techniques in the Analysis of the Stock Market V. Boginski, S. Butenko, P.M. Pardalos -- 1 Introduction -- 2 Statistical Properties of Correlation Matrices -- 3 Graph Theory Basics -- 3.1 Connectivity and Degree Distribution -- 3.2 Cliques and Independent Sets -- 4 Market Graph: Global Organization and Evolution -- 4.1 Edge Density of the Market Graph as a Characteristic of Collective Behavior of Stocks -- 4.2 Global Pattern of Connections in the Market Graph -- 5 Interpretation of Cliques and Independent Sets in the Market Graph -- 6 Conclusion -- References -- On the Efficiency of the Capital Market in Greece: Price Discovery and Causality in the Athens Stock Exchange and the Athens Derivatives Exchange H. V. Mertzanis -- 1 Introduction -- 2 Market Structure, Data and Method -- 2.1 Structure of the Greek Market and the General Index -- 2.2 Data and Method -- 3 Results and Discussion -- 4 Summary and Conclusions -- References -- Assessing the Financial Performance of Marketing Co-Operatives and Investor Owned Firms: a Multicriteria Methodology G. Baourakis, N. Kalogeras, C. Zopounidis and G. Van Dijk -- 1 Introduction -- 2 Co-ops vs IOFs: A Literature Overview -- 3 A Brief Market Outlook -- 4 Methodological Framework -- 4.1 Characteristics of Examined Firms & Sampling Procedure -- 4.2 Principal Component Analysis -- 4.3 Financial Ratio Analysis -- 4.4 Multicriteria Method -- 5 Results and Discussion -- 5.1 Firms Attitude through Principal Component Analysis -- 5.2 Overall Ranking of the Examined Firms -- 6. Conclusion -- References -- Assessing Country Risk Using Multicriteria Classification Approaches E. Gjonca, M. Doumpos, G. Baourakis, C. Zopounidis -- 1 Introduction -- 2 Multicriteria Classification Analysis -- 2.1 The UTADIS Method -- 2.2 The M.H.DIS Method.
3 Application -- 3.1 Data Set Description -- 3.2 Presentation of Results -- 3.2.1. Results of UTADIS -- 3.2.2. Results of M.H.DIS -- 3.2.3. Comparison with DA -- 4 Conclusions and Discussion -- References -- Assessing Equity Mutual Funds Performance Using a Multicriteria Methodology: a Comparative Analysis K. Pendaraki, M. Doumpos, C. Zopounidis -- 1 Introduction -- 2 Review of Past Empirical Studies -- 3 The UTADIS Multicriteria Decision Aid Method -- 4 Application to Mutual Funds Performance Assessment -- 4.1 Data Set Description -- 4.1.1. Sample -- 4.1.2. Evaluation Criteria -- 4.1.3. Statistical Analysis -- 5 Presentation of the Results -- 6 Concluding Remarks and Future Perspectives -- References -- Stacked Generalization Framework for the Prediction of Corporate Acquisitions E. Tartari, M. Doumpos, G. Baourakis, C. Zopounidis -- 1 Introduction -- 2 Methodology -- 2.1 Stacked Generalization Approach -- 2.2 Methods -- 2.2.1. Linear Discriminant Analysis -- 2.2.2. Probabilistic Neural Networks -- 2.2.3. Rough Set Theory -- 2.2.4. The UTADIS method -- 3 Description of the Case Study -- 3.1 Sample Data -- 3.2 Variables -- 3.3 Factor Analysis -- 4 Results -- 5 Conclusion -- References -- Single Airport Ground Holding Problem - Benefits of Modeling Uncertainty and Risk K. Taafe -- 1 Introduction -- 2 Static Stochastic Ground Holding Problem -- 2.1 Problem Definition and Formulation -- 2.2 Solution Properties -- 3 Motivation for Stochastic Programming Approach -- 3.1 Arrival Demand and Runway Capacity Data -- 3.2 Expected Value of Perfect Information (EVPI) and Value of Stochastic Solution (VSS) -- 4 Risk Aversion Measures -- 4.1 Conditional Value at Risk (CVaR) Model -- 4.2 Minimize Total Delay Cost Model vs. Minimize Conditional Value-at-Risk Model -- 4.3 Alternate Risk Aversion Models -- 5 Conclusions and Future Work -- References.
Measuring Production Efficiency in the Greek Food Industry A. Karakitsiou, A. Mavrommati and A. Migdalas -- 1 Introduction -- 2 Technical Efficiency -- 3 Research Methodology -- 4 Input and Output Measures -- 5 Empirical Results -- 6 Conclusion -- References -- Brand Management in the Fruit Juice Industry G. Baourakis and G. Baltas -- 1 Introduction -- 2 Consumption Patterns -- 3 Brand Preferences -- 3.1 Consumer Attitudes -- 3.2 Multidimensional Scaling Approach -- 4 Concluding Remarks -- References -- Critical Success Factors of Business To Business (B2B) E-commerce Solutions to Supply Chain Management I.P. Vlachos -- 1 Introduction -- 2 The Critical Success Factors Approach -- 3 Supply Chain Management -- 3.1 Supply Chain Management Activities -- 4 B2B E-Commerce Solutions -- 5 Critical Success Factors of B2B Solutions -- 5.1 Strategy: Cooperate to Compete -- 5.2 Commitment to Customer Service -- 5.3 Win-Win Strategy -- 5.4 Common Applications -- 6 Discussion and Recommendations -- References -- Towards the Identification of Human, Social, Cultural and Organizational Requirements for Successful E-commerce Systems Development A . S. Andreou, S. M. Mavromoustakos and C. N . Schizas -- 1 Introduction -- 2 The SpiderWeb Methodology -- 2.1 The SpiderWeb Model -- 2.1.1. Country Characteristics -- 2.1.2. User Requirements -- 2.1.3. Application Domain -- 2.2 The SpiderWeb Information Gathering Methodology -- 2.3 The SpiderWeb Methodology and the Web Engineering Process -- 3 Validation of the SpiderWeb Methodology -- 3.1 Analysis of the E- VideoStore Project Using the SpiderWeb Methodology -- 3.2 Results -- 4 Conclusion -- References -- Towards Integrated Web-Based Environment for B2B International Trade: Mall2000 Project Case R. Nikolov, B. Lomev and S. Varbanov -- 1 Introduction -- 2 B2B E-commerce Existing Standards for Product and Document Description.
2.1 EDI -- 2.2 SOAP -- 2.3 UDDI -- 2.4 ebXML -- 2.5 UNSPSC -- 3 Mall2000 - B2B E-Commerce System -- 3.1 Mall2000 Users and Services -- 3.2 Basic Web Technologies Used in Mall2000 -- 3.2.1. XSU -- 3.2.2. Java Server Pages -- 4 Towards One-Stop Trade Environment -- 4.1 Multilanguage User-Interface Support -- 4.2 Data Exchange between Different Systems -- 4.3 Security and Data Protection -- 4.4 Mobile Internet -- References -- Portfolio Optimization with Drawdown Constraints A. Chekhlov, S. Uryasev and M. Zabarankin -- 1 Introduction -- 2 General Setup -- 3 Problem Statement -- 4 Discrete Model -- 5 Results -- 6 Conclusions -- Acknowledgments -- References -- Portfolio Optimization using Markowitz Model: an Application to the Bucharest Stock Exchange C. Viju, G. Baourakis, A. Migdalas, M. Doumpos and P.M. Pardalos -- 1 Introduction -- 2 Markowitz Mean-Variance Theory -- 2.1 Asset Allocation versus Equity Portfolio Optimization -- 2.2 Required Model Inputs -- 2.3 Limitations of the Markowitz Model -- 2.4 Alternatives to the Markowitz Model -- 3 Methodology -- 4 Characteristics of Bucharest Stock Exchange -- 5 Results and Discussion -- 5.1 Minimum Risk Portfolios -- 5.2 Portfolios with Minimum Expected Return Constraints -- 6 Conclusions -- References -- A New Algorithm for the Triangulation of Input-Output Tables in Economics B. H. Chiarini, W. Chaovalitwongse and P.M. Pardalos -- 1 Introduction -- 2 The Linear Ordering Problem -- 2.1 Applications -- 2.2 Problem Formulations -- 2.3 Previous Work -- 2.3.1. Exact Methods -- 2.3.2. Heuristic Methods -- 3 A GRASP with Path-Relinking Algorithm -- 3.1 Introduction to GRASP and Path-Relinking -- 3.2 Proposed Algorithm -- 3.2.1. Construction Phase -- 3.2.2. Local Search -- 3.2.3. Path Relinking -- 4 Computational Results -- 5 Concluding Remarks -- References.
Mining Encrypted Data B. Boutsinas, G. C. Meletiou and M. N. Vrahatis -- 1 Introduction -- 2 The Proposed Methodology -- 2.1 Encryption Technique I The RSA Cryptosystem -- 2.2 Encryption Technique II Using a Symmetric Cryptosystem -- 2.3 Distributed Data Mining -- 3 Conclusions and Future Research -- References -- Exchange Rate Forecasting through Distributed Time-Lagged Feedforward Neural Networks N.G. Pavlidis, D.K. Tasoulis, G.S. Androulakis and M.N. Vrahatis -- 1 Introduction -- 2 Artificial Neural Networks -- 2.1 Focused Time-Lagged Feedforward Neural Networks -- 2.2 Distributed Time-Lagged Feedforward Neural Networks -- 2.3 Differential Evolution Training Algorithm -- 3 Empirical Results -- 4 Concluding Remarks -- References -- Network Flow Problems with Step Cost Functions R. Yang and P.M. Pardalos -- 1 Introduction -- 2 Problem Description -- 3 A Tighter Formulation -- 4 Experimental Design and Computational Results -- 5 Conclusion -- References -- Models for Integrated Customer Order Selection and Requirements Planning under Limited Production Capacity K. Taaffe and J. Geunes -- 1 Introduction -- 2 Order Selection Problem Definition and Formulation -- 3 OSP Solution Methods -- 3.1 Strengthening the OSP Formulation -- 3.2 Heuristic Solution Approaches for OSP -- 3.2.1. Lagrangian relaxation based heuristic -- 3.2.2. Greatest unit profit heuristic -- 3.2.3. Linear programming rounding heuristic -- 4 Computational Testing Scope and Results -- 4.1 Computational Test Setup -- 4.2 Computational Results for the OSP and the OSP-NDC -- 4.3 Computational Results for the OSP-AND -- 5 Summary and Directions for Future Research -- Appendix A. Description of Feasible Solution Generator (FSG) Algorithm for OSP -- References.
Summary: This book describes recently developed mathematical models, methodologies, and case studies in diverse areas, including stock market analysis, portfolio optimization, classification techniques in economics, supply chain optimization, development of e-commerce applications, etc. It will be of interest to both theoreticians and practitioners working in economics and finance.
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Intro -- Supply Chain and Finance -- CONTENTS -- Preface -- Network-based Techniques in the Analysis of the Stock Market V. Boginski, S. Butenko, P.M. Pardalos -- 1 Introduction -- 2 Statistical Properties of Correlation Matrices -- 3 Graph Theory Basics -- 3.1 Connectivity and Degree Distribution -- 3.2 Cliques and Independent Sets -- 4 Market Graph: Global Organization and Evolution -- 4.1 Edge Density of the Market Graph as a Characteristic of Collective Behavior of Stocks -- 4.2 Global Pattern of Connections in the Market Graph -- 5 Interpretation of Cliques and Independent Sets in the Market Graph -- 6 Conclusion -- References -- On the Efficiency of the Capital Market in Greece: Price Discovery and Causality in the Athens Stock Exchange and the Athens Derivatives Exchange H. V. Mertzanis -- 1 Introduction -- 2 Market Structure, Data and Method -- 2.1 Structure of the Greek Market and the General Index -- 2.2 Data and Method -- 3 Results and Discussion -- 4 Summary and Conclusions -- References -- Assessing the Financial Performance of Marketing Co-Operatives and Investor Owned Firms: a Multicriteria Methodology G. Baourakis, N. Kalogeras, C. Zopounidis and G. Van Dijk -- 1 Introduction -- 2 Co-ops vs IOFs: A Literature Overview -- 3 A Brief Market Outlook -- 4 Methodological Framework -- 4.1 Characteristics of Examined Firms & Sampling Procedure -- 4.2 Principal Component Analysis -- 4.3 Financial Ratio Analysis -- 4.4 Multicriteria Method -- 5 Results and Discussion -- 5.1 Firms Attitude through Principal Component Analysis -- 5.2 Overall Ranking of the Examined Firms -- 6. Conclusion -- References -- Assessing Country Risk Using Multicriteria Classification Approaches E. Gjonca, M. Doumpos, G. Baourakis, C. Zopounidis -- 1 Introduction -- 2 Multicriteria Classification Analysis -- 2.1 The UTADIS Method -- 2.2 The M.H.DIS Method.

3 Application -- 3.1 Data Set Description -- 3.2 Presentation of Results -- 3.2.1. Results of UTADIS -- 3.2.2. Results of M.H.DIS -- 3.2.3. Comparison with DA -- 4 Conclusions and Discussion -- References -- Assessing Equity Mutual Funds Performance Using a Multicriteria Methodology: a Comparative Analysis K. Pendaraki, M. Doumpos, C. Zopounidis -- 1 Introduction -- 2 Review of Past Empirical Studies -- 3 The UTADIS Multicriteria Decision Aid Method -- 4 Application to Mutual Funds Performance Assessment -- 4.1 Data Set Description -- 4.1.1. Sample -- 4.1.2. Evaluation Criteria -- 4.1.3. Statistical Analysis -- 5 Presentation of the Results -- 6 Concluding Remarks and Future Perspectives -- References -- Stacked Generalization Framework for the Prediction of Corporate Acquisitions E. Tartari, M. Doumpos, G. Baourakis, C. Zopounidis -- 1 Introduction -- 2 Methodology -- 2.1 Stacked Generalization Approach -- 2.2 Methods -- 2.2.1. Linear Discriminant Analysis -- 2.2.2. Probabilistic Neural Networks -- 2.2.3. Rough Set Theory -- 2.2.4. The UTADIS method -- 3 Description of the Case Study -- 3.1 Sample Data -- 3.2 Variables -- 3.3 Factor Analysis -- 4 Results -- 5 Conclusion -- References -- Single Airport Ground Holding Problem - Benefits of Modeling Uncertainty and Risk K. Taafe -- 1 Introduction -- 2 Static Stochastic Ground Holding Problem -- 2.1 Problem Definition and Formulation -- 2.2 Solution Properties -- 3 Motivation for Stochastic Programming Approach -- 3.1 Arrival Demand and Runway Capacity Data -- 3.2 Expected Value of Perfect Information (EVPI) and Value of Stochastic Solution (VSS) -- 4 Risk Aversion Measures -- 4.1 Conditional Value at Risk (CVaR) Model -- 4.2 Minimize Total Delay Cost Model vs. Minimize Conditional Value-at-Risk Model -- 4.3 Alternate Risk Aversion Models -- 5 Conclusions and Future Work -- References.

Measuring Production Efficiency in the Greek Food Industry A. Karakitsiou, A. Mavrommati and A. Migdalas -- 1 Introduction -- 2 Technical Efficiency -- 3 Research Methodology -- 4 Input and Output Measures -- 5 Empirical Results -- 6 Conclusion -- References -- Brand Management in the Fruit Juice Industry G. Baourakis and G. Baltas -- 1 Introduction -- 2 Consumption Patterns -- 3 Brand Preferences -- 3.1 Consumer Attitudes -- 3.2 Multidimensional Scaling Approach -- 4 Concluding Remarks -- References -- Critical Success Factors of Business To Business (B2B) E-commerce Solutions to Supply Chain Management I.P. Vlachos -- 1 Introduction -- 2 The Critical Success Factors Approach -- 3 Supply Chain Management -- 3.1 Supply Chain Management Activities -- 4 B2B E-Commerce Solutions -- 5 Critical Success Factors of B2B Solutions -- 5.1 Strategy: Cooperate to Compete -- 5.2 Commitment to Customer Service -- 5.3 Win-Win Strategy -- 5.4 Common Applications -- 6 Discussion and Recommendations -- References -- Towards the Identification of Human, Social, Cultural and Organizational Requirements for Successful E-commerce Systems Development A . S. Andreou, S. M. Mavromoustakos and C. N . Schizas -- 1 Introduction -- 2 The SpiderWeb Methodology -- 2.1 The SpiderWeb Model -- 2.1.1. Country Characteristics -- 2.1.2. User Requirements -- 2.1.3. Application Domain -- 2.2 The SpiderWeb Information Gathering Methodology -- 2.3 The SpiderWeb Methodology and the Web Engineering Process -- 3 Validation of the SpiderWeb Methodology -- 3.1 Analysis of the E- VideoStore Project Using the SpiderWeb Methodology -- 3.2 Results -- 4 Conclusion -- References -- Towards Integrated Web-Based Environment for B2B International Trade: Mall2000 Project Case R. Nikolov, B. Lomev and S. Varbanov -- 1 Introduction -- 2 B2B E-commerce Existing Standards for Product and Document Description.

2.1 EDI -- 2.2 SOAP -- 2.3 UDDI -- 2.4 ebXML -- 2.5 UNSPSC -- 3 Mall2000 - B2B E-Commerce System -- 3.1 Mall2000 Users and Services -- 3.2 Basic Web Technologies Used in Mall2000 -- 3.2.1. XSU -- 3.2.2. Java Server Pages -- 4 Towards One-Stop Trade Environment -- 4.1 Multilanguage User-Interface Support -- 4.2 Data Exchange between Different Systems -- 4.3 Security and Data Protection -- 4.4 Mobile Internet -- References -- Portfolio Optimization with Drawdown Constraints A. Chekhlov, S. Uryasev and M. Zabarankin -- 1 Introduction -- 2 General Setup -- 3 Problem Statement -- 4 Discrete Model -- 5 Results -- 6 Conclusions -- Acknowledgments -- References -- Portfolio Optimization using Markowitz Model: an Application to the Bucharest Stock Exchange C. Viju, G. Baourakis, A. Migdalas, M. Doumpos and P.M. Pardalos -- 1 Introduction -- 2 Markowitz Mean-Variance Theory -- 2.1 Asset Allocation versus Equity Portfolio Optimization -- 2.2 Required Model Inputs -- 2.3 Limitations of the Markowitz Model -- 2.4 Alternatives to the Markowitz Model -- 3 Methodology -- 4 Characteristics of Bucharest Stock Exchange -- 5 Results and Discussion -- 5.1 Minimum Risk Portfolios -- 5.2 Portfolios with Minimum Expected Return Constraints -- 6 Conclusions -- References -- A New Algorithm for the Triangulation of Input-Output Tables in Economics B. H. Chiarini, W. Chaovalitwongse and P.M. Pardalos -- 1 Introduction -- 2 The Linear Ordering Problem -- 2.1 Applications -- 2.2 Problem Formulations -- 2.3 Previous Work -- 2.3.1. Exact Methods -- 2.3.2. Heuristic Methods -- 3 A GRASP with Path-Relinking Algorithm -- 3.1 Introduction to GRASP and Path-Relinking -- 3.2 Proposed Algorithm -- 3.2.1. Construction Phase -- 3.2.2. Local Search -- 3.2.3. Path Relinking -- 4 Computational Results -- 5 Concluding Remarks -- References.

Mining Encrypted Data B. Boutsinas, G. C. Meletiou and M. N. Vrahatis -- 1 Introduction -- 2 The Proposed Methodology -- 2.1 Encryption Technique I The RSA Cryptosystem -- 2.2 Encryption Technique II Using a Symmetric Cryptosystem -- 2.3 Distributed Data Mining -- 3 Conclusions and Future Research -- References -- Exchange Rate Forecasting through Distributed Time-Lagged Feedforward Neural Networks N.G. Pavlidis, D.K. Tasoulis, G.S. Androulakis and M.N. Vrahatis -- 1 Introduction -- 2 Artificial Neural Networks -- 2.1 Focused Time-Lagged Feedforward Neural Networks -- 2.2 Distributed Time-Lagged Feedforward Neural Networks -- 2.3 Differential Evolution Training Algorithm -- 3 Empirical Results -- 4 Concluding Remarks -- References -- Network Flow Problems with Step Cost Functions R. Yang and P.M. Pardalos -- 1 Introduction -- 2 Problem Description -- 3 A Tighter Formulation -- 4 Experimental Design and Computational Results -- 5 Conclusion -- References -- Models for Integrated Customer Order Selection and Requirements Planning under Limited Production Capacity K. Taaffe and J. Geunes -- 1 Introduction -- 2 Order Selection Problem Definition and Formulation -- 3 OSP Solution Methods -- 3.1 Strengthening the OSP Formulation -- 3.2 Heuristic Solution Approaches for OSP -- 3.2.1. Lagrangian relaxation based heuristic -- 3.2.2. Greatest unit profit heuristic -- 3.2.3. Linear programming rounding heuristic -- 4 Computational Testing Scope and Results -- 4.1 Computational Test Setup -- 4.2 Computational Results for the OSP and the OSP-NDC -- 4.3 Computational Results for the OSP-AND -- 5 Summary and Directions for Future Research -- Appendix A. Description of Feasible Solution Generator (FSG) Algorithm for OSP -- References.

This book describes recently developed mathematical models, methodologies, and case studies in diverse areas, including stock market analysis, portfolio optimization, classification techniques in economics, supply chain optimization, development of e-commerce applications, etc. It will be of interest to both theoreticians and practitioners working in economics and finance.

Description based on publisher supplied metadata and other sources.

Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2018. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries.

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