Now showing items 1-10 of 18
A unified architecture for intelligent DSS
A unified architecture for an intelligent decision-support system (IDSS) is presented. The incorporation of the central intelligence manager (CIM) in the architecture makes the system intelligent. The CIM comprises an ...
Banking in a Volatile World: Setting Country Lending Limits
Banks often make decisions in an organizational framework that attempts to control repayment problems by setting loan limits for each country. A formal mechanism for setting those limits will be proposed. Our motivation ...
SETTING COUNTRY LIMITS FOR INTERNATIONAL LENDING
A Multiobjective Expert System for Suppliers of Out-of-the-Money Options
The proliferation of telecommunications and computing capability has sparked speculation about dispersing work. The electronic cottage industry approach has potential in the area of office and professional services. This ...
Portfolio Selection to achieve a target beta
Suppose an investor wishes to construct a portfolio of size k securities from a population of n securities (k≤n) such that a particular portfolio or target beta (β p ) is achieved. Since β p is a random variable, there ...
Reducing the Size of the Nondominated Set: Pruning by Clustering
(Computers and Operations Research, 1980)
The multicriterion_ simplex methods of Evans and Steuer(!} and Yu and Zeleny[2) have encouraged model builders to consider matrix criteria. When conflicting objectives are simultaneously considered, there is no such thing ...
Index Futures and the Implied Volatility of Options
(Review of Futures Markets, 1988)
This paper examines the relation between the pricing of stock index futures contracts and the implied volatilities of index and individual equity options. For data from the 1986-1988 period, the difference between the ...
Flexibility and Rigidity in Multicriterion Linear Programming
One justification for modeling with multiobjective linear programming (MOLP) is its ability to generate unique managerial information. One drawback of MOLP is the unwieldy nondominated set which it presents to the decision ...