Multiple Criteria Decision Making in Finance, Insurance and by Minwir Al-Shammari, Hatem Masri

By Minwir Al-Shammari, Hatem Masri

This ebook is dedicated to fresh advancements and purposes of a number of standards choice reduction instruments within the box of finance, assurance and funding. It illustrates contemporary equipment and systems designed to unravel difficulties relating to finance, assurance and portfolio choice formulated via a mathematical programming framework and for which plenty of conflicting and incommensurable targets (criteria, attributes) is concurrently optimized. The publication introduces researchers and practitioners to contemporary theoretical and methodological advancements in multi-attributes portfolio choice, a number of standards research in finance, assurance and funding. it truly is in keeping with chosen and invited papers offered and mentioned on the 2013 foreign convention on Multidimensional Finance, assurance and funding (ICMFII’13), held on the collage of industrial management on the collage of Bahrain from twenty fifth to twenty seventh November 2013 with the co-sponsorship of the foreign Society on a number of standards selection Making and the Institute for Operations examine and the administration Sciences - MCDM section.

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56 24 C. Colapinto and D. La Torre Multiple Criteria Decision Making and Goal Programming for Optimal Venture. . 25 Table 7 VCP portfolio Company phg eyeka Sonico IGA Shazam MoreMagic Digital Chocolate Air Sense APSalar Mobile Roadie JustBook Kana Tbricks Green Leads Mister Spex Focus Developer of leading-edge performance marketing solutions Online platform to sell user generated content Leading destination site for applications and services serving the global Hispanic on-line community Operates a global network delivering advertisements into video games Digital finger printing technology used for music recognition for consumers and airplay monitoring Mobile commerce transaction platform software provider One of the leading social and mobile social game companies in the world Smart data offload solutions for mobile and tablet devices Next generation smartphone application analytics and behavioural targeting solution Leading turn-key platform for mobile application building and management Leading app in Europe specialising in same-day hotel bookings for the mobile generation Leading customer service software provider State of the art automated trading platform designed for executing automated trading strategies on the financial markets Global provider of performance based outbound sales solutions Germany’s largest online retailer of eyewear The VCs deal quite frequently with the complex problem of capital budgeting in the case of a high technology company that lacks a sufficient number of comparables/peers, thus the degree of uncertainty is high.

Fig. 3 Optimal dynamics of capital (WGP) Fig. 1 0 0 2 4 6 8 10 12 14 16 18 20 As for the WGP model, we compare the impact of different relative importance in the two goals on the solution, considering exactly the same values of the weights. Using the above set of parameters, the GPSF model can be formulated as follows: Max Z ¼ wþ wÀ wþ wÀ 1 2 1 2 À þ Á2 þ À À Á2 þ À þ Á2 þ À Á2 1 þ γδ1 1 þ γδ1 1 þ γδ2 1 þ γδÀ 2 ð17Þ On Dynamic Multiple Criteria Decision Making Models: A Goal Programming Approach 45 Subject to: þ1 ð CðtÞÀ1 À0:05t þ e dt þ δÀ 1 À δ1 ¼ g1 À1 0 þ1 ð CðtÞÀ1:5 À0:06t þ e dt þ δÀ 2 À δ2 ¼ g2 À1:5 0 K_ ðtÞ ¼ K 0:33 ðtÞ À 0:05KðtÞ À CðtÞ 6 þ ð8 i 2 f1; 2gÞ 0 δÀ i , δi γ where the goals are determined as earlier and therefore they are set as follows: g1 ¼ 2:07 and g2 ¼ 1:10.

Readings in multiple criteria decision aid (pp. 119–151). Heidelberg: Springer. On Dynamic Multiple Criteria Decision Making Models: A Goal Programming Approach Belaid Aouni, Cinzia Colapinto, Davide La Torre, Danilo Liuzzi, and Simone Marsiglio Abstract Dynamic multiple criteria decision making (DMCDM) represents an extension of classical multiple criteria decision making to a context in which all variables are depending on time. This complex decision making problem requires the development of methodologies able to incorporate different and conflicting goals in a satisfying design of policies.

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