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Subject index

Arbitrage pricing theory, 206Bankruptcy prediction, 6, 161-163Bayes rule, 20, 68, 70C4.5, 28-29Bond rating, 160Capital asset pricing model, 206Capital losses, 223Classification error rate, 82, 84-88Clustering, 5Coefficient of variation, 216-217Compensatory approaches, 125,

149Consistent family of criteria, 42-

43Consistency, 99Correlation coefficient, 129,166,

191Country risk, 6,161Credit granting, 58, 185-188Credit risk assessment, 6, 13, 185-

188Decision problematics, 1-3Decision rules, 27-28, 31, 34-37Decision trees, 28Decision support systems, 41, 49,

78,187Default risk, 161, 186Degeneracy, 97Descriptive statistics, 166, 191,

213Discriminant analysis

Linear, 16-18Quadratic, 18-19

Discriminant functionLinear, 16Quadratic, 18

Dividend policy, 159Dominance relation, 37Efficient set, 40, 46

ELECTRE TRIAssignment procedures, 63-

64Concordance index, 60Concordance test, 60Credibility index, 62Discordance index, 62Discordance test, 60Indifference threshold, 61Preference threshold, 61Reference profiles, 59-60,Veto threshold, 62

Error typesType I error, 181Type II error, 181

Experimental design, 126-127Expert systems, 31, 187, 208Factor analysis, 188Financial management, 13, 54, 159Financial ratios, 162-171Financial statements, 162FINCLAS system, 188, 178Forecasting, 159, 207Fuzzy sets, 30-32Genetic algorithms, 71, 120, 187Goal programming, 47Group overlap, 130ID3, 28Incomparability relation, 51Jackknife, 215Kurtosis, 72Linear interpolation, 92Linear probability model, 20LERS system, 37Logit analysis

Logit model, 20-23Ordered model, 23Multinomial model, 22

Machine learning, 27-30

252

Mean-variance model, 206Mergers and acquisitions, 160MHDIS

Classification rule, 102Hierarchical discrimination,

101-105Marginal utility functions,

102-104Model extrapolation, 111-

112Mixed-integer programming, 71Model validation, 134, 210, 215Monotonicity, 42-43Multiattribute utility theory, 48-49Multicriteria decision aid, 39-55Multi-group classification, 22,

128, 210Multiobjective mathematical

programming, 45-48Mutual funds, 160, 205Net present value, 186Neural networks, 24-27Non-compensatory approaches,

125Opportunity cost, 85,181Option valuation, 206Ordinal regression, 54Outranking relation theory, 50-52Portfolio theory, 160, 206, 207PREFDIS system, 178Preference disaggregation

analysis, 52-55Preferential independence, 49Principal components analysis,

133Quadratic programming, 206Random data generation, 131-134Rank reversal, 58-59Risk attitude, 79Reference set, 54, 82Regression analysis, 6Rough sets

Core, 34Discretization, 32Decision rules, 34-37DOMLEM algorithm, 35Indiscernibility relation, 33MODLEM algorithm, 36Reduct, 34Rule induction, 34-36Valued closeness relation, 37

Skewness, 133Sorting, 4Statistical distribution, 127Stock evaluation, 205-209Tabu search, 71, 120, 230Time-series, 185, 207Trade-off, 47, 49Training sample, 8UTADIS

Additive utility function, 78,90, 94

Classification rules, 82Criteria subintervals, 91, 96-

97Marginal utility functions,

79-81, 91-92Piece-wise linear modeling,

96-98Post-optimality analysis, 98-

99, 113-122Utility thresholds, 82

Utility functionsAdditive utility function, 48-

49Multiplicative utility

function, 55Variance-covariance matrix, 17, 19Venture capital, 161Weighted average model, 54, 80Voting algorithms, 229

Applied Optimization

D.-Z. Du and D.F. Hsu (eds.): Combinatorial Network Theory. 1996ISBN 0-7923-3777-8

M.J. Panik: Linear Programming: Mathematics, Theory and Algorithms. 1996ISBN 0-7923-3782-4

R.B. Kearfott and V. Kreinovich (eds.): Applications of Interval Computations.1996 ISBN 0-7923-3847-2

N. Hritonenko and Y. Yatsenko: Modeling and Optimization of the Lifetime of Tech-nology. 1996 ISBN 0-7923-4014-0

T. Terlaky (ed.): Interior Point Methods of Mathematical Programming. 1996ISBN 0-7923-4201-1

B. Jansen: Interior Point Techniques in Optimization. Complementarity, Sensitivityand Algorithms. 1997 ISBN 0-7923-4430-8

A. Migdalas, P.M. Pardalos and S. Storøy (eds.): Parallel Computing in Optimization.1997 ISBN 0-7923-4583-5

F. A. Lootsma: Fuzzy Logic for Planning and Decision Making. 1997ISBN 0-7923-4681-5

J.A. dos Santos Gromicho: Quasiconvex Optimization and Location Theory. 1998ISBN 0-7923-4694-7

V. Kreinovich, A. Lakeyev, J. Rohn and P. Kahl: Computational Complexity andFeasibility of Data Processing and Interval Computations. 1998

ISBN 0-7923-4865-6

J. Gil-Aluja: The Interactive Management of Human Resources in Uncertainty. 1998ISBN 0-7923-4886-9

C. Zopounidis and A.I. Dimitras: Multicriteria Decision Aid Methods for the Predic-tion of Business Failure. 1998 ISBN 0-7923-4900-8

F. Giannessi, S. Komlósi and T. Rapcsák (eds.): New Trends in Mathematical Pro-gramming. Homage to Steven Vajda. 1998 ISBN 0-7923-5036-7

Ya-xiang Yuan (ed.): Advances in Nonlinear Programming. Proceedings of the ’96International Conference on Nonlinear Programming. 1998 ISBN 0-7923-5053-7

W.W. Hager and P.M. Pardalos: Optimal Control. Theory, Algorithms, and Applica-tions. 1998 ISBN 0-7923-5067-7

Gang Yu (ed.): Industrial Applications of Combinatorial Optimization. 1998ISBN 0-7923-5073-1

D. Braha and O. Maimon (eds.): A Mathematical Theory of Design: Foundations,Algorithms and Applications. 1998 ISBN 0-7923-5079-0

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Applied Optimization

O. Maimon, E. Khmelnitsky and K. Kogan: Optimal Flow Control in Manufacturing.Production Planning and Scheduling. 1998 ISBN 0-7923-5106-1

C. Zopounidis and P.M. Pardalos (eds.): Managing in Uncertainty: Theory and Prac-tice. 1998 ISBN 0-7923-5110-X

A.S. Belenky: Operations Research in Transportation Systems: Ideas and Schemesof Optimization Methods for Strategic Planning and Operations Management. 1998

ISBN 0-7923-5157-6

J. Gil-Aluja: Investment in Uncertainty. 1999 ISBN 0-7923-5296-3

M. Fukushima and L. Qi (eds.): Reformulation: Nonsmooth, Piecewise Smooth,Semismooth and Smooting Methods. 1999 ISBN 0-7923-5320-X

M. Patriksson: Nonlinear Programming and Variational Inequality Problems. A Uni-fied Approach. 1999 ISBN 0-7923-5455-9

R. De Leone, A. Murli, P.M. Pardalos and G. Toraldo (eds.): High PerformanceAlgorithms and Software in Nonlinear Optimization. 1999 ISBN 0-7923-5483-4

A. Schöbel: Locating Lines and Hyperplanes. Theory and Algorithms. 1999ISBN 0-7923-5559-8

R.B. Statnikov: Multicriteria Design. Optimization and Identification. 1999ISBN 0-7923-5560-1

V. Tsurkov and A. Mironov: Minimax under Transportation Constrains. 1999ISBN 0-7923-5609-8

V.I. Ivanov: Model Development and Optimization. 1999 ISBN 0-7923-5610-1

F.A. Lootsma: Multi-Criteria Decision Analysis via Ratio and Difference Judgement.1999 ISBN 0-7923-5669-1

A. Eberhard, R. Hill, D. Ralph and B.M. Glover (eds.): Progress in Optimization.Contributions from Australasia. 1999 ISBN 0-7923-5733-7

T. Hürlimann: Mathematical Modeling and Optimization. An Essay for the Designof Computer-Based Modeling Tools. 1999 ISBN 0-7923-5927-5

J. Gil-Aluja: Elements for a Theory of Decision in Uncertainty. 1999ISBN 0-7923-5987-9

H. Frenk, K. Roos, T. Terlaky and S. Zhang (eds.): High Performance Optimization.1999 ISBN 0-7923-6013-3

N. Hritonenko and Y. Yatsenko: Mathematical Modeling in Economics, Ecology andthe Environment. 1999 ISBN 0-7923-6015-X

J. Virant: Design Considerations of Time in Fuzzy Systems. 2000ISBN 0-7923-6100-8

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Applied Optimization

G. Di Pillo and F. Giannessi (eds.): Nonlinear Optimization and Related Topics. 2000ISBN 0-7923-6109-1

V. Tsurkov: Hierarchical Optimization and Mathematical Physics. 2000ISBN 0-7923-6175-X

C. Zopounidis and M. Doumpos: Intelligent Decision Aiding Systems Based onMultiple Criteria for Financial Engineering. 2000 ISBN 0-7923-6273-X

X. Yang, A.I. Mees, M. Fisher and L. Jennings (eds.): Progress in Optimization.Contributions from Australasia. 2000 ISBN 0-7923-6286-1

D. Butnariu and A.N. Iusem: Totally Convex Functions for Fixed Points Computationand Infinite Dimensional Optimization. 2000 ISBN 0-7923-6287-X

J. Mockus: A Set of Examples of Global and Discrete Optimization. Applications ofBayesian Heuristic Approach. 2000 ISBN 0-7923-6359-0

H. Neunzert and A.H. Siddiqi: Topics in Industrial Mathematics. Case Studies andRelated Mathematical Methods. 2000 ISBN 0-7923-6417-1

K. Kogan and E. Khmelnitsky: Scheduling: Control-Based Theory and Polynomial-Time Algorithms. 2000 ISBN 0-7923-6486-4

E. Triantaphyllou: Multi-Criteria Decision Making Methods. A Comparative Study.2000 ISBN 0-7923-6607-7

S.H. Zanakis, G. Doukidis and C. Zopounidis (eds.): Decision Making: Recent Devel-opments and Worldwide Applications. 2000 ISBN 0-7923-6621-2

G.E. Stavroulakis: Inverse and Crack Identification Problems in Engineering Mech-anics. 2000 ISBN 0-7923-6690-5

A. Rubinov and B. Glover (eds.): Optimization and Related Topics. 2001ISBN 0-7923-6732-4

M. Pursula and J. Niittymäki (eds.): Mathematical Methods on Optimization in Trans-portation Systems. 2000 ISBN 0-7923-6774-X

E. Cascetta: Transportation Systems Engineering: Theory and Methods. 2001ISBN 0-7923-6792-8

M.C. Ferris, O.L. Mangasarian and J.-S. Pang (eds.): Complementarity: Applications,Algorithms and Extensions. 2001 ISBN 0-7923-6816-9

V. Tsurkov: Large-scale Optimization – Problems and Methods. 2001ISBN 0-7923-6817-7

X. Yang, K.L. Teo and L. Caccetta (eds.): Optimization Methods and Applications.2001 ISBN 0-7923-6866-5

S.M. Stefanov: Separable Programming Theory and Methods. 2001ISBN 0-7923-6882-7

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Applied Optimization

S.P. Uryasev and P.M. Pardalos (eds.): Stochastic Optimization: Algorithms andApplications. 2001 ISBN 0-7923-6951-3

J. Gil-Aluja (ed.): Handbook of Management under Uncertainty. 2001ISBN 0-7923-7025-2

B.-N. Vo, A. Cantoni and K.L. Teo: Filter Design with Time Domain Mask Con-straints: Theory and Applications. 2001 ISBN 0-7923-7138-0

S. Zlobec: Stable Parametric Programming. 2001 ISBN 0-7923-7139-9

M.G. Nicholls, S. Clarke and B. Lehaney (eds.): Mixed-Mode Modelling: MixingMethodologies for Organisational Intervention. 2001 ISBN 0-7923-7151-8

F. Giannessi, P.M. Pardalos and T. Rapesák (eds.): Optimization Theory. RecentDevelopments from Mátraháza. 2001 ISBN 1-4020-0009-X

K.M. Hangos, R. Lakner and M. Gerzson: Intelligent Control Systems. An Introduc-tion with Examples. 2001 ISBN 1-4020-0134-7

D. Gstach: Estimating Output-Specific Efficiencies. 2002 ISBN 1-4020-0483-4

J. Geunes, P.M. Pardalos and H.E. Romeijn (eds.): Supply Chain Management:Models, Applications, and Research Directions. 2002 ISBN 1-4020-0487-7

M. Gendreau and P. Marcotte (eds.): Transportation and Network Analysis: CurrentTrends. Miscellanea in Honor of Michael Florian. 2002 ISBN 1-4020-0488-5

M. Patriksson and M. Labbé (eds.): Transportation Planning. State of the Art. 2002ISBN 1-4020-0546-6

E. de Klerk: Aspects of Semidefinite Programming. Interior Point Algorithms andSelected Applications. 2002 ISBN 1-4020-0547-4

R. Murphey and P.M. Pardalos (eds.): Cooperative Control and Optimization. 2002ISBN 1-4020-0549-0

R. Corrêa, I. Dutra, M. Fiallos and F. Gomes (eds.): Models for Parallel and Distri-buted Computation. Theory, Algorithmic Techniques and Applications. 2002

ISBN 1-4020-0623-3

G. Cristescu and L. Lupsa: Non-Connected Convexities and Applications. 2002ISBN 1-4020-0624-1

S.I. Lyashko: Generalized Optimal Control of Linear Systems with Distributed Para-meters. 2002 ISBN 1-4020-0625-X

P.M. Pardalos and V.K. Tsitsiringos (eds.): Financial Engineering, E-commerce andSupply Chain. 2002 ISBN 1-4020-0640-3

P.S. Knopov and E.J. Kasitskaya: Empirical Estimates in Stochastic Optimizationand Indentification. 2002 ISBN 1 -4020-0707-8

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