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Publications
 "Financial Modelling-Proceedings of the 23rd Meeting of the EURO Working Group"
Ed.: A.M.J. Skulimowski, Progress & Business Publishers, Kraków 2000.
Contents:
- Giles: Modelling the Speed of Adjustment of Financial Ratios to Observable Target Levels.
- Mramor D., Pahor M.: Testing Nonlinear Relationships between Excess Rate of Return on Equity and Financial Ratios.
- J.Carlos Rodriguez, Chaussalet T.J.: Portfolio Selection Using Contract Based Utility Functions.
- Sakalauskas L.: Portfolio Management by the Monte-Carlo Method.
- Trzpiot G.: Classification of Stock Market Investment Projects by Multivalued Stochastic Dominance.
- Spivak S.: Mathematical Modelling of the Complex Investment Projects.
- Dockner E., Moritsch H., Pflug G. Ch., Swietanowski A.: The ARORA Financial Management
- System: From Model Design to Paralell Implementation.
- Cremers A.B., Hundack Ch., Luessem J.: How to Determine Large Long-Optimal Portfolios.
- Simonelli M.R.: Fuzzy Insurance Premium Principles..
- Ogryczak Wł.: Stochastic Dominance Relation and Linear Risk Measures.
- Furtado J.: Globalisation, Stabilization and the Collapse of the National Company.
- Mramor D., Valentincic A.: Needs and Possibilities of Financing Slovenian Enterprises.
- Bonilla M., Marco P., Olmeda I.: A Computationally Intensive Comparison of ARCHtype Forecasts.
- Wilkie-Thomson, M.E., Onkal-Atay D., Pollock A.C: The Influence of Trend Strenght on Directional Probabilistic Currency Predictions.
- Simovic V., Radic D., Zrinusic Z.: Operational Model for Analysing and Visualisation of the Interesting and Suspicious Financial Transactions.
- Arakelyan A.H., Barseghyan A.V.: Model of Dynamic System for Optimal Management of Bank Resources.
- Serrao A.: Productivity Measurement in Portuguese Banks.
- Pietrzak T.: Investment Break-Even Point.
- Skulimowski A.M.J.: A Discrete-Control-System Model of Order Driven Capital Markets.
More information on Financial Modelling:
Progress & Business Publishers, Kraków 2000.
ISBN 83-912831-1-9, Price US $ 60.00 including surface mail
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 "Decision Support Systems Based on Reference Sets"
by Andrzej M. J. Skulimowski University of Mining and Metallurgy Press, Cracow, 1996
From the Preface:
"There exist two basic types of decision problems. One is confronted with the solution of problems of the first type if the preferences of the decision-maker are clearly stated, but the information about the alternative characteristics is incomplete. The problems of the second type are characterized by the usually large amount of additional preference information, which should be acquired from experts and/or the decision maker(s), evaluated, and used in an optimal way to select a compromise decision support procedure. The main difficulty in the first kind of problems consists in getting the appropriate information, which may often be a very hard task. As an example for this type of problems may serve the stock exchange investment decisions, where the criteria are well defined and the decision to be made is well defined provided that the future stock prices are known. Since the latter are ex definitione unknown, they are replaced by some stochastic estimation, and the decision problem becomes a typical decision-making problem with risk. In the second type of problems the difficulty consists in constructing an appropriate mathematical model of the decision situation using all relevant information available".
Contents:
- Summary
- Preface
- Mathematical Foundations of Multicriteria Optimization
- A Brief Introduction to Multicriteria Optimization and Multicriteria Decision Theory
- The Structure of Sets of Reference Points
- Optimality Conditions for Decision Choice Methods Based on Reference Points and Proximity Measures
- Application of Multiple Reference Points and Reference Sets to Multicriteria Decision Support
- An Interactive Modification of Constraints To Attain a Target Reference Set
- Optimal Control of Discrete - Event Systems Based on Reference Sets and Reference Trajectories
- Final Remarks on m"How to Apply the Decision Support Tools?"
- Bibliography
- Index
- List of Symbols
AGH PUBLISHERS, CRACOW 1996
ISSN 0867-6631, 165pp, Price US $ 25.00 including surface mail
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