Modeling and Simulation in Engineering, Economics and Management

Name: Modeling and Simulation in Engineering, Economics and Management | International Conference, MS 2016, Teruel, Spain, July 4-5, 2016, Proceedings
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International Conference, MS 2016, Teruel, Spain, July 4-5, 2016, Proceedings

Raúl León María Jesús Muñoz-Torres Jose M. Moneva(Herausgeber*in)

Springer (Verlag)

Erschienen am 25. Juni 2016

XII, 205 Seiten

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978-3-319-40506-3 (ISBN)

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Inhalt

Intro
Preface
Organization
Contents
Modeling and Simulation in Finance and Accounting
A SimILS-Based Methodology for a Portfolio Optimization Problem with Stochastic Returns
Abstract
1 Introduction
2 Description of the Problem
3 Our Methodology
4 Computational Experiments
5 Analysis of Results
6 Conclusions
Acknowledgments
References
The LIBOR Market Model Calibration with Separated Approach
Abstract
1 Introduction
2 The Model
3 Calibration for European Swaptions
4 Conclusion
References
Solving Realistic Portfolio Optimization Problems via Metaheuristics: A Survey and an Example
Abstract
1 Introduction
2 The Single-Objective Portfolio Optimization Problem
3 The Multi-objective Portfolio Optimization Problem
4 A Numerical Example
5 Conclusions
Acknowledgments
References
A Structural Equation Model for Analyzing the Association Between Some Attributes of Earnings Quality and Value Relevance. Results from the Structural Model
Abstract
1 Introduction
2 Background and Hypothesis Development
3 Data and Methodology
4 Results
5 Conclusions
References
Evolving Improved Neural Network Classifiers for Bankruptcy Prediction by Hybridization of Nature Inspired Algorithms
Abstract
1 Introduction
2 Search Heuristics and Their Hybridization
2.1 Particle Swarm Optimization (PSO)
2.2 Gravitational Search Algorithm (GSA)
2.3 The PSOGSA Hybrid Algorithm
3 Using PSO, GSA and PSOGSA to Evolve Neural Network Classifiers for Bankruptcy Prediction
3.1 NN Architecture, Fitness Function and the Encoded Strategy
3.2 The Experimental Setup
3.3 Results
4 Conclusion
References
Environmental Performance Assessment in the Apparel Industry. A Materiality-Based Approach
Abstract
1 Introduction
2 Theoretical Framework
3 Method
4 Results and Discussion
5 Conclusions
Acknowledgements
References
Mutual Funds Survival in Spain Using Self-Organizing Maps
Abstract
1 Introduction
2 Determinants of Mutual Funds Survivorship
3 Data and Methodology
4 Empirical Application
5 Conclusions
References
Modeling and Simulation in Business Management and Economy
An Estimation of the Individual Illiquidity Risk for the Elderly Spanish Population with Long-Term Care Needs
Abstract
1 Introduction
2 Methodology
3 Data
4 Results
5 Conclusions
Acknowledgements
References
Predicting Probability of Customer Churn in Insurance
Abstract
1 Introduction
2 Churn Prediction Models
2.1 Logistic Regression
2.2 Decision Trees
2.3 Neural Networks
2.4 Support Vector Machines
2.5 Model Performance Measures
3 Data
4 Results
5 Conclusions
Acknowledgements
References
Integrated Supply Chain Planning: A Review
Abstract
1 Introduction
2 Classification Criteria
3 Location/Routing Problem (LRP)
4 Sourcing/Production Problem (SPP) and Supplier Selection/Inventory Problem (SSIP)
5 Location/Inventory Problem (LIP) and Inventory/Routing Problem (IRP)
6 Production/Distribution Problem (PDP)
7 Findings, Conclusions and Further Research
Acknowledgments
References
Determinants of Corruption
1 Introduction
2 Related Literature
3 The Model
4 Result
5 Discussion
6 Conclusions
References
The Design of the Logistics Operation of Food Distribution in Different Localities in the South of Bogotá Based on a Multistage Model
Abstract
1 Introduction
2 Literature Review
2.1 Models of Logistics Operation by Stages
2.2 Mathematical Model and Solution Method
3 Methods
4 Mathematical Modeling and Solution Proposal
4.1 General Description of the System and the Model
4.2 Mathematical Approach First Stage
4.3 Approach Second Stage
4.4 Approach Third Stage
5 Results
6 Conclusions
References
Planning Freight Delivery Routes in Mountainous Regions
Abstract
1 Introduction
2 Literature Review
2.1 The Vehicle Routing Problem and Its Variants
2.2 Solution Approach
3 Description of the Problem
4 Successive Approximations Method Algorithm
5 Numerical Experiments
5.1 Test Cases
5.2 Results and Analysis
6 Conclusions and Future Enhancements
Acknowledgements
References
Checking the Robustness of a Responsible Government Index: Uncertainty and Sensitivity Analysis
Abstract
1 Introduction
2 Theoretical Background
3 Responsible Government Index Construction
3.1 Data
3.2 Multivariate Analyses
4 Robustness Check
4.1 Uncertainty Analysis
4.2 Sensitivity Analysis
5 Discussion
6 Conclusion
References
Engineering and Other General Applications
Using Biased Randomization for Trajectory Optimization in Robotic Manipulators
Abstract
1 Introduction
2 The Robot Motion Planning Problem
3 How to Solve the Problem
3.1 Background and Motivation
3.2 Multi-Start Approach
3.3 Problem Formulation for Ipopt Solver
4 Numerical Experiments
5 Conclusions
Acknowledgment
References
Bonferroni Means with the Adequacy Coefficient and the Index of Maximum and Minimum Level
Abstract
1 Introduction
2 Preliminaries
2.1 Bonferroni Means
2.2 OWA Operators
2.2.1 The OWA Operator
2.2.2 Bonferroni OWA
2.3 Distance Measures
2.3.1 The Hamming Distance
2.3.2 The Adequacy Coefficient
2.3.3 The Index of Maximum and Minimum Level
2.4 OWA Operator and Distance Measures
2.5 Bonferroni Means and Distance Measures
2.5.1 Bonferroni Distance
3 New Method Based on the Adequacy Coefficient and the Index of Maximum and Minimum Level in Combination with BON-OWA
4 Conclusions
Acknowledgements
References
Minimizing Trigger Error in Parametric Earthquake Catastrophe Bonds via Statistical Approaches
Abstract
1 Introduction
2 The Trigger Mechanism
3 Our Approaches
4 Computational Experiments
4.1 Logistic Regression
4.2 Classification Tree
4.3 Comparative Analysis
5 Conclusions
Acknowledgments
References
Designing Teaching Strategies with an Agent-Based Simulator
1 Introduction
2 Related Work
2.1 ABSs for Simulating Strategies
2.2 Simulators in Education
3 Designing Teaching Strategies in University Education
4 Experimentation
4.1 Experience with the Programming Subject
4.2 Experience with the Electrical Engineering Subject
5 Discussions and Future Work
References
Exploring the Potential of Cuckoo Search Algorithm for Classification and Function Approximation
Abstract
1 Introduction
2 The Cuckoo Search Algorithm
3 Using Cuckoo Search to Evolve Neural Networks for Function Approximation
3.1 Predicting the Mackey-Glass Chaotic Time Series
3.2 Learning the Representation of a 2D Manifold
4 Using Cuckoo Search to Evolve Neural Networks for Classification
5 Conclusion
References
Heating Uniformity Evaluation in Domestic Cooking Using Inverse Modelling
Abstract
1 Introduction
2 Inverse Thermal Model
3 Analysis and Model Identification
3.1 Experimental Set-up
3.2 Parameter Identification
4 Power Distribution of Domestic Cookers
5 Conclusions
Acknowledgments
References
Author Index

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