Attributes | Values |
---|
rdf:type
| |
Description
| - According to information preciseness in optimisation the inner holding company cash flow netting problem we can distinguish four basic decision-making information situation: crisp, risky (stochastic), vague (fuzzy) and fuzzy-stochastic. In the real financial decision-making mainly stochastic and fuzzy-stochastic environment is present. It means reality is modelled by stochastic model, however, distribution function is stated vaguely. The paper deals with possibilities to use fuzzy-stochastic approach as the sensitivity analysis. The cash flow netting problem is formulated and analysed with fuzzy-stochastic optimisation approach based on expected utility criterion, fuzzy utility function, multiple normal distribution, triangular fuzzy numbers, decomposition principle, binary fuzzy relation greater or equal. Fuzzy-stochastic optimisation programming technique is used; input data are introduced as fuzzy triangular numbers. Illustrative example is presented.
- According to information preciseness in optimisation the inner holding company cash flow netting problem we can distinguish four basic decision-making information situation: crisp, risky (stochastic), vague (fuzzy) and fuzzy-stochastic. In the real financial decision-making mainly stochastic and fuzzy-stochastic environment is present. It means reality is modelled by stochastic model, however, distribution function is stated vaguely. The paper deals with possibilities to use fuzzy-stochastic approach as the sensitivity analysis. The cash flow netting problem is formulated and analysed with fuzzy-stochastic optimisation approach based on expected utility criterion, fuzzy utility function, multiple normal distribution, triangular fuzzy numbers, decomposition principle, binary fuzzy relation greater or equal. Fuzzy-stochastic optimisation programming technique is used; input data are introduced as fuzzy triangular numbers. Illustrative example is presented. (en)
|
Title
| - Multinational Cash-flow netting Optimisation Problem under soft conditions
- Multinational Cash-flow netting Optimisation Problem under soft conditions (en)
|
skos:prefLabel
| - Multinational Cash-flow netting Optimisation Problem under soft conditions
- Multinational Cash-flow netting Optimisation Problem under soft conditions (en)
|
skos:notation
| - RIV/61989100:27510/02:00002390!RIV/2003/GA0/275103/N
|
http://linked.open.../vavai/riv/strany
| |
http://linked.open...avai/riv/aktivita
| |
http://linked.open...avai/riv/aktivity
| |
http://linked.open...vai/riv/dodaniDat
| |
http://linked.open...aciTvurceVysledku
| |
http://linked.open.../riv/druhVysledku
| |
http://linked.open...iv/duvernostUdaju
| |
http://linked.open...titaPredkladatele
| |
http://linked.open...dnocenehoVysledku
| |
http://linked.open...ai/riv/idVysledku
| - RIV/61989100:27510/02:00002390
|
http://linked.open...riv/jazykVysledku
| |
http://linked.open.../riv/klicovaSlova
| - Multinational cash management, netting optimisation problem, fuzzy triangular number, decomposition principle, binary fuzzy relation, fuzzy-stochastic optimisation model (en)
|
http://linked.open.../riv/klicoveSlovo
| |
http://linked.open...ontrolniKodProRIV
| |
http://linked.open...v/mistoKonaniAkce
| |
http://linked.open...i/riv/mistoVydani
| |
http://linked.open...i/riv/nazevZdroje
| - Mathematical Methods in Economics 2002
|
http://linked.open...in/vavai/riv/obor
| |
http://linked.open...ichTvurcuVysledku
| |
http://linked.open...cetTvurcuVysledku
| |
http://linked.open...ocetUcastnikuAkce
| |
http://linked.open...nichUcastnikuAkce
| |
http://linked.open...vavai/riv/projekt
| |
http://linked.open...UplatneniVysledku
| |
http://linked.open...iv/tvurceVysledku
| |
http://linked.open...vavai/riv/typAkce
| |
http://linked.open.../riv/zahajeniAkce
| |
number of pages
| |
http://purl.org/ne...btex#hasPublisher
| - VŠB - TU Ostrava, Ekonomická fakulta
|
https://schema.org/isbn
| |
http://localhost/t...ganizacniJednotka
| |