Advances in Stochastic Modelling and Data Analysis

1. Front Matter

   Pages i-x

   PDF

2. Stochastic Modelling in Finance, Insurance and Economics

   1. Front Matter

      Pages 1-1

      PDF

   2. A dynamic stochastic ALM model for insurance companies

      • Jacques Janssen

      Pages 3-28

   3. Expected Optimal Exercise Time of a Perpetual American Option: A Closed-form Solution

      • Rudy Yaksick

      Pages 29-56

   4. Immunization and the Optimal Structure of the Balance Sheet

      • Yaffa Machnes

      Pages 57-73

   5. Recursive Filtering for the Uhlenbeck Random Field an Application to Image Restoring

      • M. Dolores Ruiz-Medina, Mariano J. Valderrama

      Pages 74-84

   6. Forecasting the Electricity Consumption by Applying Stochastic Modelling Techniques: The Case of Greece

      • Giovanis N. Apostolos, Christos H. Skiadas

      Pages 85-100

   7. Applied Stochastic Models and Data Analysis for Engineering Education

      • N. Koumoutsos, C. H. Skiadas

      Pages 101-107

3. Data Analysis and Economics

   1. Front Matter

      Pages 109-109

      PDF

   2. A Scientific View of Economic and Financial Data Analysis

      • Cornelis A. Los

      Pages 111-127

   3. Variational Data Analysis Versus Classical Data Analysis

      • Pierre Michaud

      Pages 128-158

   4. Characteristics of Meat Demand in Greece

      • M. Demoussis, P. Drakos

      Pages 159-167

   5. The Economic Development of the Greek Agricultural Marketing Co-Operatives

      • K. Oustapassidis, A. Sergaki, G. Baourakis

      Pages 168-176

   6. Regression Models for Repeated Medical Random Counts

      • Gilbert MacKenzie

      Pages 177-185

4. Forecasting and Marketing

   1. Front Matter

      Pages 187-187

      PDF

   2. A Lagrangian Approach for the Selection of Growth Functions in Forecasting

      • Christos H. Skiadas

      Pages 189-194

   3. Forecasting Agricultural Commodity Markets under Policy Constraints: A Retrospective Case Study

      • C. Ritson, A. Fearne

      Pages 195-206

   4. Transfer, Diffusion and Development of Technology of Petrochemicals, Plastics and Elastomers in Greece: The factors of the succesfull transfer (Absorption, development, R&D)

      • Angelos Ktenas

      Pages 207-216

   5. Forecasting the Consumption of Milk and Dairy Products in Greece

      • A. Xepapadeas, H. Habib

      Pages 217-243

   6. Data Analysis Methods Applied to Agricultural Marketing

      • N. F. Matsatsinis, E. Avgerinopoulos, G. Baourakis

      Pages 244-258

Advances in Stochastic Modelling and Data Analysis presents the most recent developments in the field, together with their applications, mainly in the areas of insurance, finance, forecasting and marketing. In addition, the possible interactions between data analysis, artificial intelligence, decision support systems and multicriteria analysis are examined by top researchers.
Audience: A wide readership drawn from theoretical and applied mathematicians, such as operations researchers, management scientists, statisticians, computer scientists, bankers, marketing managers, forecasters, and scientific societies such as EURO and TIMS.

• Analysis
• Finance
• Investment
• Marketing
• Stochastic model
• Stochastic modelling
• Stochastic models
• artificial intelligence
• data analysis
• decision support system
• expert system
• modeling
• operations research
• robot

• Centre for Data Analysis and Stochastic Processes, Free University Brussels, Brussels, Belgium

  Jacques Janssen

• Department of Production Engineering and Management, Technical University of Crete, Chania, Crete, Greece

  Christos H. Skiadas, Constantin Zopounidis

Policies and ethics