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Dynamic risk management with Markov decision processes

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ISBN: 9783866442009 Year: Pages: XIV, 135 p. DOI: 10.5445/KSP/1000007337 Language: ENGLISH
Publisher: KIT Scientific Publishing
Subject: Mathematics
Added to DOAB on : 2019-07-30 20:02:00
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Abstract

An important tool in risk management is the implementation of risk measures. We study dynamic models where risk measures and dynamic risk measures can be applied. In particular, we solve various portfolio optimization problems and introduce a class of dynamic risk measures via the notion of Markov decision processes. Using Bayesian control theory we furthermore derive an extension of the latter setting when we face model uncertainty.

Computational Methods for Risk Management in Economics and Finance

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ISBN: 9783039284986 / 9783039284993 Year: Pages: 234 DOI: 10.3390/books978-3-03928-499-3 Language: eng
Publisher: MDPI - Multidisciplinary Digital Publishing Institute
Subject: Business and Management
Added to DOAB on : 2020-06-09 16:38:57
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At present, computational methods have received considerable attention in economics and finance as an alternative to conventional analytical and numerical paradigms. This Special Issue brings together both theoretical and application-oriented contributions, with a focus on the use of computational techniques in finance and economics. Examined topics span on issues at the center of the literature debate, with an eye not only on technical and theoretical aspects but also very practical cases.

Risk Analysis and Portfolio Modelling

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ISBN: 9783039216246 9783039216253 Year: Pages: 224 DOI: 10.3390/books978-3-03921-625-3 Language: English
Publisher: MDPI - Multidisciplinary Digital Publishing Institute
Subject: Business and Management
Added to DOAB on : 2019-12-09 11:49:15
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Financial Risk Measurement is a challenging task, because both the types of risk and the techniques evolve very quickly. This book collects a number of novel contributions to the measurement of financial risk, which address either non-fully explored risks or risk takers, and does so in a wide variety of empirical contexts.

Risk, Ruin and Survival: Decision Making in Insurance and Finance

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ISBN: 9783039285167 / 9783039285174 Year: Pages: 210 DOI: 10.3390/books978-3-03928-517-4 Language: eng
Publisher: MDPI - Multidisciplinary Digital Publishing Institute
Subject: Business and Management
Added to DOAB on : 2020-06-09 16:38:56
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Developing techniques for assessing various risks and calculating probabilities of ruin and survival are exciting topics for mathematically-inclined academics. For practicing actuaries and financial engineers, the resulting insights have provided enormous opportunities but also created serious challenges to overcome, thus facilitating closer cooperation between industries and academic institutions. In this book, several renown researchers with extensive interdisciplinary research experiences share their thoughts that, in one way or another, contribute to the betterment of practice and theory of decision making under uncertainty. Behavioral, cultural, mathematical, and statistical aspects of risk assessment and modelling have been explored, and have been often illustrated using real and simulated data. Topics range from financial and insurance risks to security-type risks, from one-dimensional to multi- and even infinite-dimensional risks.

Circular Economy, Ethical Funds, and Engineering Projects

Authors: --- ---
ISBN: 9783039282524 9783039282531 Year: Pages: 300 DOI: 10.3390/books978-3-03928-253-1 Language: English
Publisher: MDPI - Multidisciplinary Digital Publishing Institute
Subject: Technology (General) --- General and Civil Engineering --- Environmental Engineering
Added to DOAB on : 2020-01-30 16:39:46
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This special issue provides a collection of 15 papers with modern theories and applications for circular economy, engineering projects, entrepreneurship models, and investor decisions. After the commencing review on Occupational Health and Safety Management-Systems Standards, follow papers which can be classified into four categories which cover the overall scope of special issue. The first category includes papers regarding the micro-level of circular economy. This means case studies in firm-level which implement different techniques to achieve sustainable development and circular economy goals. The findings reveal interesting achievements which are associated with cultural characteristics of the countries these case studies have been conducted. The second category of papers refers to the meso-level of circular economy where firms cooperate with each other by exchanging byproducts and organizing common operational procedures and routines to address environmental problems. The findings suggest assessment information technology tools to support industrial symbiosis among European firms. The next body of literature encompasses macro-level where circular economy techniques are implemented at a country level. Findings suggest methodologies for implementing and tracking circular economy in cities. Finally, a number of papers are included that focus on advanced engineering techniques. These techniques are useful tools for achieving circular economy and sustainability.

Keywords

cost prediction of substation project --- Ensemble Empirical Mode Decomposition --- Cuckoo Search --- Support Vector Machines --- climate change --- adaptation --- manufacturing firms --- strategic management --- action theory --- Value-at-Risk --- probabilistic alternative approach --- Theory of Inventive Problem Solving --- Project Definition Rating Index --- optimal project profitability --- prefabrication housing production --- planning and control --- critical success factors --- China --- CCPM --- piping construction --- material procurement management --- resource competition --- buffer management --- PERT/CPM --- stochastic simulation --- construction delay --- corporate philanthropy --- information transfer --- political connections --- social capital --- social network --- social network centrality --- sustainability --- circular economy --- investments --- sources of funding --- SME --- sustainable economy --- smart city --- sustainable city --- smart governance --- drivers --- Occupational Health and Safety (OHS) --- sustainability --- Management Standards --- emergy analysis --- pollution impact --- resource consumption --- steel production --- sustainable development --- Industrial symbiosis --- IT tools --- research and innovation projects --- risk assessment --- Fuzzy TOPSIS --- construction safety --- PRAT method --- sustainability --- value of travel time savings --- fuzzy logic --- rule-based systems --- transport project evaluation --- cost benefit analysis --- traffic congestion --- transport planning --- circular economy --- urbanization --- framework --- indicators --- circular city --- Life cycle assessment (LCA) --- carbon footprint --- renewable energy systems --- photovoltaics --- solar thermal collectors

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