Portfolio optimization is the main concern for portfolio managers. Financial securities are placed within the portfolio based on the investor's risk tolerance. The study measures the risk-reward relationship when the number of stocks in the portfolio increases. Six diverse portfolios have been...

For this paper, we dynamically analysed the comovements between three major stock markets-Germany, the UK, and the US-and the countries of the European Union, divided into two groups: Eurozone and non-Eurozone. Correlation coefficients based on a detrended cross-correlation analysis (DCCA) were...

This study uses text and data mining to investigate the relationship between the text patterns of annual reports published by US listed companies and sales performance. Taking previous research a step further, although annual reports show only past and present financial information, analyzing...

The present article describes the approaches and definition of the concept of uncertainty proposed by its authors, a quantitative evaluation of uncertainty, and materials of the empirical study used to explore the said issues on the example of macroeconomics of Georgia. We hope that the views...

Purpose: One challenge in inventory control models is to know the stock available at the beginning of the cycle to satisfy future demands, i.e. to know the on-hand stock levels at order delivery. For inventory managers, this knowledge is necessary to both determine service levels and establish...

In this paper, we describe a new trend analysis and forecasting method (Deflexor), which is intended to help inform decisions in almost any field of human social activity, including, for example, business, art and design. As a result of the combination of conceptual analysis, fuzzy mathematics...

This article reports the process of building a fuzzy set scale in order to value workers participation and their learning through a technical improvement project in metallurgical plants. The process starts with a practical question which stems from workers: "How can we value our own...

This paper addresses the selection of optimal shift numbers considering inventory information, customer requirements and machine reliability using fuzzy logic. Number of shift is one of the most important criteria for the production planners to minimize the production costs and is essential for...

Purpose: The purpose of this paper is applying a new integrated method to equipment selection. Design/methodology/approach: In this paper, we proposed the new integrated approach. Proposed approach is based on fuzzy Analytic Hierarchy Process (FAHP) and GTMA (graph theory and matrix approach)...