In this paper we propose a novel interval optimization approach for portfolio selection when imprecise forecasts are available. We consider investors acting their choices according to the prospect theory, where scenarios are provided in the form of approximate numbers. The resulting constrained...

Purpose - This paper aims to offer a tutorial/introduction to new statistics arising from the theory of optimal transport to empirical researchers in econometrics and machine learning. Design/methodology/approach - Presenting in a tutorial/survey lecture style to help practitioners with the...

Roman Słowiński and His Research Program: Intelligent Decision Support Systems Between Operations Research and Artificial Intelligence -- Roman’s Scientific Trajectory: A Retrospective with an Emphasis on the Beginning -- ELECTRE Methods: A Survey on Roman Słowiński Contributions -- How...