DCDIS£ºDynamics of Continuous, Discrete and Impulsive Systems


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Series B: Applications & Algorithms
Volume 17, Number 1 (2010)


TABLE OF CONTENTS


1

An Optimization Model for Extracting Forward Interest Rates from a Dynamical Systems under Financial Uncertainty
K.O. Kortanek and V.G. Medvedev
Abstract | Full Text: [ PDF (386 kB) ] | Pages 1-21

   
2

Behavioral Modeling in Optimal Investment-Consumption Decisions for Long-term Financial Planning
A. Gupta and L. Li
Abstract | Full Text: [ PDF (351 kB) ] | Pages 23-54

   
3

An Amendatory Branch and Bound Algorithm for MAD Model with Concave Transaction Costs and Bounded Assets Constraints
W.-G. Zhang, W.-J. Xu, W.-L. Xiao and T. Li
Abstract | Full Text: [ PDF (168 kB) ] | Pages 55-65

   
4

Modeling Volatility in Crude Oil Market: A Comparison Between GARCH and Extreme-Value-Based AV Model
H.Q. Li, S. Y. Wang, W. Shang
Abstract | Full Text: [ PDF (331 kB) ] | Pages 67-82

   
5

Comparison of Portfolio Optimization Models with Real Features: An Empirical Study Based on Chinese Stock Market
J. Hu and G. Zhang
Abstract | Full Text: [ PDF (446 kB) ] | Pages 83-100

   
6

Algorithms for Solving Discrete Optimal Control Problems with Varying Time of States' Transactions of Dynamical Systems
D. Lozovanu and S. Pickl
Abstract | Full Text: [ PDF (177 kB) ] | Pages 101-111

   
7

Risk-Constrained Dynamic Portfolio Management
D. Akume and G.W. Weber
Abstract | Full Text: [ PDF (423 kB) ] | Pages 113-129

   
8

Mean-Variance Portfolio Optimization under Stochastic Income and Uncertain Exit Time
Z. Li and S. Xie
Abstract | Full Text: [ PDF (236 kB) ] | Pages 131-147

   
9

Financial Regression and Organization
G.W. Weber, P. Taylan, K. Y3ld3rak, Z.K. Gorgulu
Abstract | Full Text: [ PDF (253 kB) ] | Pages 149-174

   
10

Evolution Based Hopfield Neural Network with Wavelet Based Filter for Complex - Constrained Portfolio Optimization
N.C. Suganya and G.A.Vijayalakshmi Pai
Abstract | Full Text: [ PDF (1,049 kB) ] | Pages 175-205