Title :
Data analysis and constituting model of capital budgeting
Author :
Qi, Wang ; Xiaoshan, Liu ; Shenggui, Duan
Author_Institution :
Sch. of Math. & Stat., Hebei Univ. of Econ. & Bus., Shijiazhuang, China
Abstract :
Investment analysis has widely used in stock analysis, fund investment, and many decision problems. In this paper, we establish several mathematical models according to practical instances, and obtain the optimal investment decision of these instances by the exhaustive method. Furthermore, we also present some related algorithms to obtain the optimal schemes for these five different models by using Matlab, LINGO software, etc. After the sensitivity analysis, we make some evaluation of the solutions and popularize the results to other topics.
Keywords :
budgeting; data analysis; decision theory; investment; optimisation; sensitivity analysis; LINGO software; Matlab; capital budgeting; constituting model; data analysis; exhaustive method; mathematical model; optimal investment decision; sensitivity analysis; Automation; Data analysis; Electronic mail; Industrial economics; Investments; Mathematical model; Mathematics; Mechatronics; Physics; Statistical analysis; exhaustive method; fitting function; integer linear programming;
Conference_Titel :
Industrial Mechatronics and Automation, 2009. ICIMA 2009. International Conference on
Conference_Location :
Chengdu
Print_ISBN :
978-1-4244-3817-4
DOI :
10.1109/ICIMA.2009.5156653
