Title :
Data Analysis and Capital Budgeting Model
Author :
Qi, Wang ; Xiaoshan, Liu ; Sufang, An
Author_Institution :
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 those 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; integer programming; investment; mathematics computing; LINGO software; Matlab; capital budgeting model; data analysis; decision problems; fund investment; integer programming; investment analysis; optimal investment decision; sensitivity analysis; stock analysis; Cybernetics; Data analysis; Integer linear programming; Intelligent systems; Investments; MATLAB; Man machine systems; Mathematical model; Sensitivity analysis; Software algorithms; exhaustive method; fitting function; integer linear programming;
Conference_Titel :
Intelligent Human-Machine Systems and Cybernetics, 2009. IHMSC '09. International Conference on
Conference_Location :
Hangzhou, Zhejiang
Print_ISBN :
978-0-7695-3752-8
DOI :
10.1109/IHMSC.2009.114
