A new mathematical model based approach to multi-criteria stock selection problem

Date

2022-10-26

Author

KURT, ATIL
TÜRKÜN KAYA, BİLGE
Karakaya, Gülşah

Metadata

Show full item record

This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.

Item Usage Stats

86
views

0
downloads

URI

https://hdl.handle.net/11511/102450

Conference Name

41. Yöneylem Araştırması ve Endüstri Mühendisliği Kongresi (YA/EM 2022)

Collections

Department of Business Administration, Conference / Seminar

Suggestions

OpenMETU
Core

A Geometrical Approach to Forecast Burst-time of Stock Market Bubbles Kürüm, Efsun; Weber, Gerhard Wilhelm; İyigün, Cem (null; 2017-01-21) In order to avoid destructive results of financial bubbles that affect the entire economy, it is important to develop an early-warning signaling. By using optimization-supported tools, we introduce a new method for an early-warning signaling, which approaches the bubble concept geometrically by determining and evaluating ellipsoids. We generate a volume-based index via minimum-volume covering ellipsoid clustering method, and to visualize these ellipsoids, we utilize Radon transform from the theory of the In...
A new approach to the design optimization of switching reluctance motors Yağan, Ömer Faruk; Ertan, Bülent; Department of Electrical and Electronics Engineering (1990)
A new approach in assessing slurry filterability Yukseler, Hande; Tosun, İsmail; Yetiş, Ülkü (2007-10-15) Up to date, sludge filterability has been characterized by the Ruth's classical filtration theory and quantified by the well-known parameter specific cake resistance (SCR). However, the complexity of the actual phenomenon is clearly underestimated by the classical filtration theory and SCR is often not satisfactory in describing filterability. Although many scientific studies were conducted for a better analysis and understanding of the filtration theory, still a practically applicable solution to replace t...
A probabilistic approach to multi criteria sorting problem Buğdacı, Aslı Gül; Köksalan, Murat; Department of Industrial Engineering (2009) We aim to classify alternatives evaluated in multiple criteria among preference ordered classes assuming an underlying additive utility function. We develop a probabilistic classification method by calculating the probability of an alternative being in each class. We assign alternatives to classes based on threshold probabilities. We require the decision maker to place an alternative to a class when no alternatives satisfy the required thresholds. We find new probabilities for unassigned alternatives in the...
A new likelihood approach to autonomous multiple model estimation Söken, Halil Ersin (Elsevier BV, 2020-04-01) This paper presents an autonomous multiple model (AMM) estimation algorithm for hybrid systems with sudden changes in their parameters. Estimates of Kalman filters (KFs) that are tuned and employed for different system modes are merged based on a newly defined likelihood function without any necessity for filter interaction. The proposed likelihood function is composed of two measures, the filter agility measure and the steady-state error measure. These measures are derived based on filter adaptation rules....

Citation Formats

A. KURT, B. TÜRKÜN KAYA, and G. Karakaya, “A new mathematical model based approach to multi-criteria stock selection problem,” presented at the 41. Yöneylem Araştırması ve Endüstri Mühendisliği Kongresi (YA/EM 2022), Denizli, Türkiye, 2022, Accessed: 00, 2023. [Online]. Available: https://hdl.handle.net/11511/102450.