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

fYear

2009

fDate

15-16 May 2009

Firstpage

422

Lastpage

425

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;

fLanguage

English

Publisher

ieee

Conference_Titel

Industrial Mechatronics and Automation, 2009. ICIMA 2009. International Conference on

Conference_Location

Chengdu

Print_ISBN

978-1-4244-3817-4

Type

conf

DOI

10.1109/ICIMA.2009.5156653

Filename

5156653