No abstract received.

Risk aggregation considering inter-risk dependence has always been a challenge to both researchers and practitioners. The objective of this study is to formulate ways of aggregation of bank risks and comprehensively compare simple summation, variance–covariance and copula approach. Firstly,...

In this paper, we carry out a study about the main themes treated by the International Journal of Information Technology & Decision Making during its first 10 years (2002–2011). The themes are detected, quantified and visualized using an approach that combines performance analysis and science...

Various methods and algorithms have been developed for multiclass classification problems in recent years. How to select an effective algorithm for a multiclass classification task is an important yet difficult issue. Since the multiclass algorithm selection normally involves more than one...

Tests of consistency for the pair-wise comparison matrices have been studied extensively since AHP was introduced by Saaty in 1970s. However, existing methods are either too complicated to be applied in the revising process of the inconsistent comparison matrix or are difficult to preserve most...

The process by which individuals learn from feedback when making recurrent choices among ambiguous alternatives is explored. We describe an experiment in which subjects solve a variant of the classic armed-bandit problem of dynamic decision theory, set in the context of airline choice. Subjects...

No abstract received.

High utility itemsets mining identifies itemsets whose utility satisfies a given threshold. It allows users to quantify the usefulness or preferences of items using different values. Thus, it reflects the impact of different items. High utility itemsets mining is useful in decision-making...

No abstract received.

A novel dynamic computable general equilibrium model based on National Water Resource Input Holding Output Table is proposed to calculate the Shadow Price of water resource in China. Unlike previous approaches, the dynamic Shadow Price of water resource is largely based on the scarcity extent...