Intelligent Systems in Accounting, Finance and Management最新文献

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Hybrid performance evaluation of sustainable service and manufacturing supply chain management: An integrated approach of fuzzy dematel and fuzzy inference system 可持续服务与制造业供应链管理的混合绩效评价:模糊模型与模糊推理系统的集成方法
Intelligent Systems in Accounting, Finance and Management Pub Date : 2018-06-21 DOI: 10.1002/isaf.1431
Ehsan Pourjavad, Arash Shahin
{"title":"Hybrid performance evaluation of sustainable service and manufacturing supply chain management: An integrated approach of fuzzy dematel and fuzzy inference system","authors":"Ehsan Pourjavad,&nbsp;Arash Shahin","doi":"10.1002/isaf.1431","DOIUrl":"10.1002/isaf.1431","url":null,"abstract":"<div>\u0000 \u0000 <p>The aim of this paper is to propose a comprehensive framework for simultaneously measuring the performance of sustainable service and manufacturing supply chain management. Application of the proposed approach also results in reduced uncertainty of the performance measurement process caused by qualitative criteria evaluation. The proposed approach consists of two main steps. First, the fuzzy decision-making trial and evaluation laboratory (DEMATEL) method has been used to determine important criteria by avoiding low influences; and then a Mamdani fuzzy inference system model has been adopted and applied for performance evaluation of sustainable supply chain management (SSCM). This model is employed in order to cope with the vagueness that exists in the SSCM performance investigation due to the vagueness intrinsic in the evaluation of criteria. In the proposed model, human reasoning has been modelled with fuzzy inference rules and has been set in the system, which is an advantage compared with those models in which fuzzy set theory and multicriteria decision-making models are integrated. The proposed approach has been implemented in the pipe and fitting industry in order to highlight its application in real life. Sensitivity analysis has been carried out to determine the influence of service and manufacturing criteria on SSCM performance. The findings reveal that sustainable manufacturing criteria compared with sustainable service criteria have more effect on the performance of SSCM.</p>\u0000 </div>","PeriodicalId":53473,"journal":{"name":"Intelligent Systems in Accounting, Finance and Management","volume":"25 3","pages":"134-147"},"PeriodicalIF":0.0,"publicationDate":"2018-06-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1002/isaf.1431","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127376542","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 24
TSFDC: A trading strategy based on forecasting directional change TSFDC:一种基于预测方向变化的交易策略
Intelligent Systems in Accounting, Finance and Management Pub Date : 2018-05-02 DOI: 10.1002/isaf.1425
Amer M. Bakhach, Edward P.K. Tsang, V.L. Raju Chinthalapati
{"title":"TSFDC: A trading strategy based on forecasting directional change","authors":"Amer M. Bakhach,&nbsp;Edward P.K. Tsang,&nbsp;V.L. Raju Chinthalapati","doi":"10.1002/isaf.1425","DOIUrl":"10.1002/isaf.1425","url":null,"abstract":"<div>\u0000 \u0000 <p>Directional Change (DC) is a technique to summarize price movements in a financial market. According to the DC concept, data is sampled only when the magnitude of price change is significant according to the investor. In this paper, we develop a contrarian trading strategy named TSFDC. TSFDC is based on a forecasting model which aims to predict the change of the direction of market's trend under the DC context. We examine the profitability, risk and risk-adjusted return of TSFDC in the FX market using eight currency pairs. The results suggest that TSFDC outperforms the buy and hold approach and another DC-based trading strategy.</p>\u0000 </div>","PeriodicalId":53473,"journal":{"name":"Intelligent Systems in Accounting, Finance and Management","volume":"25 3","pages":"105-123"},"PeriodicalIF":0.0,"publicationDate":"2018-05-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1002/isaf.1425","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133708607","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 15
Evolution of multivariate copulas in continuous and discrete processes 连续和离散过程中多元copula的演化
Intelligent Systems in Accounting, Finance and Management Pub Date : 2018-03-28 DOI: 10.1002/isaf.1420
Yasukazu Yoshizawa, Naoyuki Ishimura
{"title":"Evolution of multivariate copulas in continuous and discrete processes","authors":"Yasukazu Yoshizawa,&nbsp;Naoyuki Ishimura","doi":"10.1002/isaf.1420","DOIUrl":"10.1002/isaf.1420","url":null,"abstract":"<div>\u0000 \u0000 <p>There has been much interest in copulas, which are known to provide a flexible tool for analyzing the dependence structure among random variables. Dependence relations must be dynamic rather than static in nature. However, copulas are useful mainly for static matters. Thus we introduce evolving multivariate copulas, which transform through time autonomously governed by the multivariate heat equation. Our aims are to prove their existences and solutions to analyze their transitions. Moreover, we construct discrete type to apply empirical data analysis and investigate their properties, and prove that they converge to their original continuous type.</p>\u0000 </div>","PeriodicalId":53473,"journal":{"name":"Intelligent Systems in Accounting, Finance and Management","volume":"25 1","pages":"44-59"},"PeriodicalIF":0.0,"publicationDate":"2018-03-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1002/isaf.1420","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127144291","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Toward an ontology-driven blockchain design for supply-chain provenance 面向供应链来源的本体驱动的区块链设计
Intelligent Systems in Accounting, Finance and Management Pub Date : 2018-03-28 DOI: 10.1002/isaf.1424
Henry M. Kim, Marek Laskowski
{"title":"Toward an ontology-driven blockchain design for supply-chain provenance","authors":"Henry M. Kim,&nbsp;Marek Laskowski","doi":"10.1002/isaf.1424","DOIUrl":"https://doi.org/10.1002/isaf.1424","url":null,"abstract":"<div>\u0000 \u0000 <p>An interesting research problem in our age of Big Data is that of determining provenance. Granular evaluation of provenance of physical goods (e.g., tracking ingredients of a pharmaceutical or demonstrating authenticity of luxury goods) has often not been possible with today's items that are produced and transported in complex, interorganizational, often internationally spanning supply chains. Recent adoptions of the Internet of Things and blockchain technologies give promise at better supply-chain provenance. We are particularly interested in the blockchain, as many favored use cases of blockchain are for provenance tracking. We are also interested in applying ontologies, as there has been some work done on knowledge provenance, traceability, and food provenance using ontologies. In this paper, we make a case for why ontologies can contribute to blockchain design. To support this case, we analyze a traceability ontology and translate some of its representations to smart contracts that execute a provenance trace and enforce traceability constraints on the Ethereum blockchain platform.</p>\u0000 </div>","PeriodicalId":53473,"journal":{"name":"Intelligent Systems in Accounting, Finance and Management","volume":"25 1","pages":"18-27"},"PeriodicalIF":0.0,"publicationDate":"2018-03-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1002/isaf.1424","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"137716592","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 557
Decision analytics mobilized with digital coaching 数字化指导下的决策分析
Intelligent Systems in Accounting, Finance and Management Pub Date : 2018-03-28 DOI: 10.1002/isaf.1421
Christer Carlsson
{"title":"Decision analytics mobilized with digital coaching","authors":"Christer Carlsson","doi":"10.1002/isaf.1421","DOIUrl":"10.1002/isaf.1421","url":null,"abstract":"<div>\u0000 \u0000 <p>The context to be addressed is the digitalization of industry and industrial processes. Digitalization brings enhanced customer relationships and value-chain integration, which are effective instruments to meet increasing competition and slimmer margins for productivity and profitability. Digitalization also brings more pronounced requirements for effective planning, problem solving and decision making in an increasingly complex and fast-changing environment. Decision analytics will meet the challenges from the growing global competition that major industrial corporations face and will help solve the problems of big data/fast data that digitalization is generating as a by-product. A mantra is appearing in business magazines – that powerful, intelligent systems will be effective tools for the digitalization of industrial processes – but much less attention appears to be paid to the fact that users need advanced knowledge and skills to benefit from the intelligent systems. First, an effective transfer of knowledge from developers, experts and researchers to users (including management) will be needed; second, the daily use and operations of the systems need to be supported, as automated, intelligent industrial systems are complex to operate. We look at this transfer as knowledge mobilization and will work out how the mobilization can be supported with coaching; this coaching needs to be digital, as human coaches are both scarce and too expensive to employ in large numbers.</p>\u0000 </div>","PeriodicalId":53473,"journal":{"name":"Intelligent Systems in Accounting, Finance and Management","volume":"25 1","pages":"3-17"},"PeriodicalIF":0.0,"publicationDate":"2018-03-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1002/isaf.1421","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116692391","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 17
How fast to run in the Red Queen race? 在红皇后赛跑中要跑多快?
Intelligent Systems in Accounting, Finance and Management Pub Date : 2018-01-24 DOI: 10.1002/isaf.1419
Matthew Oldham
{"title":"How fast to run in the Red Queen race?","authors":"Matthew Oldham","doi":"10.1002/isaf.1419","DOIUrl":"10.1002/isaf.1419","url":null,"abstract":"<div>\u0000 \u0000 <p>This paper creates a market ecosystem, via an agent-based model, that combines the dynamic features of the Red Queen effect with well-accepted business world performance indicators. Essentially, firms are tasked with remaining ‘alive’ by adapting to their environment through implementing a competitive response of innovating or imitating. An analysis of the firms’ behaviours delivers a deep understanding of the drivers of innovative behaviour within the economy. The key findings of the paper are (1) that concentrated markets are not entirely detrimental to innovative behaviour, with the blend of firm type being a more important consideration, and (2) that the rate at which an innovation impairs existing markets affects the activity levels of the firms within the population. The model's results are validated against a matching study based on real-world data.</p>\u0000 </div>","PeriodicalId":53473,"journal":{"name":"Intelligent Systems in Accounting, Finance and Management","volume":"25 1","pages":"28-43"},"PeriodicalIF":0.0,"publicationDate":"2018-01-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1002/isaf.1419","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133640249","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Multi-agent technologies in economics 经济学中的多主体技术
Intelligent Systems in Accounting, Finance and Management Pub Date : 2017-09-27 DOI: 10.1002/isaf.1415
Javier Bajo, Philippe Mathieu, María José Escalona
{"title":"Multi-agent technologies in economics","authors":"Javier Bajo,&nbsp;Philippe Mathieu,&nbsp;María José Escalona","doi":"10.1002/isaf.1415","DOIUrl":"10.1002/isaf.1415","url":null,"abstract":"<div>\u0000 \u0000 <p>This paper summarizes some of the trends in the use of multi-agent technologies in economics. Multiple agent systems, fuzzy sets and neural networks are critical tools used to investigate the emerging economics research agenda related to data mining, dynamic markets stock selection and bank stress testing. This paper reviews the contributions of four such examples.</p>\u0000 </div>","PeriodicalId":53473,"journal":{"name":"Intelligent Systems in Accounting, Finance and Management","volume":"24 2-3","pages":"59-61"},"PeriodicalIF":0.0,"publicationDate":"2017-09-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1002/isaf.1415","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128723595","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 5
Time series forecasting using evolutionary neural nets implemented in a volunteer computing system 在志愿者计算系统中实现的进化神经网络时间序列预测
Intelligent Systems in Accounting, Finance and Management Pub Date : 2017-08-08 DOI: 10.1002/isaf.1409
V.M. Rivas, E. Parras-Gutiérrez, J.J. Merelo, M.G. Arenas, P. García-Fernández
{"title":"Time series forecasting using evolutionary neural nets implemented in a volunteer computing system","authors":"V.M. Rivas,&nbsp;E. Parras-Gutiérrez,&nbsp;J.J. Merelo,&nbsp;M.G. Arenas,&nbsp;P. García-Fernández","doi":"10.1002/isaf.1409","DOIUrl":"10.1002/isaf.1409","url":null,"abstract":"<div>\u0000 \u0000 <p><i>jsEvRBF</i> is a time-series forecasting method based on genetic algorithm and neural nets. Written in JavaScript language, can be executed in most web browsers. Consequently, everybody can participate in the experiments, and scientists can take advantage of nowadays available browsers and devices as computation environments. This is also a great challenge as the language support and performance varies from one browser to another. In this paper, <i>jsEvRBF</i> has been tested in a volunteer computing experiment, and also in a single-browser one. Both experiments are related to forecasting currencies exchange, and the results show the viability of the proposal.</p>\u0000 </div>","PeriodicalId":53473,"journal":{"name":"Intelligent Systems in Accounting, Finance and Management","volume":"24 2-3","pages":"87-95"},"PeriodicalIF":0.0,"publicationDate":"2017-08-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1002/isaf.1409","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126276355","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 8
Time to Slow Down for High-Frequency Trading? Lessons from Artificial Markets 是时候放慢高频交易了?人工市场的教训
Intelligent Systems in Accounting, Finance and Management Pub Date : 2017-08-07 DOI: 10.1002/isaf.1407
Iryna Veryzhenko, Lise Arena, Etienne Harb, Nathalie Oriol
{"title":"Time to Slow Down for High-Frequency Trading? Lessons from Artificial Markets","authors":"Iryna Veryzhenko,&nbsp;Lise Arena,&nbsp;Etienne Harb,&nbsp;Nathalie Oriol","doi":"10.1002/isaf.1407","DOIUrl":"10.1002/isaf.1407","url":null,"abstract":"<div>\u0000 \u0000 <p>In this paper, we focus on the French cancel order tax implemented on 1 August 2012. We question the effectiveness of the modified tax with no exemptions and we analyze its impact on market quality, measured by liquidity, volatility and efficiency. Additionally, this paper raises the question whether this tax leads to a reduction of high-frequency trading (HFT) activities and a decline in trading volume. Based on our findings we report that introduction of cancel order tax only slightly reduces HFT activities, but it significantly affects market liquidity, increases market volatility and leads to deteriorating market efficiency. We conclude that it is difficult to dissuade investors from entering into unproductive trades and eliminate negative outputs of HFT (such as price manipulations) through tax, without altering the benefits of HFT like liquidity provision and efficient price discovery.</p>\u0000 </div>","PeriodicalId":53473,"journal":{"name":"Intelligent Systems in Accounting, Finance and Management","volume":"24 2-3","pages":"73-79"},"PeriodicalIF":0.0,"publicationDate":"2017-08-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1002/isaf.1407","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115497376","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 6
A web-based multi-agent decision support system for a city-oriented management of cruise arrivals 基于网络的多智能体决策支持系统,用于城市导向的邮轮抵港管理
Intelligent Systems in Accounting, Finance and Management Pub Date : 2017-07-19 DOI: 10.1002/isaf.1406
Claudia Di Napoli, Pol Mateu Santamaria, Silvia Rossi
{"title":"A web-based multi-agent decision support system for a city-oriented management of cruise arrivals","authors":"Claudia Di Napoli,&nbsp;Pol Mateu Santamaria,&nbsp;Silvia Rossi","doi":"10.1002/isaf.1406","DOIUrl":"10.1002/isaf.1406","url":null,"abstract":"<div>\u0000 \u0000 <p>Cruise tourism represents a strategic sector for the economic growth of several countries, impacting on different direct and indirect markets. The arrival of cruises in a city represents an unmissable opportunity to increment its tourist market penetration. Nevertheless, the management of an unforeseen number of passengers that need to visit a city in a short time may also have a negative impact, so reducing the expected benefits. This is mainly due to the difficulty of taking the right decisions when organizing the dispatching of passengers in different city areas since these decisions depend on several conditions that can also dynamically occur, and may have an impact on different city sectors. Here, a decision support system is proposed to help involved stakeholders to make decisions to plan passengers' transportation in the city and also to evaluate the consequences for the city if the plans are really implemented. The system is designed according to the multi-agent paradigm, so allowing one to easily manage the necessary coordination among different entities and data sources that are usually distributed and need to cooperate to provide useful suggestions. In addition, a prototype of a web-based application is provided to end users, so that it can run on heterogeneous platforms, and it can be easily accessed by different users from different devices, as it is the case for the considered application domain.</p>\u0000 </div>","PeriodicalId":53473,"journal":{"name":"Intelligent Systems in Accounting, Finance and Management","volume":"24 2-3","pages":"62-72"},"PeriodicalIF":0.0,"publicationDate":"2017-07-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1002/isaf.1406","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127070300","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 9
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