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Heitzenrater, Chad D. "Software security investment modelling for decision-support." Thesis, University of Oxford, 2017. http://ora.ox.ac.uk/objects/uuid:64ddd45e-87ab-4c92-a085-df2d0d4e22e0.
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While it is widely agreed that contemporary computer security is insufficient to meet the challenges faced, the remedies for its failures are far less obvious. Vast resources have been placed into technical solutions to little effect, prompting some to employ the constructs of economics to frame this problem as one to be 'managed', rather than 'solved'. However, to date economically-inspired decision support approaches have focused disproportionately on post-deployment security investment. With the preponderance of security issues stemming from the introduction of vulnerabilities during design and development, models that span the system development lifecycle are essential to efficiently address the root of many security issues. In addition, the need to impact system security at a fundamental level requires integration with existing security-development processes and standards. This dissertation presents an approach to secure software development that is derived from an economically-inspired understanding of security. After demonstrating how existing security guidance can give rise to inefficient decisions, models for security investment are developed that incorporate investments made in software security during system inception and development relative to those made during deployment and operations. By employing these models, conditions are identified whereby software security improves the return on (security) investment, and provide theoretical and empirical evidence to support the adoption of software security. This is followed by an exploration of how economic considerations can drive existing secure software engineering processes, culminating in a case study that illustrates the application of these principles to an ongoing system development effort.
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Arif, Farrukh. "A Decision Support Framework for Infrastructure Maintenance Investment Decision-Making." FIU Digital Commons, 2013. http://digitalcommons.fiu.edu/etd/1002.
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Infrastructure management agencies are facing multiple challenges, including aging infrastructure, reduction in capacity of existing infrastructure, and availability of limited funds. Therefore, decision makers are required to think innovatively and develop inventive ways of using available funds. Maintenance investment decisions are generally made based on physical condition only. It is important to understand that spending money on public infrastructure is synonymous with spending money on people themselves. This also requires consideration of decision parameters, in addition to physical condition, such as strategic importance, socioeconomic contribution and infrastructure utilization. Consideration of multiple decision parameters for infrastructure maintenance investments can be beneficial in case of limited funding. Given this motivation, this dissertation presents a prototype decision support framework to evaluate trade-off, among competing infrastructures, that are candidates for infrastructure maintenance, repair and rehabilitation investments.
Decision parameters’ performances measured through various factors are combined to determine the integrated state of an infrastructure using Multi-Attribute Utility Theory (MAUT). The integrated state, cost and benefit estimates of probable maintenance actions are utilized alongside expert opinion to develop transition probability and reward matrices for each probable maintenance action for a particular candidate infrastructure. These matrices are then used as an input to the Markov Decision Process (MDP) for the finite-stage dynamic programming model to perform project (candidate)-level analysis to determine optimized maintenance strategies based on reward maximization. The outcomes of project (candidate)-level analysis are then utilized to perform network-level analysis taking the portfolio management approach to determine a suitable portfolio under budgetary constraints. The major decision support outcomes of the prototype framework include performance trend curves, decision logic maps, and a network-level maintenance investment plan for the upcoming years. The framework has been implemented with a set of bridges considered as a network with the assistance of the Pima County DOT, AZ. It is expected that the concept of this prototype framework can help infrastructure management agencies better manage their available funds for maintenance.
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Alpagut, Merih Ayse. "A Decision Support System For Electricity Generation Investment." Phd thesis, METU, 2010. http://etd.lib.metu.edu.tr/upload/12612211/index.pdf.
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In the recent years, ongoing debates in the mineral sector has shown that efficient use of
natural resources is of vital importance as the use of minerals is essential for modern living.
Especially, in the context of sustainable development, it is required that mineral resources
should be exploited to maximize the contribution to the well being of current generation
without depriving the potential for future generations to meet their own needs. The aim of this
thesis is to develop a decision support system using system dynamics methodology where
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Delgado, Octavio Augusto Herandez. "Decision making for the selection of investment projects." Thesis, University of Nottingham, 1998. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.263392.
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Yamben, Jean-Yves. "Intelligent decision support system for transport infrastructure investment with emphasis on joint logistic." Thesis, Blekinge Tekniska Högskola, Avdelningen för för interaktion och systemdesign, 2007. http://urn.kb.se/resolve?urn=urn:nbn:se:bth-1306.
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The aim of this thesis is to provide to the governmental decision-maker/user, an instrument that can assist him/her in improving the infrastructure investment decision in the economical, environmental and sustainable aspects. This means that, the Return on Investment (ROI) of the concerned transport infrastructure, satisfying environmental and sustainable constraints must be positive, and corresponding to an optimal investment cost. The decision support system can be applied in two dimensions. One dimension is where the real negotiation process is occurring between private and public stakeholders, called “real time negotiation process”. The second dimension is where the negotiation process is impelled by the user (public part) without private stakeholders interaction (but with interaction through simulation), called “virtual negotiation process”. The simulation and local optimization techniques, in phase with agent technology, used in the “virtual negotiation process” enable us to achieve a certain amount of alternative decisions to the primary/suggested decision to be evaluated. The CommonKADS methodology with mathematical modeling, and agent technology have been the support respectively for extracting and implementing the knowledge in the domain, monitoring, automating and updating the decision process. The principle of “Joint logistic” [1] in my effort concerns by the means of sharing financial and information resources; This leads to the empowerment of the supply chain feedbacks (roles), involved in the earlier stages of public transport decision making-process. It appears that within the decision-making process, the government is often dealing with the conflicting objectives, while interacting with the business stakeholders. For instance, the estimated investment cost of a specific transport infrastructure can exceed the income generated by this infrastructure, thus the ROI of the concerned transport infrastructure (TI) will be negative. From this perspective the government faces three choices: a) increase the rate of the taxes applied on that transport infrastructure or any other taxes, in order to make ROI positive, this can be matter of discussion/disagreement for the business community b) reduce the investment cost which means suggest a different TI with a lower quality standard compared to the previous; this can also be a matter of disagreement between the two concerned stakeholders. c) delay of the investment in the specific transport infrastructure. In fact in the most situations the government uses the first approach, which effects might be consequently unpredictable and disastrous in the economical and environmental sense for the government. From this point of view my attempt is to propose an intelligent decision support system for governments or project groups (e.g. East West project group), involving conceptually as components web portal, database, simulator and knowledge base, that bases on an approach, that enables this negotiation/information exchange at the earlier steps of decision-making situation. This is concretized by gathering in real time accurate and relevant information from the private sector; furthermore the knowledgebase of the designed system is conceived via the experience and historical knowledge of the concerned experts in the domain.Please contact me via email : yjeanyv@hotmail.com or phone: +224 64 97 43 79
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Kengpol, Athakorn. "The evaluation of investment in time compression technology using an analytic network process." Thesis, University of Nottingham, 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.323252.
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Goodson, Keith Vernon. "The Flexible Real Estate investor's Evaluation and Decision support system with Optimal Methodology." Master's thesis, This resource online, 1990. http://scholar.lib.vt.edu/theses/available/etd-03302010-020134/.
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Wilson, Grant. "An integrated decision support model for the sustainable refurbishment of hospitals and healthcare facilities : developing a prototype." Thesis, Robert Gordon University, 2013. http://hdl.handle.net/10059/920.
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The National Health Service (NHS) is recognised as the largest public sector institution in Europe. This presents significant challenges in regards to operation and maintenance of the diverse built estate, and the ever-evolving clinical models of care. The economic downturn, and strict policy of austerity in the UK, presents limitations and challenges in capital investment. The majority of healthcare facilities which will be used throughout the 21st century, have already been built. This demands that solutions be found in the areas of asset maintenance and refurbishment. These challenges are complicated further, by the institutional and statutory requirements of the NHS to meet demanding sustainability targets. This in turn, is underpinned by exacting assessment methodologies and rating systems, and critically, an institutional ‘duty’ to pursue and evidence that ‘Value for Money’ has been achieved as far as reasonably practicable. The existing estate management tools were assessed by a process of triangulation, and the relevant decisionmakers and stakeholders from both the NHS and the Design Teams and Constructors were identified. The original contribution demonstrates the development of a novel decision support prototype which facilitates and improves the current decision making process. The prototype allows the integrated team to consider, evaluate, and agree, best-fit options in a measured, recordable, and replicable manner. Key to this process, is the ability to compare and rank often competing criteria, and to test the nonfinancial, and financial preferences by means of sensitivity analysis techniques. The research and the developed working prototype, were then tested and validated against an expert panel, on a broad scope of issues, ranging from Graphical User Interface aesthetics and usability, to functionality and applicability to the current standard business case process. The results of the testing and validation excercises were overwhelmingly positive.
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Soo, Houng Y. "Towards the Development of a Decision Support System for Emergency Vehicle Preemption and Transit Signal Priority Investment Planning." Diss., Virginia Tech, 2004. http://hdl.handle.net/10919/27204.
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Advances in microprocessor and communications technologies are making it possible to deploy advanced traffic signal controllers capable of integrating emergency vehicle preemption and transit priority operations. However, investment planning for such an integrated system is not a trivial task. Investment planning for such a system requires a holistic approach that considers institutional, technical and financial issues from a systems perspective. Two distinct service providers, fire and rescue providers and transit operators, with separate operational functions, objectives, resources and constituents are involved. Performance parameters for the integrated system are not well defined and performance data are often imprecise in nature.
Transportation planners and managers interested in deploying integrated emergency vehicle preemption and traffic priority systems do not have an evaluation approach or a common set of performance metrics to make an informed decision. There is a need for a simple structured analytical approach and tools to assess the impacts of an integrated emergency vehicle preemption and transit priority system as part of investment decision making processes. This need could be met with the assistance of a decision support system (DSS) developed to provide planners and managers a simple and intuitive analytical approach to assist in making investment decisions regarding emergency vehicle preemption and transit signal priority.
This dissertation has two research goals: (1) to develop a decision support system framework to assess the impacts of advanced traffic signal control systems capable of integrating emergency vehicle preemption and transit signal priority operations for investment planning purposes; and (2) to develop selected analytical tools for incorporation into the decision support system framework. These analytical tools will employ fuzzy sets theory concepts, as well as cost and accident reduction factors. As part of this research, analytical tools to assess impacts on operating cost for transit and fire and rescue providers have been developed. In addition, an analytical tool was developed and employs fuzzy multi-attribute decision making methods to rank alternative transit priority strategies. These analytical tools are proposed for incorporation into the design of a decision support system in the future.Ph. D.
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Eriksson, Gustav, and Johan Isendahl. "Conceptual decision support tool for RMS-investments : A three-pronged approach to investments with focus on performance metrics for reconfigurability." Thesis, Tekniska Högskolan, Jönköping University, JTH, Produktionsutveckling, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-49773.
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Today's society is characterized by a high degree of change where the manufacturing systems are affected by both internal and external factors. To adapt to current manufacturing requirements in the form of short lead-time, more variants, low and fluctuating volumes, in a cost-efficient manner, new approaches are needed. As the global market and its uncertainties for products and its lifecycles change, a concept called 'reconfigurable manufacturing system' has been developed. The idea is to design a manufacturing system for rapid structural change in both hardware and software to be responsive to capacity and functionality. A company's development towards the concept is often based on a strategy of incremental investments. In this situation, the challenges are to prioritize the right project and maximize the performance as well as the financial efficiency of a multi-approach problem. The report is based on three different issues. Partly how to standardize relevant performance-based metrics to measure current conditions, how new performance-based metrics can be developed in collaboration with reconfigurability characteristics, and set a direction for how decision models can be used to optimize step-based investments. The study is structured as an explorative study with qualitative methods such as semi-structured interviews and document study to get in-depth knowledge. Related literature addresses concepts in search areas such as reconfigurable manufacturing system, key performance indicators, investment decisions, and manufacturing readiness levels. The findings are extracted from interviews and document studies that generate a focal company setting within the automotive industry, which acts as the foundation for further analysis and decisions throughout the thesis. The analysis results in sixteen performance measurements where new measures been created for product flexibility, productionvolume flexibility, material handling flexibility, reconfiguration quality and diagnosability using reconfigurability characteristics. A conceptual decision support model is introduced with an underlying seven-step investment process, analyzing lifecycle cost, risk triggered events in relation to cost, and performance measurements. The discussion chapter describes how different approaches are used during the project that has been revised by internal and external factors. Improvement possibilities regarding method choice and the aspects of credibility, transferability, dependability, and conformability are discussed. Furthermore, the authors argue about the analysis process and how the result has been affected by circumstances and choices. The study concludes that a three-pronged approach is needed to validate the investment decision in terms of system performance changes, cost, and uncertainty. The report also helps to understand which performance-based metrics are relevant for evaluating manufacturing systems based on operational goals and manufacturing requirements.
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Gallagher, Angela. "A decision support system methodology for the selection of rapid prototyping technologies for investment-cast gas turbine parts." Master's thesis, University of Central Florida, 2010. http://digital.library.ucf.edu/cdm/ref/collection/ETD/id/4512.
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In the power generation sector, more specifically, the gas turbine industry, competition has forced the lead time-to-market for product advancements to be more important than ever. For design engineers, this means that product design iterations and final product development must be completed within both critical time windows and budgetary constraints. Therefore, two areas that have received significant attention in the research and in practice are: (1) rapid prototyping technology development, and (2) rapid prototyping technology selection. Rapid prototyping technology selection is the focus of this research. In practice, selecting the rapid prototyping method that is acceptable for a specific design application is a daunting task. With technological advancements in both rapid prototyping and conventional machining methods, it is difficult for both a novice design engineer as well as an experienced design engineer to decide not only what rapid prototyping method could be applicable, but also if a rapid prototyping method would even be advantageous over a more conventional machining method and where in the manufacturing process any of these processes would be utilized. This research proposes an expert system that assists a design engineer through the decision process relating to the investment casting of a superalloy gas turbine engine component. Investment casting is a well-known technique for the production of many superalloy gas turbine parts such as gas turbine blades and vanes. In fact, investment-cast turbine blades remain the state of the art in gas turbine blade design. The proposed automated expert system allows the engineer to effectively assess rapid prototyping opportunities for desired gas turbine blade application. The system serves as a starting point in presenting an engineer with commercially-available state-of-the-art rapid prototyping options, brief explanations of each option and the advantages and disadvantages of each option.; It is not intended to suggest an optimal solution as there is not only one unique answer. For instance, cost and time factors vary depending upon the individual needs of a company at any particular time as well as existing strategic partnerships with particular foundries and vendors. The performance of the proposed expert system is assessed using two real-world case studies. The first case study shows how the expert system can advise the design engineer when suggesting rapid manufacturing in place of investment casting. The second case study shows how rapid prototyping can be used for creating part patterns for use within the investment casting process. The results from these case studies are telling in that their implementations potentially result in an 82 to 94% reduction in design decision lead time and a 92 to 97% cost savings.ID: 029094348; System requirements: World Wide Web browser and PDF reader.; Mode of access: World Wide Web.; Thesis (M.S.)--University of Central Florida, 2010.; Includes bibliographical references (p. 62-65).
M.S.
Masters
Department of Industrial Engineering and Management Systems
Engineering and Computer Science
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Abdel-Aziz, Ahmed Mohamed. "Generalized economic model, risk analysis framework and decision support system for the analysis and evaluation of capital investment projects." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 2000. http://www.collectionscanada.ca/obj/s4/f2/dsk1/tape4/PQDD_0019/NQ48594.pdf.
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Thollander, Patrik. "Towards Increased Energy Efficiency in Swedish Industry : Barriers, Driving Forces & Policies." Doctoral thesis, Linköpings universitet, Energisystem, 2008. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-14907.
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Industrial energy efficiency is one of the most important means of reducing the threat of increased global warming. A higheruse of electricity than their European competitors, together with increased energy costs due to increasing energy prices in Swedish industry have negative impacts on results and competitiveness. Of great importance are thus different means which promote energy efficiency such as industrial energy policy instruments. However, cost-effective energy efficiency measuresare not always undertaken. In order to formulate and adopt accurate industrial energy end-use polices, it is thus of importanceto identify the barriers that inhibit the implementation of cost-effective energy efficiency measures. It is also of importance to identify the factors which promote the implementation. The aim of this thesis is to analyze industrial energy systems andmore specifically study factors that promote or inhibit energy end-use efficiency in Swedish industrial companies. Results from this thesis show that the implementation of technical energy efficiency measures is a major means for both energy-intensive and non-energy-intensive Swedish companies to overcome the threat of rising energy prices, for example for electricity. While energy efficiency measures in the non-energy-intensive industry are related mainly to support processes, measures in the studied energy-intensive Swedish foundry industry are related to both support and production processes. In the various case studies of barriers and driving forces, the most significant barriers to energy efficiency - with largevariations for some of the barriers among the studied cases - were found to be: technical risk such as risk of productiondisruptions; lack of time or other priorities; lack of access to capital; cost of production disruption/hassle/inconvenience; other priorities for capital investments; technology considered inappropriate at the site; difficulty/cost of obtaininginformation about the energy use of purchased equipment; and lack of budget funding. The largest driving forces, apart fromcost reductions resulting from lowered energy use, were found to be the existence of a long-term energy strategy and peoplewith real ambition. These driving forces did not, unlike the results of barriers to energy efficiency, vary widely across thestudied sectors. Investment decision support such as optimization has shown to add more information for larger capital-intensive investmentsin energy-intensive industrial SMEs. The thesis also showed that energy audits are an effective means, in terms of publicmoney spent per kWh saved, of providing the industry with information on potential energy efficiency measures. Based on the results presented in this thesis, a policy approach towards non-energy-intensive companies and industrial SMEsshould primarily include providing energy audits free of charge and involve the local authority energy consultants.Industriell energieffektivisering är ett av de viktigaste sätten att reducera hotet om en globaluppvärmning. En högre relativ elanvändning, i jämförelse med europeiska konkurrenter, tillsammans med stigande energikostnader beroende av stigande energipriser för den svenskaindustrin, riskerar leda till försämrad lönsamhet och försämrad konkurrenskraft. Det är såledesav stor vikt att främja energieffektivisering, exempelvis genom olika typer av styrmedel. Lönsamma energieffektiviseringsåtgärder genomförs emellertid inte alltid, till följd av olikahinder för energieffektivisering. För att kunna formulera precisa styrmedel är det därför avstor vikt att dessa hinder som förhindrar implementering av energieffektiviserande åtgärder,identifieras. Det är också av stor vikt att identifiera drivkrafterna. Syftet med denna avhandling är att analysera industriella energisystem och mera specifikt studera faktorer somfrämjar och förhindrar effektiv slutanvändning av energi i svensk industri. Resultaten visar att hotet om stigande energikostnader, exempelvis beträffande elektricitet,både för icke energiintensiv och för energiintensiv svensk tillverkningsindustri, kan reduceraskraftigt om energieffektiv teknik implementeras. Medan åtgärder i icke energiintensiv industrifrämst är relaterade till stödprocesser så visar sig åtgärderna i den studerade svenska energiintensiva gjuteriindustrin vara relaterade till både stöd- och produktionsprocesser. I fallstudierna beträffande hinder och drivkrafter visade sig de största hindren vara - med storavariationer mellan fallen - tekniska risker såsom risk för produktionsstörningar och avbrott; brist på tid/andra prioriteringar; brist på kapital; kostnader för produktionsstörningar; ickeenergirelaterade investeringar prioriteras högre; tekniken passar ej för företaget;svårigheter/kostnader att erhålla korrekt information beträffande energianvändningen av deninköpta utrustningen; och brist på budgetmedel. De största drivkrafterna var, utöver kostnadsminskningar till följd av minskad energianvändning, förekomsten av en långsiktigenergistrategi och en eldsjäl. Drivkrafterna varierade inte, till skillnad mot hindren, så mycketmellan de olika undersökta fallen. Beslutsstöd såsom exempelvis optimering har visat sig kunna ge ökad information vid störremer kapitalintensiva investeringar i energiintensiva små- och medelstora företag. Vidare har energianalyser visat sig vara ett effektivt sätt, i termer av besparad kWh per statligt insattkrona, att ge industrin information beträffande möjliga energieffektiviserande åtgärder. Resultat från avhandlingen indikerar att ett stöd gentemot icke energiintensiva och små och medelstora företag framförallt bör inkludera statligt finansierade energianalyser med denlokala energirådgivaren som en deltagande aktör.
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Sasu-Boakye, Yaw. "MIND - Modelling in Industry for Increased Energy Efficiency and Reduced Greenhouse Gas Emissions." Thesis, Linköpings universitet, Energisystem, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-58042.
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In industry, energy efficiency reduces system cost and emissions to the environment. Energy audits are carried out in industry to identify measures that would increase energy efficiency. However, the usual case is that low-cost measures are implemented while capital intensive measures receive less attention possibly due to, example, inadequate information available to study risks involved. Decisions support tools have been identified as a means of supporting complex production related investment decision. The aim of this paper is to investigate profitability and potential global CO2 emission reduction of energy conversion investments in a small energy intensive industry by using an optimisation method as a decision support tool. The investments are evaluated using consistent future energy market scenarios with interdependent parameters. An optimisation model is developed with reMIND optimisation tool which is used to optimise the system cost of each scenario. The reduction in system cost and global CO2 emissions of the new investments and results from sensitivity analysis are evaluated to determine the optimal investment solution. In the report, it is established that optimisation methods provide a structured means of studying the risk involved in capital intensive investments. The optimisation results show that investment in a small-scale steam turbine combined heat and power production is a profitable and robust investment. The net reduction of global CO2 emission is substantial compared with the reference system. Furthermore, it is shown that biofuel policies alone may not make cost intensive biofuel investments attractive, further reduction in investment cost is required. The energy savings and global CO2 emission reductions achieved in this study can play an important role in achieving the aims of the European Union to reduce greenhouse gas emissions by 20% and save 20 % of energy by the year 2020.
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Andersson, Sara, and Marie Nilsson. "Statligt investeringsstöd för hyresbostäder : Stödets påverkan för investeringsbeslut, dess användning och utveckling." Thesis, KTH, Fastigheter och byggande, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-297928.
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Statligt investeringsstöd för hyresbostäder är ett rambegränsat produktionsstöd, som efter ansökan och beviljande av Länsstyrelsen kan betalas ut av Boverket till byggherrar av projekt som uppfyller vissa uppställda krav. Avsikten är att stimulera byggandet av hyresbostäder, ge sänkta byggkostnader och sedan komma hyresgäster till del genom relativt lägre hyra. Stöd får lämnas för att bygga hyresbostäder i områden med bostadsbrist, som i sin tur innebär en kategorisering av Sverige i FA-regioner kopplat till möjlig stöd- och hyresnivå. Sedan 1 februari 2020 gäller delvis nya reviderade bestämmelser som syftar till att göra investeringsstödet effektivare och mer ändamålsenligt. Syftet med denna studie är att undersöka hur Det nya investeringsstödet genom Förordning (2016:881) används i FA-region Stockholm, hur det påverkar investeringsbeslut för projekt, samt har utformats i jämförelse med tidigare och liknande stöd. Studien utgår från kvalitativa metoder i form av litteratur- och dokumentstudier samt semistrukturerade intervjuer med 15 kommunala och privata bolag som förvaltar och utvecklar hyresbostäder i FA-region Stockholm. Resultatet visar att antalet inkomna ansökningar för investeringsstöd har ökat sedan införandet av Det nya investeringsstödet, men endast en bråkdel av dessa har hunnit beviljas och utbetalas. Stödet har tidigare ifrågasatts, främst för att inte ha allokerats till marknader där bostadsbristen anses som störst, för att inte leda till en ökning av bostadsbyggandet utöver redan planerade projekt samt för att ha otillräckliga nivåer på bidrag och normhyra. Denna studie visar att effekten och nyttjandet av stödet är lägesberoende. Bostadsutvecklare avstår investeringsstöd i region Stockholm på marknader där efterfrågan tillåter högre hyra. Nivån på bidrag och normhyra anses överlag vara för låg och inte anpassad till övriga kostnadsfaktorer. Stödet anses dock emellertid vara en nyckelfaktor i utvecklingen av bostäder med lägre hyra i region Stockholms ytterområden eller i mer perifera lägen och den ekonomiska kompensationen kan då vara avgörande för existensen av dessa projekt. Investeringsstöd kan förbättra vakansrisk och belåningsgrad, öka konkurrenskraften och vara ett incitament för att minska energianvändningen i fastigheten. Standardiserade konstruktioner och ramavtal används ofta för att hålla ner produktionskostnader. Beslut om investeringsstöd fattas vanligen utifrån en jämförelse mellan två investeringskalkyler, med och utan stöd. De kontextuella egenskaperna verkar huvudsakligen påverka bolagens beslut om stöd. Avgörande är ekonomiska, fysiska, sociala och politiska faktorer. Det uppfattas som om att bolagen tar rationella beslut genom avvägningar mellan kännbara utfall. Osäkerheter och brist på information, kan dock uppstå under ansöknings- och utbetalningsprocessen, vilket gör att alla konsekvenser av beslutet inte kan förutses. De kommunala bolagen ställs inför mer motstridiga intressen än de privata, men mål och affärsidé stämmer vanligen bättre överens med stödets syfte. Investeringsstödets bestämmelser anses ha utvecklats utifrån bostadspolitiska mål, efterfrågan av hyresbostäder liksom att fungera som ett verktyg för att ställa motkrav på den som vill ta del av stödet. Bestämmelser har förändrats för att passa rådande bostadsmarknad, EU-lagstiftning och skiftande politiska målsättningar samt förbättra social sammanhållning och miljö- och hållbarhetsaspekter. Fortsatt gynnas små bostäder av stödet även om lagstiftaren försökt styra stödet till att skapa en större blandning av lägenhetsstorlekar. En större förskjutning av tillgängliga medel till storstadsregionerna verkar ha givit visst utslag i antalet beviljanden, men än efterfrågar bostadsutvecklare en större differentiering av stödets bidrag och normhyresnivå. Studiens slutsatser visar att de faktorer som är avgörande för beslutet om att söka investeringsstöd huvudsakligen är ekonomiska, lägesmässiga och projektspecifika. I FA-region Stockholm nyttjas stödet framförallt i områden där betalningsviljan ligger i linje med normhyresnivån för stödet.The state investment aid for rental housing is a production support, which after application and approval by the County Administrative Board can be paid by the National Board of Housing, Building, and Planning to developers of projects that fulfill a certain set of requirements. The state allocates a certain amount of money to the aid annually. The purpose of the ordinance is to stimulate the construction of rental accommodations by financing a share of the construction costs which will then benefit the tenants through relatively lower rents. Support may be provided to the constructions of affordable rental accommodations in areas with housing shortages. The maximum amount of support that may be granted and the maximum rental level that may be charged for, are differentiated by functional analysis region (FA regions). Investment aid was introduced in the early 2000s but several amendments have been incorporated over the years. Since 1 February 2020, partly newly revised regulations apply which aim to make investment support more efficient and effective. The purpose of this study is to investigate how The new investment aid through Ordinance (2016: 881) is used in FA region of Stockholm, how it affects investment decisions for projects, and finally, how it is developed in comparison with previous and similar support. The study is based on qualitative methods such as literature and document studies as well as semi-structured interviews with 15 municipally owned companies as well as private companies that manage and develop rental housing in the FA region of Stockholm. The results show that the number of received applications for investment aid has increased since the introduction of The new state investment aid, but only a fraction of these have been granted and paid. Of previous evaluations, the support has been questioned for not being allocated to markets where the housing shortage is the greatest, the level of the maximum rent and support that can be granted, and whether the aid really leads to an increase in housing constructions in addition to already planned projects. This study shows that the effect and use of the support is situation-dependent. Housing developers refrain from investment support in the Stockholm region in markets where demand allows for higher rents. The level of the support and the rent are considered to be too low and not adapted to other cost factors in the market. However, the aid is considered to be a key factor in the development of affordable housing and financial compensation has been essential for the existence of certain projects, mainly located in the outer edges of the region and in more peripheral areas. Investment support can improve vacancy risk and loan-to-value ratio, increase competitiveness and be an incentive to reduce the building’s energy consumption. Standardized constructions or framework agreements are commonly used to keep production costs down. Decisions on whether to apply for support or not are usually based on a comparison between two investment analyzes, with and without support. The contextual characteristics seem to mainly influence the companies' decision on investment aid. Economic, physical, social, and political factors are decisive. It is perceived that companies make rational decisions through trade-offs between tangible outcomes. Uncertainties and lack of information, however, can arise during the application and payment process, which means that not all consequences of the decision can be forecasted. The municipal companies are faced with more conflicts of interest than the private ones, but their goal and business concept usually correspond better with the purpose of the aid. The requirements of the investment aid are considered to have developed based on housing policy goals, the demand for rental accommodation, and improving the energy consumption in the real estate market. The Ordinance has been developed to conform with the prevailing housing market, EU legislation, and changing policies, as well as to improve social cohesion and environmental and sustainability aspects. Small apartments still benefit from the support, even though the legislator has tried to steer the support to create a larger mix of apartment sizes. A larger shift in available funds to the metropolitan regions seems to have had a limited effect, in terms of the number of grants. However, housing developers are still demanding a greater differentiation of the maximum rent level and support. The conclusion of this study shows that the factors that are decisive for the decision to apply for investment aid are mainly financial, situational, and project-specific. In the FA region of Stockholm, the support is used primarily in areas where the willingness to pay conforms with the maximum rental level for the support.
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Andrade, Pollyana de Freitas. "MODELO DE APOIO À DECISÃO MULTICRITÉRIO PARA SELEÇÃO DE ESCOPOS DE PROJETOS DE INVESTIMENTO SOCIAL PRIVADO." Pontifícia Universidade Católica de Goiás, 2014. http://localhost:8080/tede/handle/tede/2457.
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Previous issue date: 2014-09-22Private social investments are presented as an important form of activity in the business sector which supports the mitigation of socio economic issues. Such investments are made through environmental and social projects of public interest. However, despite the importance of the topic, there are only few academic researches aimed at improving the allocation of business resources in private social investments. This research aims to contribute to this scenario through implementation and analysis of multi-criteria decision support method ELECTRE I, which separates the process of decision-making from the subjectivity and increases the potential for efficient selection of projects.
Os investimentos sociais privados apresentam-se como importante forma de atuação do setor empresarial junto à busca da mitigação de problemas sociais. Tais investimentos são realizados por meio de projetos sociais, ambientais e sociais de interesse público. Nota-se que, apesar da relevância do tema, existem poucos estudos voltados ao aprimoramento da alocação dos recursos empresariais nesta área. A pesquisa visa contribuir para este cenário por meio de aprofundamento e aplicação do método multicritério de apoio à decisão ELECTRE I, por meio do qual o processo de tomada de decisão distancia-se da subjetividade e amplia o potencial de seleção eficiente de projetos.
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Han, Hyun Jin Park Chan S. "Estimating project volatility and developing decision support system in real options analysis." Auburn, Ala., 2007. http://repo.lib.auburn.edu/EtdRoot/2007/FALL/Industrial_and_Systems_Engineering/Dissertation/Han_Hyun_51.pdf.
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Augustsson, Kristoffer, and Simon Boldt. "Leveransledtidsreduktionens påverkan på finansiell prestanda : - En studie i tidens tecken." Thesis, Tekniska Högskolan, Högskolan i Jönköping, JTH, Industriell organisation och produktion, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-36719.
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Purpose: The study aimed to investigate how a delivery lead-time reduction impacts returnon-investment (ROI), and through the study create a decision support that quantitatively demonstrates the impact of the delivery lead-time reduction on manufacturing companies' ROI. To fulfill the purpose of the study two research questions were created: How is ROI affected by a delivery lead-time reduction? How can the impact of the delivery lead-time reduction on ROI be quantified? Method: A literature review was conducted to explain how a delivery lead-time reduction affects the ROI components. The literature review formed the theoretical framework, from which a proposition was created. With the proposition as a basis, a case study of one-case-design was carried out. The data for the first research question was collected through interviews with respondents from the focal company's market and production departments. The collected data was then pattern matched against the proposition, to develop the proposition. The answer from the first research question was then used as a basis for the quantification of the impact of the delivery lead-time reduction on ROI. During the empirical collection, there were limitations in data availability, therefore fictitious data was estimated to carry out the quantification and fulfill the second research question. Results: The study shows that there are many ways in which ROI can be affected by a delivery lead-time reduction, depending on the context, the starting point, and the approach in which the reduction is implemented. Therefore, an 8-scenario typology was created for how a delivery lead reduction can be implemented based on the six strategic lead times (SLT). Research question 1 shows, based on the data and the proposition, how delivery lead-time reduction impacts ROI in the typology’s scenario 7. Scenario 7 means a reduction in delivery lead-time, along with a reduction of the supply lead-time by reducing the external lead-time. The quantification of fictitious data, which answered the second research question, showed that it is possible to quantify the effect of the delivery lead-time reduction on ROI. Based on the approach of quantification, a decision support for investment in delivery lead-time reduction was created. Implications: The study contributes to the opportunity for practitioners to evaluate investment in delivery lead-time reduction, against other investment candidates, to strengthen the company's competitiveness. Theoretically, the study contributes with the typology for how a delivery lead-time reduction can be implemented. Also, a contribution through the proposition which shows how a delivery lead-time reduction generally affects ROI, versus the developed proposition that shows the influence based on scenario 7. Limitations: The quantification was based on fictitious data, which gave a limited result. Although it’s not the result of itself that is of interest, it is the logic of quantification, since the purpose is to develop a decision support. Also, the study is of one-case-design, whereupon the developed proposition cannot be applied on other companies without scrutiny and compared with their specific contexts.Syfte: Studien syftade till att undersöka hur det finansiella prestandamåttet return on investment (ROI) påverkas vid en leveransledtidreduktion och genom studien skapa ett beslutsstöd som kvantitativt påvisar leveransledtidsreduktionens påverkan på tillverkandeföretags ROI. För att uppnå studiens syfte upprättades två forskningsfrågor: Hur påverkas ROI av en leveransledtidsreduktion? Hur kan leveransledtidsreduktionens påverkan på ROI kvantifieras? Metod: En litteraturgenomgång genomfördes för att förklara hur ROI komponenter påverkas av en leveransledtidsreduktion. Litteraturen sammanställdes sedan i en teoretisk referensram, utifrån vilken en proposition skapades. Med propositionen som grund utfördes en fallstudie av enfallsdesign. Empiri till den första forskningsfrågan samlades in genom intervjuer med respondenter från marknads- och produktionsavdelningen på fallföretaget. Empirin mönsterpassades mot den framtagna propositionen, som genom mönsterpassningen utvecklades. Svaret från första forskningsfrågan användes sedan som grund för kvantifieringen av leveransledtidsreduktionens påverkan på ROI. Under empiriinsamlingen visade det sig finnas begränsningar i tillgängliga data, varpå fiktiva data uppskattades för att kunna genomföra kvantifieringen och besvara andra forskningsfrågan. Resultat: Studien visade att det finns många olika sätt som ROI kan påverkas vid en leveransledtidsreduktion beroende på kontexten, utgångsläget och tillvägagångssättet som reduktionen genomförs i. Därför skapades en typologi med 8 scenarios för hur en leveransledtidsreduktion kan genomföras utifrån de sex strategiska ledtiderna (SLT). Forskningsfråga 1 visar utifrån empirin och propositionen påverkan på ROI vid scenario 7 i typologin. Scenario 7 innebär en reduktion av leveransledtiden och försörjningsledtiden genom att reducera den externa ledtiden. Kvantifieringen med fiktiva data påvisade att det är möjligt att kvantifiera leveransledtidsreduktionens påverkan på ROI. Utifrån tillvägagångssättet av kvantifieringen skapades ett beslutsstöd för investering i leveransledtidsreduktion. Implikationer: Studien bidrar till praktikers möjlighet att utvärdera en investering i leveransledtidsreduktion mot andra investeringskandidater för att stärka företags konkurrenskraft. Teoretiskt bidrar studien med typologin över hur en leveransledtidsreduktion kan genomföras. Även genom propositionen som visar hur en leveransledtidsreduktion påverkar ROI generellt, kontra den utvecklade propositionen som visar påverkan utifrån scenario 7. Begränsningar: Kvantifieringen baserades på fiktiva data vilket gav ett begränsat resultat. Det var istället logiken i kvantifieringen som var intressant, eftersom syftet var att utveckla ett beslutsstöd. Studien är en enfallsstudie, varpå den utvecklade propositionen inte kan appliceras för andra företag utan granskning och jämförelse med deras specifika kontexter.
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McCowan, Alison Kate, and n/a. "Decision Support System for the Evaluation and Comparison of Concession Project Investments." Griffith University. School of Engineering, 2004. http://www4.gu.edu.au:8080/adt-root/public/adt-QGU20050321.123306.
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Governments of developed and developing countries alike are unable to fund the construction and maintenance of vital physical infrastructure such as roads, railways, water and wastewater treatment plants, and power plants. Thus, they are more and more turning to the private sector as a source of finance through procurement methods such as concession contracts. The most common form of concession contract is the Build-Operate-Transfer (BOT) contract, where a government (Principal) grants a private sector company (Promoter) a concession to build, finance, operate and maintain a facility and collect revenue over the concession period before finally transferring the facility, at no cost to the Principal, as a fully operational facility. Theoretically speaking, these projects present a win-win-win solution for the community as well as both private and public sector participants. However, with the opportunity for private sector companies to earn higher returns comes greater risk. This is despite the fact that concession projects theoretically present a win-win-win solution to the problem of infrastructure provision. Unfortunately, this has not been the case in a number of countries including Australia. Private sector participants have admitted that there are problems that must be addressed to improve the process. Indeed they have attributed the underperformance of concession projects to the inability of both project Principals and Promoters to predict the impact of all financial and non-financial (risk) factors associated with concession project investments (CPIs) and to negotiate contracts to allow for these factors. Non-financial project aspects, such as social, environmental, political, legal and market share factors, are deemed to be important; but these aspects would usually be considered to lie outside the normal appraisal process. To allow for the effects of such qualitative aspects, the majority of Principal or promoting organisations resort to estimating the necessary money contingencies without an appropriate quantification of the combined effects of financial and non-financial (risks and opportunities) factors. In extreme cases, neglect of non-financial aspects can cause the failure of a project despite very favourable financial components; or can even cause the failure to go-ahead with a project that may have been of great non-financial benefit due to its projected ordinary returns. Hence, non-financial aspects need careful analysis and understanding so that they can be assessed and properly managed. It is imperative that feasibility studies allow the promoting organisation to include a combination of financial factors and non-financial factors related to the economic environment, project complexity, innovation, market share, competition, and the national significance of the project investment. While much research has already focused on the classification of CPI non-financial (risk) factors, and the identification of interdependencies between risk factors on international projects, no attempt has yet been made to quantify these risk interdependencies. Building upon the literature, this thesis proposes a generic CPI risk factor framework (RFF) including important interdependencies, which were verified and quantified using input provided by practitioners and researchers conversant with risk profiles of international and/or concession construction projects. Decision Support Systems (DSSs) are systems designed to assist in the decision making process by providing all necessary information to the analyst. There are a number of DSSs that have been developed over recent years for the evaluation of high-risk construction project investments, such as CPIs, which incorporate the analysis of both financial and non-financial (risk) aspects of the investment. However, although these DSSs have been useful to practitioners and researchers alike, they have not offered a satisfactory solution to the modelling problem and are all limited in their practical application for various reasons. Thus, the construction industry lacks a DSS that is capable of evaluating and comparing several CPI options, taking into consideration both financial and non-financial aspects of an investment, as well as including the uncertainties commonly encountered at the feasibility stage of a project, in an efficient and effective manner. These two criteria, efficiency and effectiveness, are integral to the usefulness and overall acceptance of the developed DSS in industry. This thesis develops an effective and efficient DSS to evaluate and compare CPI opportunities at the feasibility stage. The novel DSS design is based upon a combination of: (1) the mathematical modelling technique and financial analysis model that captures the true degree of certainty surrounding the project; and (2) the decision making technique and RFF that most closely reproduces the complexity of CPI decisions. Overall, this thesis outlines the methodology followed in the development of the DSS produced as a stand-alone software product and demonstrates its capabilities through a verification and validation process using real-life CPI case studies.
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Karlsson, Jennie. "Support in Strategic Investment Decisions : Using Option Games in an Uncertain and Competitive Environment." Thesis, Blekinge Tekniska Högskola, Institutionen för industriell ekonomi, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:bth-17328.
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Rathnam, Sharad. "Designing an environmentally conscious decision support tool for capital investments in small and medium enterprises." Thesis, Georgia Institute of Technology, 2003. http://hdl.handle.net/1853/18922.
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Abdelmageed, Mohamed Elnourani, and Filip Skärin. "Developing a line balancing tool for reconfigurable manufacturing systems : A tool to support investment decisions." Thesis, Jönköping University, JTH, Produktionsutveckling, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-52434.
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Purpose - This thesis aims to developing a decision-making tool which fits in a reconfigurable manufacturing system (RMS) milieu used to identify whether to introduce and produce a new product into an already existing assembly line or to invest in a new assembly line. To fulfil the purpose, four research questions were developed. Which line balancing problem-solving techniques exist in the literature? Which investment costs can be considered vital for new assembly lines as a consequence from new product introductions? Can a decision-making tool be designed to evaluate new product introductions which considers both line balancing KPIs and investment costs in an assembly line? To what extent can criteria in the RMS theory be linked with the attributes of the designed decision-making tool to support its applicability? Method - Literature studies were performed in order to create a theoretical foundation for the thesis to stand upon, hence enabling the possibility to answer the research questions. The literature studies were structured to focus on selected topics, including reconfigurable manufacturing systems, line balancing, and assembly line investment costs. To answer the third research question, which involved creating a decision-making tool, a single-case study was carried out. The company chosen was within the automotive industry. Data was collected through interviews, document studies and a focus group. Findings & analysis - An investigation regarding which line balancing solving-techniques suit RMS and which assembly line investment costs are critical when introducing new products has been made. The outputs from these investigations set the foundation for developing a decision-making tool which enables fact-based decisions. To test the decision-making tool’s compatibility with reconfigurable manufacturing systems, an evaluation against established characteristics was performed. The evaluation identified two reconfigurable manufacturing system characteristic as having a direct correlation to the decision-making tool. These characteristics regarded scalability and convertibility. Conclusions - The industrial contribution of the thesis was a decision-making tool that enables fact-based decisions regarding whether to introduce a new product into an already existing assembly line or invest in a new assembly line. The academic contribution involved that the procedure for evaluating the tool was recognized as also being suitable for testing the reconfigurable correlation with other production development tools. Another contribution regards bridging the knowledge gaps of the classifications in line balancing-solving techniques and assembly line investment costs. Delimitations - One of the delimitations in the thesis involved solely focusing on developing and analysing a decision-making tool from an RMS perspective. Hence, other production systems were not in focus. Also, the thesis only covered the development of a decision-making tool for straight assembly lines, not U-shaped lines.
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Wadhwa, Satpal Singh. "Optimization of Regional Empty Container Supply Chains to Support Future Investment Decisions for Developing Inland Container Terminals." Diss., North Dakota State University, 2020. https://hdl.handle.net/10365/31730.
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Containerized grain shipping has been increasingly used as a shipment option by U.S. exporters. Continued evolution and investment decisions in optimizing multimodal operations is a key in continued growth for the container transportation alternative. Agriculture is a leading sector in the Midwest economy. Grain production is particularly important to the natural resource-based economy of the upper Midwest. These increasing volumes of grain are being shipped in containers because containers offer opportunities to lower logistics costs and to broaden marketing options. Exporters are put at a competitive disadvantage when they are unable to obtain containers at a reasonable cost. Consequently exporters incur large costs to acquire these empty containers which are repositioned empty, from ports and intermodal hubs. When the import and export customers are located inland, empty repositioning generates excessive unproductive empty miles.
To mitigate this shortage of empty containers and avoid excessive empty vehicle miles, this research proposes to strategically establish inland depots in regions with sufficiently high agriculture trade volumes. Mathematical models are formulated to evaluate the proposed system to determine the optimal number and location of inland depots in region under varying demand conditions.
An agent-based model simulates the complex regional empty container supply chain based on rational individual decisions. The model provides insight into the role of establishing new depot facilities, have on reducing the empty repositioning miles while increasing the grain exports in the region. Model parameters are used to simulate the impact of train frequency and velocity, truck and rail drayage, demand changes at elevators and depot capacity. For the proposed system, stakeholders will be able to quantify the economic impacts of discrete factors like adjustments of the rail and truck rates and impacts of elevator storage capacity. The initial model is limited to a single state (MN) and export market. It could be enhanced to present a flexible logistical scenario assessment tool which is of great help to make investment decisions for improving the efficiency of multimodal transportation. The model can be applied similarly to other commodities and/or be used to analyze the potential for new intermodal points.
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Horn, Sonja. "Deep learning models as decision support in venture capital investments : Temporal representations in employee growth forecasting of startup companies." Thesis, KTH, Skolan för elektroteknik och datavetenskap (EECS), 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-300152.
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Venture capital investors are constantly exposed to high levels of risk in investment scenarios. To lower that risks, various decision support tools can be exploited, such as machine learning models aimed at predicting startup success. In the related work, we observe a lack of deep learning models and solutions that cater to the time-dependent features that are naturally present in the data. This thesis compares two state-of-the-art deep learning models, and inherently their different temporal representations, in their ability to capture long-term dependencies in both time-dependent and static data. We consider the sequential Long Short-Term Memory (LSTM) and the attention- based Transformer in the comparison, motivated by their popularity and contrasting approaches to temporal representation. The method solves a binary classification problem: given time-dependent and static features describing a company, predict whether this company will have intense employee growth in the coming period. The thesis raises questions regarding the suitability of the Transformer under certain data conditions, and establishes that the LSTM is successful in representing long-term dependencies in the data, both with and without the influence of static features.Riskkapitalinvesterare är konstant utsatta för hög risk i investeringsscenarion. För att minska risken kan olika beslutsstödsverktyg utnyttjas, såsom maskininlärningsmodeller avsedda för att prediktera framgången hos nystartade bolag. I relaterade studier observerar vi en brist på djupinlärningsmodeller och lösningar som möjliggör användning av tidsberoende variabler som är naturligt närvarande i datan. Uppsatsen jämför två av de främsta djupinlärningsmodellerna och deras inneboende tidsrepresentationer i deras förmåga att fånga långsiktiga beroenden i både statisk och tidsberoende data. I jämförelsen ingår den sekventiella LSTM- modellen samt den ’attention’-baserade Transformern, vilket motiveras av deras popularitet och mycket skilda sätt att representera tid. Metoden löser ett binärt klassificeringsproblem: givet tidsberoende och statisk data som beskriver ett företag, förutse om företaget kommer att växa intensivt i antalet anställda den kommande perioden. Uppsatsen väcker frågor kring Transformerns lämplighet under specifika förhållanden, och fastställer att LSTM-modellen framgångsrikt kan fånga långsiktiga beroenden, både med och utan påverkan av statisk data.
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Chee, Ronson Riley, and Ronson Riley Chee. "Prioritization of Potable Water Infrastructure Investments on the Navajo Nation." Diss., The University of Arizona, 2017. http://hdl.handle.net/10150/624473.
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Notorious for its high poverty levels and low socio-economic status, the Navajo Nation’s socio-economic well-being is hindered greatly in part by the lack of an adequate potable water infrastructure which has resulted in health disparities and has attributed to stunted economic growth within the Nation. Large candidate regional water transmission pipelines projects aimed to meet these needs have been identified. With capital costs exceeding their fiscal capability, decision-makers must choose projects that generate the most bang for the buck. To address these challenges, three (3) interconnected planning tools have been developed: (1) a water pipe installation construction cost estimation model (WaterCOSTE) to improve the accuracy of capital cost estimates; (2) a hydraulic optimization model (WaterTRANS) that improves design efficiency for branched water transmission systems; and (3) a decision support system (DSS) that allows candidate water transmission projects to be ranked while considering economic development, health improvement and environmental protection objectives. Estimates derived from WaterCOSTE are used as input into WaterTRANS to find least-cost system designs. The system costs along with other project data are then input into the DSS to determine project rankings. To demonstrate how the DSS can be used and applied, two candidate projects on the Navajo Nation are evaluated. The tools developed will enable decision-makers to improve planning processes and make wiser investment decisions that will lead to expanding the water infrastructure coverage and living conditions on the Navajo Nation.
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Silva, Gonçalo Capela Sanches Pereira da. "Decision Support System for Investment Analysis." Master's thesis, 2019. http://hdl.handle.net/10362/125331.
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The purpose of this thesis lies on selecting and automating a set of Fundamental Analysis
indicators and studying related software tools that can help investors understanding
market behaviour. The several distinct data-sources, tools and methods will be evaluated
using a Decision Making process for Financial Markets.
Sometimes there’s not enough data in which we can base the investment decision
upon, other times the data lacks quality, while other times, despite having the right data,
the problem lies on the process of analyzing the data and then turning that analysis
into a concrete decision. Also, since the human decision making process is not well
systemized, there are times when both the data and the analysis are well performed, but
the results may vary even when confronted with similar data patterns more than once.
This is particularly crucial when dealing with fast-paced environments like the Financial
Markets. This thesis will therefore study tools for systemizing a Decision Making process
based on fundamental analysis indicators over financial markets and will evaluate how
such tools help to avoid uncertainty in human decision and to complement lack of data
and poor data quality. There are two essential building blocks of such a system: the
data set and the model that analyses the data and ultimately, provides information that
facilitates the decision making process about a particular investment. Both blocks will be
made available in the framework of the research project at GoBusiness Finance.O propósito desta dissertação reside na selecção e sistematização de um conjunto de indicadores financeiros para Análise Fundamental, assim como, o estudo de ferramentas que possam ajudar investidores a terem um melhor entendimento do segmento das acções dos Mercados Financeiros. Por vezes, não existe informação suficiente sobre a qual possamos basear as decisões de investimento, por outrem, existem vezes em que a informação existe, mas a qualidade da mesma não pode ser comprovada. Também acontecem casos em que, apesar de possuirmos a informação adequada, o problema recai no processo de análise da informação e na subsequente tomada de decisão. Para além das questões relacionadas com informação, existe também o facto de o processo de decisão desempenhado pelos humanos não ser bem sistematizado. Assim, podem surgir ocasiões em que as decisões resultantes são distintas, mesmo quando confrontados com padrões de informação e resultados de análise semelhantes. Isto é particularmente importante quando lidamos com ambientes em que as decisões são tomadas de forma tremendamente rápida, como é o exemplo dos mercados financeiros. Com isto, esta tese irá estudar ferramentas para sistematizar o processo de tomar decisões relativas a investimentos nos mercados, com base em princípios análise fundamental. Existem duas componentes essenciais para a construção de um sistema de apoio à decisão: o data set e os modelos de análise ao mesmo. Ambas as componentes serão estudadas e disponibilizadas em âmbito empresarial na Gobusiness Finance.
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Wang, Sheng-chung, and 王聖中. "Investment Decision Support with Dynamic Bayesian Networks." Thesis, 2005. http://ndltd.ncl.edu.tw/handle/82524421236808300471.
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碩士國立中山大學
資訊管理學系研究所
93
Stock market plays an important role in the modern capital market. As a result, the prediction of financial assets attracts people in different areas. Moreover, it is commonly accepted that stock price movement generally follows a major trend. As a result, forecasting the market trend becomes an important mission for a prediction method. Accordingly, we will predict the long term trend rather than the movement of near future or change in a trading day as the target of our predicting approach. Although there are various kinds of analyses for trend prediction, most of them use clear cuts or certain thresholds to classify the trends. Users (or investors) are not informed with the degrees of confidence associated with the recommendation or the trading signal. Therefore, in this research, we would like to study an approach that could offer the confidence of the trend analysis by providing the probabilities of each possible state given its historical data through Dynamic Bayesian Network. We will incorporate the well-known principles of Dow’s Theory to better model the trend of stock movements. Through the results of our experiment, we may say that the financial performance of the proposed model is able to defeat the buy and hold trading strategy when the time scope covers the entire cycle of a trend. It also means that for the long term investors, our approach has high potential to win the excess return. At the same time, the trading frequency and correspondently trading costs can be reduced significantly.
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Jiang, Ting-Yi, and 江亭毅. "SMIDS: Stock Market Investment Decision Support System." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/71997818067034273605.
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碩士國立中正大學
會計與資訊科技研究所
96
Stock investment has become an important investment activity in Taiwan when economic becomes well developed and wealth accumulated so fast. However, investors usually get loss by unknown investment objective and invest blindly because of various investment objectives and the unpredictable economic environment. Therefore, to create a good investment decision support system to assist investors making good decisions has become an important research problem. Artificial Neural Networks (ANN) are a data mining technique that has good performances in forecasting stock price. However, the major limitation is that it can not explain the forecasting decisions clearly as a black box system. On the other hand, a decision tree model can generate some rules to describe the forecasting decisions. In literature except stock price forecasting, combining a number of different models as the hybrid model has shown better forecasting performances than many single models. Therefore, this thesis focus on the electronic industry stock by the TEJ database and combining ANN and decision trees to create a stock price forecasting model. The experimental result shows that this combined model has 77% accuracy in the electronic industry than the single ANN and decision tree models. In addition, the decision tree model in the combined hybrid model provides reliable forecasting rules to assist investment decision making.
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Lee, Wei-Cheng, and 李偉成. "An Integrated Decision Support Method on Funding Investment." Thesis, 2005. http://ndltd.ncl.edu.tw/handle/79712981101992847352.
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碩士國立暨南國際大學
資訊管理學系
93
Because of the characteristics of accumulation and less risk, mutual funds have become a popular good in financial market recently. So, how to help investors to choose a suitable portfolio has been an important subject on positive research especially in Investment-linked insurance policy. However, what the past researchers did for investors is just to make the assessment of the performance. In this paper, an integrated decision support method is proposed. We use fuzzy multiple objectives programming in data envelopment analysis to estimate and rank the funding performance. Then a mixed-integer programming is proposed to help investors to decide their best suit portfolios. In this model, investors are asked to input their preferences and expected return, and then a favorite portfolio is generated automatically. Two cases are shown in the paper to explain the proposed model in more details.
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Huang, Chia Hui, and 黃加輝. "Decision Support System of Stocks Investment under Financial Information." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/47887335936019275117.
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碩士國立政治大學
資訊管理研究所
95
This paper adopted multivariate analysis and data mining to choose stock as a member of portfolio with financial indicators. The first, the public companies are divided into three periods according to life cycle by clustering; then, the rules are founded by decision tree and discriminant analysis; and the stocks are chosen as a member of portfolio. The result is that we can get higher return than TSEC weighted non-financial index.
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Wang, Jhen-Syuan, and 王振璿. "Stock Market Investment Decision Support System for Taiwan’s Banking Industry." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/4d2b67.
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碩士龍華科技大學
資訊管理系碩士班
103
In the investment market, in order to reduce the risk of investment banking, researchers take a variety of ways to improve the trading prediction models, and make sure when is the right time to buy / sell stock for profitability. So this study builds a stock market investment decision support system. Through the Debt Ratio, Returns on Equity, Net Profit Rate, Earnings per Share, and other four kinds of the financial data collected from of 34 Taiwan's financial banks, we select the top five banks based on their financial performance. Then, we use three technologies indicators, moving average (MA), stochastic oscillator (KD), and the relative strength indicator (RSI) for performance analysis, and propose two predictive models to compare the difference among them, The study finds that the movement average (MA) in the second approach plays the best profitability. Meanwhile, the relationship between profitability and performance ranking is positive.
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Sharma, Vishal. "Asset Levels of Service-based Decision Support System for Municipal Infrastructure Investment." Phd thesis, 2009. http://hdl.handle.net/10048/870.
Full textAbstract:
The single biggest challenge facing municipalities today is a shortage of funds and labor for upgrading and expanding aging infrastructure. This continued lack of funding impairs the municipalities ability to maintain desired levels of service. Over the last decade, many Canadian municipalities have faced pressures of increasing complexity in infrastructure asset management decision-making which can be partly attributed to cost escalation, increasing service demand and interdependencies between networks.
The goal of this research is to develop the framework for Asset Levels of Service (ALOS)-based decision support systems for municipal infrastructure network investment. The proposed framework is based on the fact that ALOS should be one of the main criteria for municipal infrastructure maintenance, repair and rehabilitation (MR&R). Since ALOS is based on qualitative and quantitative parameters, the use of ALOS in municipal infrastructure MR&R decisions will result in improved funding allocation. Secondary parameters used for municipal infrastructure investment decision making in the proposed framework are the physical deterioration of assets, future growth and the impact on the dependent infrastructure network. The proposed framework focuses on funding allocation for the MR&R of municipal networks. The framework is applicable to municipal infrastructure networks, excluding the other assets such as buildings, parks, etc.
Application of the proposed framework is demonstrated by its implementation in the case of urban roads. Implementation is carried out in four phases. Phase I involves the quantification of ALOS for urban roads. Quantification of ALOS for urban roads has various challenges such as multiple users and interdependencies of levels of services between various users. An Analytical Hierarchy Process (AHP) has been used to quantify ALOS. Phase II involves the determination of a multiattribute utility function for investment decision. Calculated multiattribute utility of investment decision is used in the multiobjective optimization model in Phase III. In Phase IV, the proposed methodology is incorporated into a computer application called OPTIsys (OPTImum Infrastructure SYStems). OPTIsys will facilitate MR&R decision making based on fully integrated considerations of ALOS, future demand and network interdependencies.
Stakeholders benefiting from OPTIsys include the general public, asset-managers, infrastructure departments and municipal councils. OPTIsys will enable infrastructure departments to maintain the operational capability of the network in compliance with the targeted levels of service. Overall, municipalities will be able to reduce the infrastructure deficit while maximizing economic returns.Construction Engineering and Management
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施志鳴. "An application of decision support system for the investment in stock market." Thesis, 1989. http://ndltd.ncl.edu.tw/handle/82945621658582051732.
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Shu-HsuanHsieh and 謝書軒. "A Multi-criteria Decision Support System for Electric Vehicle Investment Project Assessment." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/45855978965461750568.
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碩士國立成功大學
工業與資訊管理學系
104
SUMMARY Air pollution, climate change, and rising fuel expenses are all factors that promote the usage of electric vehicle (EV). Since the investment on an EV project is rather complicated, a well-structured evaluation method for EV investment decision is proposed. This work constructs a decision support system which includes fleet investment decision model and cost-benefit analysis model within a multi-criteria decision analysis module. Using this decision support system, a decision-maker could adopt simulation to do the scenario analysis to justify economic feasibility, include the criteria of non-economic aspects into account and may obtain the optimal investment scale of the project. A real case, which intent to invest a fleet of EV for renting service, had been selected to examine the appropriateness of the proposed system and models. The analysis shows that the EV investment would increase its profitability by 51.73% compared to original setup, through the re-arrangement of the fleet by the system. In addition, this work also used design of experiment (DOE) to examine the factors which might have an impact on economic feasibility in the case study. It is found out that willingness to pay for renting EV, government subsidy, and growth rate of renting demand are key factors that have significant effect. The proposed system is illustrated its usefulness for the practitioners.
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Ma, Chien Hui, and 馬千慧. "A Study of Intelligent Systems Integrate Technical Analysis to support Investment Decision." Thesis, 2002. http://ndltd.ncl.edu.tw/handle/98502776186753954405.
Full textAbstract:
碩士國立雲林科技大學
財務金融系
90
Although artificial neural networks are popular as the intelligent decision tools in finance, nevertheless it’s not capable of interpreting opaque knowledge of the whole process. Decipher the decision rules of neural nets into transparent human rules is highly demanding for the market investors. Therefore, a financial expert knowledge-based artificial neural network with rule-extraction mechanism will be well applied in all financial applications and it will give market investors more clear direction about market. By institutional regulations, Taiwan stock market is general regarded as the case of the failure of market efficiency. Traditionally technical analysis is the mainstream in the investment community. At the same time, artificial neural networks also have been well received. Are artificial neural networks still able to catch the more volatile market recently? This research motivates to render the investors explainable investment rules via rule-extraction of artificial neural networks. The comparison is made among artificial neural networks, rules extraction, and traditional technical analysis to support a fully informed investment environment. This research adopts the popular technical indicators as the input variables of artificial neural network, a common feed-forward architecture, and the Full-RE as rule-extraction algorithm. Examine and check the consistency between the extracted rules and technical analysis to support multiple investment criteria. Moreover, the comparison is made to confirm the investor’s confidence between artificial neural networks and its extracted rules.
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"Investment risk information system (IRIS): an analytical hierarchy process approach." Chinese University of Hong Kong, 1992. http://library.cuhk.edu.hk/record=b5887156.
Full textAbstract:
by Cheung Wai-Lam, William.Thesis (M.B.A.)--Chinese University of Hong Kong, 1992.
Includes bibliographical references (leaves 93-96).
Chapter chapter 1: --- introduction
Chapter 1.1 --- INTRODUCTION --- p.1
Chapter 1.2 --- OBJECTIVES AND SCOPE --- p.2
Chapter 1.3 --- STRUCTURE OF REPORT --- p.3
Chapter 1.4 --- CHAPTER SUMMARY --- p.5
Chapter chapter 2: --- decision support systems (dss)
Chapter 2.1 --- THE DECISION MAKING PROCESS --- p.6
Chapter 2.2 --- DEFINITION OF DSS --- p.8
Chapter 2.3 --- STRUCTURE OF DSS --- p.12
Chapter 2.3.1 --- Users --- p.12
Chapter 2.3.2 --- Database --- p.12
Chapter 2.3.3 --- Model Base --- p.14
Chapter 2.4 --- CHAPTER SUMMARY --- p.15
Chapter chapter 3: --- dss for stock evaluation
Chapter 3.1 --- STOCK VALUATION: CAPM vs APT --- p.16
Chapter 3.2 --- DSS FOR STOCK INVESTMENT --- p.21
Chapter 3.3 --- THE PROPOSED STOCK EVALUATION DSS --- p.23
Chapter 3.4 --- CHAPTER SUMMARY --- p.26
Chapter chapter 4: --- analyticheerarchy process (ahp)
Chapter 4.1 --- WHAT IS AHP --- p.27
Chapter 4.2 --- AN EXAMPLE: PLANT LOCATION SELECTION --- p.27
Chapter 4.3 --- COMPUTATION PROCESS OF AHP
Chapter 4.3.1 --- Notations --- p.35
Chapter 4.3.2 --- Principal Eigenvector --- p.35
Chapter 4.3.3 --- Eigenvalue --- p.36
Chapter 4.3.4 --- Consistency Ratio --- p.36
Chapter 4.4 --- CHAPTER SUMMARY --- p.37
Chapter chapter 5: --- an ahp model for stock evaluation
Chapter 5.1 --- ALTERNATIVES FOR STOCK EVALUATION --- p.39
Chapter 5.2 --- THE AHP MODEL FOR STOCK SELECTION --- p.41
Chapter 5.3 --- EXPLANATIONS AND JUSTIFICATIONS FOR PROPOSED HIERARCHY --- p.43
Chapter 5.3.1 --- Level1 --- p.45
Chapter 5.3.2 --- Level2 --- p.45
Chapter 5.3.3 --- Level3 --- p.46
Chapter 5.3.4 --- Level4 --- p.48
Chapter 5.3.5 --- Level5 --- p.49
Chapter 5.3.6 --- Level6 --- p.60
Chapter 5.4 --- CHAPTER SUMMARY --- p.61
Chapter chapter 6: --- the development of iris: a prototype
Chapter 6.1 --- SYSTEM FLOWCHART --- p.63
Chapter 6.2 --- PROGRAM SPECIFICATION --- p.65
Chapter 6.2.1 --- File Maintenance Module --- p.65
Chapter 6.2.2 --- Hierarchy Setup --- p.65
Chapter 6.2.3 --- Eigenvector Computation --- p.67
Chapter 6.2.4 --- Overall Weight Computation --- p.67
Chapter 6.3 --- PROTOTYPE OPERATION --- p.67
Chapter 6.4 --- CHAPTER SUMMARY --- p.79
Chapter chapter 7: --- user evaluationof model and prototype
Chapter 7.1 --- METHODOLOGY OF EVALUATION --- p.82
Chapter 7.1.1 --- Participants --- p.82
Chapter 7.1.2 --- Stock Candidates --- p.83
Chapter 7.1.3 --- Stock Data --- p.83
Chapter 7.1.4 --- Process of Model and Prototype Evaluation --- p.84
Chapter 7.2 --- FINDINGS --- p.85
Chapter 7.2.1 --- Structure the Stock Evaluation Process --- p.86
Chapter 7.2.2 --- Time-consuming --- p.87
Chapter 7.2.3 --- The Consistency Ratio --- p.87
Chapter 7.2.4 --- Reconsideration of Factors --- p.87
Chapter 7.2.5 --- Precise Amount Available --- p.88
Chapter 7.2.6 --- Users Forced to Considered All Factors --- p.88
Chapter 7.3 --- CONCLUSION OF EVALUATION --- p.89
Chapter 7.4 --- CHAPTER SUMMARY --- p.90
Chapter chapter 8: --- summary and conclusion
Chapter 8.1 --- REPORT SUMMARY --- p.91
Chapter 8.2 --- CONCLUSION --- p.91
references --- p.93
appendix --- p.97
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WANG, CHENG-CHUN, and 王正群. "Using Case-Based Reasoning for Stock Investment Decision Support ystem: Design and Implementation." Thesis, 2005. http://ndltd.ncl.edu.tw/handle/74646771803513751326.
Full textAbstract:
碩士國立高雄應用科技大學
金融資訊研究所
93
It is extremely complicated that the investment of the stock market is manipulated, investors face the fast changing market ecology ,thet have to grasp every useful investment information in detail , that could create the largest wealth for oneself , and the ups and downs of the stock are in order to stroll at random walk, it is more difficult to predict accurately , it is a kind of non- structural question; There were index and tool of a lot of prediction stock ups and downs in the past research, for example statisticsregression , time serials method and artificial intelligence method ,etc., lack of using case-based to handle the data of stock market and put the stock market materials in order to analyse with the concept of the case-based type, relatively accord with the way that the mankind deals with over experience, do not need the complicated regular relation between the case, they cooperate with the study of the height to revise ability , the casebase is easy to maintain and expand , promote the accumulation of knowledge. So this research elects the index that relatively has stock prices with decisive trend as the index of the case first, build and construct one case storehouse with the materials of the past stock market, when investors face the newest market situation, can be through finding the follow-up developing and corresponding solution of stock market of the similar situation of the past than correctly, it is not high and dry again while letting investors do decision. In order to combine the information system of the network based on case-based reasoning, and apply the investment decision of the stock market, we propose one call structure on “case-based reasoning stock investment decision support system” (CBR-Based IDSS). Under this structure, we develop and assess this system actually, with Hevner et al. (2004)seven design guidelines put forward in design science come to development course to probe into this system to accord with the theoretical foundation, and adopt the analytic approach put forward in design evaluation systematically, use the dynamic analysis among them to assess the performance of this information system , test analysing with the real l share materials; Find from the result , it can be than to analysing the information really according with user's demand, make investors obtain immediately useful information,it has good decision consulting and accuracy, and helps investors to carry on decision actually, ,in time rapidly, reach the financial service that the personal guest makes and melts, it does closer combination of financial finance and artificial intelligence , and information technology.
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Geyser, J. M. (Judith Mariette). "Decision support system to manage investment risk of grain farmers in South Africa." Thesis, 2001. http://hdl.handle.net/2263/26593.
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Lin, Da-Vid, and 林大為. "Implementing a Decision Support System for Stock Investment based on Social Network Analysis." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/17115437082813064545.
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碩士中原大學
資訊管理研究所
102
In this study, the research objective is to implement a decision support system for stock investment based on social network analysis. This study uses TEJ database as a data source and foreign brokerages as the main objects to construct the social networks. The social networks are analyzed by Core-Periphery Model to find out the stock or securities with a high correlation, then filters social networks by different definition of nodes and tides for further analysis. The system uses past market data to validate the results of recommendation, then sums up analysis results for more information to support the decision system. The outcome of the proposed methods is tested and shows promising recommendation. The decision support system in this study uses social network analysis to build the model of management subsystem for helping and supporting the process of investors to make decision, reduce the risk and have the better support information while doing investment.
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Chang, Hsiao-Te, and 張曉德. "Decision support system for prioritizing national infrastructure investment based on fuzzy evaluation method." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/09771958255675917650.
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碩士國立交通大學
土木工程系所
101
Reseaches have indicated that fuzzy evaluation method can be used to evaluate the developing state of the National Infrastructure. The policymakers can define the leading and behind levels correctly through fuzzy evalution, understand the relative state of the various indications by using the discrimination matrix, and to study the important items of National Infrastructure which may be promoted. However, the fuzzy evaluation method is difficult to use for policymakers because there are some complicated calculations such as cluster analysis and fuzzy functions. Based on the fuzzy evaluation method, the present model calculates the data, creates the discrimination matrix, creates the learning map and the competitive radar graph automatically by creating a support system using Visual Basic programming, and combining the SPSS, MATLAB and Microsoft Excel. Based on the proposed model, the automated analysis can reduce the calculation by a wide range, and improve the decision quality that may be useful to the policymakers.
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Lin, Ju-ting, and 林儒霆. "Research on Constructing a Decision Support System for Stock Investment Using Multiple Technical Indices." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/23610633376261506373.
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碩士中國文化大學
資訊管理研究所
96
Via various kinds of technical indices, stock investors can make decisions by the buying and selling signals. None of the indices can be applied to all situations. In order to improve the efficiency and to provide useful information to the stock investors, our research constructs a decision support system by implementing multiple technical indices. A data warehouse is designed to provide high quality data source and high efficient data reading. Unlike other systems, user can combine at most three indices permissively in our system, and they can set their own analysis time period. In the research, three companies in the traditional, financial and electronic indus-tries from Taiwan stock market are selected to present the use of single and multiple technical indices analysis. The system computes the return on investment and the correctness of indices ac-cording to the history trading data. Grouping of two or three single technical index with higher return on investment will produce a combination of multiple technical indices with higher correctness.
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Li, Yi-Chang, and 李佾璋. "Practice of an Investment Decision Support Model by Back-Propagation Neural and Support Vector Regression – an Example of TaiEX." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/82970270191496474461.
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碩士輔仁大學
應用統計學研究所
98
TAIEX has been sold since 1987, and it has been widely accepted by numerous investors. This phenomena has shown that in addition to providing the function of hedging, futures also fit demands such as speculation and price discovery. Since the hedgers and speculators are the main players in the financial market, investors can obtain the profit of spreading from the target of futures and then advance to buy or sell merchandise for better price. Therefore, some scholars adopted technical analysis for price discovery in literature. Technical analysis is based on stock prices, trading volumes, price and volume changes and other time parameters of the market. These variables act as the basis for investment analysis. In addition to technical analysis, statistical models and machine learning methods are also used for decision making and price prediction. Artificial Neural Network (ANN) and Support Vector Machine (SVM) are the most straightforward and common tools among machine learning methods. This study adopts technical indices and Principle Component Analysis to formulate input variables and put them in the proposed decision support model to help ordinary investors. The performance comparison between the two models built by ANN and SVM respectively and the choice of input variables are the two major topics this study intends to explore. The empirical finding of this study shows that the SVM model with input variables by Principal Component Analysis has the best performance in terms of both prediction accuracy and accumulative profitability. The ANN has better performance when using technical indices as input variables.
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Ya-Ting, Hsu, and 許雅婷. "A Real-Time Decision Support System for Stock Investment ─ Using R as the Kernel Module." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/29988934921531218815.
Full textAbstract:
碩士輔仁大學
統計資訊學系應用統計碩士在職專班
102
Taiwanese stock exchange market is one of the major stock exchange markets in the world. Plenty of researches have been devoted to ‘stock market profits’ in Taiwan. Among these studies, many of them focused on developing a decision support system. They aimed to help investors to surmount the irrational psychological issue through providing a computerized result of the market analysis. Although many studies had made enormous efforts in this area, but one is still not resolved, which is real-time data collecting and analysis. Therefore, the purpose of this paper explains how to build a real-time decision support system for stock investment. We successfully constructed this information system by using R as the kernel. This structure involves two methods. 1. Stock Portfolio : M-V model, SIM model and CCM model 2. Technical Analysis : Filter Rules, Moving Average and RSI Both methods provide training and testing function. Hence, users are able to apply the best investment proportion and parameter to their investment simulation and verify the result. If any study would like to continue under this structure in the future, we suggest building it on Linux server, involve NoSQL database and R + Hadoop distribution system to improve the efficacy.
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Ewing, Benjamin R. "Development of a Decision Tool for Green Energy Investment in the Pioneer Valley." 2009. https://scholarworks.umass.edu/theses/312.
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We present the process followed to create a decision-aid tool for use in renewable energy and energy efficiency investment decisions. Our tool is targeted at home and small business owners in the Pioneer Valley. We begin with the development of two prototype tools. The first was created for the Hitchcock Center for the Environment, and is an Excel-based tool that allows users to select various combinations of technologies and instantly see the financial, environmental, and educational impacts of their choice. The second examines only two technologies, solar photovoltaics and combined heat and power, and uses a cost minimization approach. These prototype tools inform the development of the Pioneer Valley Sustainability Network (PVSN) decision-aid tool. The PVSN tool allows users to compare a building’s current energy consumption with the expected performance given the implementation of one or several renewable energy or energy efficient technologies. The PVSN tool evaluates financial costs along with externalities like emissions damages and health impacts. It also provides modeling of decision making under uncertain costs of damages from carbon emissions.
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Chang, Chyau-Fuh, and 張喬富. "Stock Investment Decision Support System using Neural Network -- A Re-examination of Using Macro-Economic Indexes." Thesis, 1998. http://ndltd.ncl.edu.tw/handle/03038428219151874334.
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碩士國立臺灣大學
資訊管理學系研究所
86
Using neural networks to support investments in the stock market has drawn the attention of researchers for a long time. When constructing the neural ne tworks, the determination of network parameters and input indexes has been a t ough and confusing problem for researchers and network builders, unfortunately . This thesis is an attempt to make a better understanding of this prob lem,focusing on the use of macro-economic indexes as the network input data. A series of systematic experiments were conducted using two different networks , namely, back-propagation neural network (BPNN) and recurrent neural network (RNN). The experimental results show that :1. It is not the case that the more the better in terms of the number of input macro-economic indexes. In ad dition, different networks react differently to the number of input.2. The cho ice of input macro-economic indexes by the Correlation Coefficient and by Coef ficient of Multiple Correlation makes no difference to the networks'' performan ce.3. Those BPNN with better profits usually have lower Root Mean Square in th e test period, fewer number of hidden nodes, and lower learning rate.4. The ef fect of the time-lag inputs on the performance of BPNN depends on the indexes being used. If the number of input indexes is restricted, a network with more input indexes performs better than one with more time-lag inputs.
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Lima, João André Viseu Simões. "A methodological framework to support energy decision-makers in investment planning for energy efficiency programs in the residential sector." Master's thesis, 2020. http://hdl.handle.net/10316/90172.
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Dissertação de Mestrado Integrado em Engenharia Electrotécnica e de Computadores apresentada à Faculdade de Ciências e TecnologiaEnergy efficiency is seen as an essential tool to reduce energy consumption contributing to a more sustainable society. Thus, promoting the efficient allocation of resources to the deployment of energy efficiency measures is important. In this context, the assessment of which energy efficiency measures should be selected for public funding is usually done according to their energy savings, avoided emissions and cost-effectiveness. Furthermore, energy savings and avoided emissions are generally computed considering the use phase of the technologies / measures without accounting for the manufacturing, construction, installation, recycling or final disposal phases. However, as efficiency increases, the importance of the energy consumption during these stages also increases. Usually, cost-effectiveness assessment is based on the total resource cost (to evaluate if money savings from the energy efficiency program exceeds the total program costs). On the other hand, multiple objectives are usually at stake when energy efficiency actions are assessed, and different stakeholders may have different and conflicting objectives, making the decision process more demanding. Therefore, an alternative approach is proposed in this work by means of the development of a multi-objective model to appraise and evaluate portfolios of energy efficiency measures. Three objectives are considered in this model: minimizing the savings to investment ratio, maximizing the minimum difference between the energy savings and the energy embodied in the energy efficiency measures and minimizing the energy payback time of the portfolio. The energy savings and the avoided emissions are computed considering a life-cycle perspective. The usefulness of the proposed model is subsequently validated by considering data from the Portuguese building stock. Finally, the results obtained with these models and with the results reached with a more traditional approach (i.e. based on energy and monetary savings obtained during the operation phase) are then contrasted.
A eficiência energética é vista como um instrumento essencial para reduzir o consumo de energia, contribuindo para uma sociedade mais sustentável. Assim, é fundamental promover a alocação eficiente de recursos através da implementação de medidas de eficiência energética. Neste contexto, a seleção e avaliação das medidas de eficiência energética que para financiamento público são geralmente feitas de acordo com base na poupança energética, emissões evitadas e análise custo-benefício. Estes indicadores são geralmente calculados tendo em conta a fase de operação das tecnologias/medidas sem contemplar as fases de fabrico, construção, instalação, reciclagem ou deposição final. No entanto, à medida que a eficiência destas medidas aumenta, a importância do consumo de energia nas diferentes fases do ciclo de vida destas também aumenta. Normalmente, a análise custo-benefício baseia-se no custo total da medida (de modo a avaliar se a poupança, em valor monetário, associada à adoção do programa de eficiência energética excede os respetivos custos totais). Por outro lado, a medidas de eficiência energética são avaliadas tendo em consideração objetivos múltiplos, por vezes contraditórios, e diferentes partes interessadas, tornando o processo de tomada de decisão mais exigente. Por conseguinte, neste trabalho propõe-se uma abordagem alternativa através do desenvolvimento de um modelo multiobjectivo para avaliar portfólios de medidas de eficiência energética. Neste modelo são contemplados três objetivos: a minimização do rácio poupança investimento, a maximização da mínima diferença entre a poupança energética e a energia incorporada nas medidas de eficiência energética e a minimização do tempo de retorno energético do portfólio. A poupança de energia e as emissões evitadas são calculadas tendo em conta uma perspetiva de ciclo de vida. A utilidade do modelo proposto é posteriormente validada através da utilização de dados respeitantes ao parque residencial português. Finalmente, os resultados obtidos com este modelo são contrastados com os resultados alcançados com uma abordagem mais tradicional (isto é, com base na poupança energética e monetária calculadas tendo em conta a fase de operação).
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Liou, Pei-Yu, and 劉佩俞. "A Study of Decision Support System for Taiwan Stock Investment－A Case of Taiwan 50 Index And Taiwan Mid-Cap 100 Index." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/36749765637314846642.
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碩士嶺東科技大學
財務金融研究所
98
The rough set theory and grey system theory are integrated in this paper to establish a decision support system model to discover stocks that promise growth in the future. The objective is to help increase return on investment for investors while at the same time reduce investment risks. Initially, the K-means clustering is applied. Next, the rough set theory is adopted to identify, filter and classify hidden, uncertain and insufficient data to select companies with outstanding performance. Then, sequencing is conducted with grey relational analysis to pick out the top-ranking stocks to form portfolios for investment decision. In the end, the Markowitz portfolio theory is applied to define the weight distribution of the investment portfolios. The research objects are the constituent stocks of the Taiwan 50 Index and the Taiwan Mid-Cap 100 Index (exclusive of financial businesses). The Taiwan 50 Index research was conducted on the financial statements and the price data of each stock from the first quarter of 2005 to the third quarter of 2009, whereas the Taiwan Mid-Cap 100 Indext research was performed on the financial statements and the price data of each stock from the second quarter of 2006 to the third quarter of 2009. The outcomes reveal that after 15 periods of investment simulation with Taiwan 50 over the stretch of 58 months, the return on investment outperformed that of the Taiwan 50 Index, while the return on investment from 11 periods of simulated investment in Taiwan Mid-Cap 100 over the duration of 42 months was better that of the Taiwan Mid-Cap 100 Index.
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Johansson, Anders. "Money talks while volume and value should run the show : An evaluation of financial parameters for decision making duringmanufacturing system acquisition." Licentiate thesis, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:hv:diva-10696.
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Market economic values have for the last decades been given an increasing role with the establishment of financial institutes and global organisations with a capitalistic focus as a consequence. As a counter reaction, the concept of sustainable development has emerged complementing the economic focus with environmental and social aspects. However, there are still challenges on how to make balanced decisions based on all three view points and consequently the decision makers still primarily reside to the established tangible financial data. Within the industrial setting there is no difference. The manufacturing system design is based on multiple criteria and requirements, but commonly the final investment decision is primarily based on what can be financially justified. Longterm solutions probably lies in combining the tangible economy with the less tangible soft values that cannot be valued in monetary means. Therefore, to find this sweet spot, the purpose of this research is to in-depth investigate the world of economy, but from an engineers' point of view. A financial analysis is done to understand the economical components and how these are related to the manufacturing system. Furthermore, to connect cost with contributed value of the manufacturing system, a holistic business value chain analysis is done to ensure that less tangible aspects can be understood and utilised. The result of this research, highlights for example that sales volume has a larger impact on the manufacturing profitability, than that of the initial investment cost. Therefore, manufacturing systems should also be evaluated on the bases of how well it can meet the volatility in market demands. Another result presented is a portfolio of new graphical representation used as a support tool for investment decisions. Furthermore, to be able to invest in manufacturing systems that contribute to a more competitive company, the wider business value with manufacturing is discussed.
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Pires, Adriana Silva de Carvalho. "Entraves ao investimento imobiliário para fins de arrendamento habitacional: mapeamento e análise." Master's thesis, 2016. http://hdl.handle.net/10071/13733.
Full textAbstract:
O mercado imobiliário tem sido alvo de variadíssimas alterações que, fomentadas pela atual conjuntura económica, resultam em oscilações de tendências e na quebra da compra de imóveis em detrimento do arrendamento. A este facto associa-se a crescente quebra no poder de compra da população, inerente à escassez de liquidez e ao peso que o crédito concedido para a aquisição dos imóveis tem vindo a representar. No entanto, apesar desta conjuntura, os investidores imobiliários desempenham um papel fundamental no crescimento do mercado imobiliário de arrendamento habitacional. Nesta perspetiva, o principal objetivo da presente investigação passa pela criação de um modelo conceptual, através de técnicas de mapeamento cognitivo difuso (i.e. fuzzy cognitive mapping), que visa a identificação e compreensão de relações de causalidade entre os fatores que representam entraves ao investimento imobiliário para fins de arrendamento habitacional. Os resultados alcançados revelam que os mapas cognitivos detêm grande utilidade na estruturação de problemas complexos, minimizando o número de critérios descorados no processo de tomada de decisão. Em particular, foi possível apurar que os comportamentos de risco, a localização e os custos associados (para o proprietário) apresentam-se como os fatores/entraves de maior representatividade na análise do investimento imobiliário para fins de arrendamento habitacional. As implicações práticas do modelo concebido, bem como as respetivas vantagens e limitações, são também objeto de análise e discussão.The real estate market has suffered changes caused by the current economic climate. These changes have resulted in price volatility and a shift from buying to renting. In addition, there has been a reduction in the purchasing power of the population, due to low liquidity and the weight of credit used to buy houses. However, real estate investors still have a crucial role in the growth of the rental market. With this in mind, the main focus of this study is to create a conceptual model, through fuzzy cognitive mapping, with the goal of identifying and understanding the cause-and-effect relationships between the factors that represent obstacles to this type of investment. The results show that cognitive maps have great utility in the structuring of complex problems, minimizing the number of factors left out of the decision making process. In particular, we were able to point out that risk behavior, location and costs (for the owner) represent the main obstacles to real estate investment for rental proposes. The practical implications of the processes followed, as well as their advantages and limitations, are also discussed and analyzed.
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Schlickmann, Marcos Paulo. "A Decision Support System for Investments in Public Transport Infrastructure." Tese, 2018. https://repositorio-aberto.up.pt/handle/10216/112202.
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