This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Projective Market Model Approach to AHP Decision-Making

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Anna Szczypinska ()
Edward W. Piotrowski ()

Additional information is available for the following registered author(s):

Abstract

In this paper we describe market in projective geometry language and give definition of a matrix of market rate, which is related to the matrix rate of return and the matrix of judgements in the Analytic Hierarchy Process (AHP). We use these observations to extend the AHP model to projective geometry formalism and generalise it to intransitive case. We give financial interpretations of such generalised model and propose its simplification. The unification of the AHP model and projective aspect of portfolio theory suggests a wide spectrum of new applications such extended model.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://arxiv.org/pdf/0709.4358v2
Our checks indicate that this address may not be valid because: 500 Can't connect to arxiv.org:80 (connect: timeout). If this is indeed the case, please notify ()
File Format: application/pdf
File Function:
Download Restriction: no

Publisher Info
Paper provided by University of Bialtystok, Department of Theoretical Physics in its series Departmental Working Papers with number 32.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length:
Date of creation:
Date of revision:
Handle: RePEc:sla:eakjkl:32

Contact details of provider:
Postal: Institute of Physics, Uniwersytecka 4, Pl-40007 Katowice
Phone: (+48)322588431
Fax: (+48)322588431
Web page: http://physics.uwb.edu.pl/ift/
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: ().

Related research
Keywords:

Other versions of this item:

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Edward W. Piotrowski & Jan Sladkowski, . "Geometry of Financial Markets - Towards Information Theory Model of Markets," Departmental Working Papers 26, University of Bialtystok, Department of Theoretical Physics. [Downloadable!]
  2. Marcin Makowski & Edward W. Piotrowski, . "Quantum Cat's Dilemma: an Example of Intransitivity in a Quantum Game," Departmental Working Papers 28, University of Bialtystok, Department of Theoretical Physics. [Downloadable!]
  3. E. W. Piotrowski & J. Sladkowski, 2001. "Quantum Market Games," Game Theory and Information 0103003, EconWPA. [Downloadable!]
    Other versions:
  4. Kwiesielewicz, M., 1996. "The logarithmic least squares and the generalized pseudoinverse in estimating ratios," European Journal of Operational Research, Elsevier, vol. 93(3), pages 611-619, September. [Downloadable!] (restricted)
  5. Vargas, Luis G., 1990. "An overview of the analytic hierarchy process and its applications," European Journal of Operational Research, Elsevier, vol. 48(1), pages 2-8, September. [Downloadable!] (restricted)
  6. Anna Zambrzycka & Edward W. Piotrowski, . "The Matrix Rate of Return," Departmental Working Papers 25, University of Bialtystok, Department of Theoretical Physics. [Downloadable!]
Full references

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Edward W. Piotrowski & Jerzy Luczka, . "The relativistic velocity addition law optimizes a forecast gambler's profit," Departmental Working Papers 31, University of Bialtystok, Department of Theoretical Physics. [Downloadable!]
Statistics
Access and download statistics

Did you know? Over 80% of the top 1000 economists are registered on RePEc.

This page was last updated on 2009-11-8.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.