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Projective Market Model Approach to AHP Decision-Making

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  • Anna Szczypinska

    ()

  • Edward W. Piotrowski

    ()

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.

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File URL: http://arxiv.org/pdf/0709.4358v2
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Bibliographic Info

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

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Handle: RePEc:sla:eakjkl:32

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  1. 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.
  2. 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.
  3. Anna Zambrzycka & Edward W. Piotrowski, . "The Matrix Rate of Return," Departmental Working Papers 25, University of Bialtystok, Department of Theoretical Physics.
  4. Edward W. Piotrowski & Jan Sladkowski, 2006. "Geometry of Financial Markets -- Towards Information Theory Model of Markets," Papers physics/0607236, arXiv.org.
  5. Edward W. Piotrowski & Jan Sladkowski, . "Quantum Market Games," Departmental Working Papers 3, University of Bialtystok, Department of Theoretical Physics.
  6. 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.
  7. Zambrzycka, Anna & Piotrowski, Edward W., 2007. "The matrix rate of return," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 382(1), pages 347-353.
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Cited by:
  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.

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