Projective market model approach to AHP decision making

被引：9

作者：

Szczypinska, Anna ^{[1
]}

Piotrowski, Edward W. ^{[2
]}

机构：

[1] Silesian Univ, Inst Phys, PL-40007 Katowice, Poland

[2] Univ Bialystok, Inst Math, PL-15424 Bialystok, Poland

来源：

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS | 2008年 / 387卷 / 15期

关键词：

AHP decision making; projective geometry; portfolio theory; capital processes; finance;

D O I：

10.1016/j.physa.2008.01.053

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

In this paper, we describe market in the projective geometry language and give the 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 the projective geometry formalism and generalise it to an intransitive case. We give financial interpretations of such a 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 for such an extended model. (C) 2008 Elsevier B.V. All rights reserved.

引用

页码：3982 / 3986

页数：5

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