Modeling and Simulation in Engineering, Economics and Management

1. Front Matter

   Pages I-XII

   PDF

2. Modeling and Simulation in Finance and Accounting

   1. Front Matter

      Pages 1-1

      PDF

   2. A SimILS-Based Methodology for a Portfolio Optimization Problem with Stochastic Returns

      • Laura Calvet, Renatas Kizys, Angel A. Juan, Jesica de Armas

      Pages 3-11

   3. The LIBOR Market Model Calibration with Separated Approach

      • María Teresa Casparri, Martín Ezequiel Masci, Javier García-Fronti

      Pages 12-21

   4. Solving Realistic Portfolio Optimization Problems via Metaheuristics: A Survey and an Example

      • Jana Doering, Angel A. Juan, Renatas Kizys, Angels Fito, Laura Calvet

      Pages 22-30

   5. A Structural Equation Model for Analyzing the Association Between Some Attributes of Earnings Quality and Value Relevance. Results from the Structural Model

      • Cristina Ferrer, Susana Callao, José Ignacio Jarne, José Antonio Laínez

      Pages 31-39

   6. Evolving Improved Neural Network Classifiers for Bankruptcy Prediction by Hybridization of Nature Inspired Algorithms

      • Vasile Georgescu, Florentina Mihaela Apipie

      Pages 40-50

   7. Environmental Performance Assessment in the Apparel Industry. A Materiality-Based Approach

      • Raúl León, Idoya Ferrero-Ferrero, María Jesús Muñoz-Torres

      Pages 51-60

   8. Mutual Funds Survival in Spain Using Self-Organizing Maps

      • Antonio Terceño, Laura Fabregat-Aibar, M. Teresa Sorrosal-Forradellas, M. Glòria Barberà-Mariné

      Pages 61-68

3. Modeling and Simulation in Business Management and Economy

   1. Front Matter

      Pages 69-69

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   2. An Estimation of the Individual Illiquidity Risk for the Elderly Spanish Population with Long-Term Care Needs

      • Estefania Alaminos, Mercedes Ayuso, Montserrat Guillen

      Pages 71-81

   3. Predicting Probability of Customer Churn in Insurance

      • Catalina Bolancé, Montserrat Guillen, Alemar E. Padilla-Barreto

      Pages 82-91

   4. Integrated Supply Chain Planning: A Review

      • Herminia I. Calvete, Carmen Galé, Lorena Polo

      Pages 92-103

   5. Determinants of Corruption

      • César Leonardo Guerrero-Luchtenberg

      Pages 104-111

   6. The Design of the Logistics Operation of Food Distribution in Different Localities in the South of Bogotá Based on a Multistage Model

      • Oscar Herrera Ochoa, Oscar Mayorga, Angélica Santis Navarro

      Pages 112-122

   7. Planning Freight Delivery Routes in Mountainous Regions

      • Carlos L. Quintero-Araujo, Adela Pagès-Bernaus, Angel A. Juan, Oriol Travesset-Baro, Nicolas Jozefowiez

      Pages 123-132

   8. Checking the Robustness of a Responsible Government Index: Uncertainty and Sensitivity Analysis

      • Manuel Urquijo-Urrutia, Juan Diego Paredes-Gázquez, José Miguel Rodríguez-Fernández

      Pages 133-142

4. Engineering and Other General Applications

   1. Front Matter

      Pages 143-143

      PDF

   2. Using Biased Randomization for Trajectory Optimization in Robotic Manipulators

      • Alba Agustín, Alberto Olivares, Ernesto Staffetti

      Pages 145-154

   3. Bonferroni Means with the Adequacy Coefficient and the Index of Maximum and Minimum Level

      • Fabio Blanco-Mesa, José M. Merigó

      Pages 155-166

This book contains the refereed proceedings of the International Conference on Modeling and Simulation in Engineering, Economics and Management, MS 2016, held in Teruel, Spain, in July 2016. The event was co-organized by the AMSE Association and the University of Zaragoza through the GESES Research Group, with the support of the SoGReS-MF Research Group from University Jaume I. This edition of the conference paid special attention to modeling and simulation in diverse fields of business management.

The 20 papers in this book were carefully reviewed and selected from 52 submissions. They are organized in topical sections on modeling and simulation in finance and accounting; modeling and simulation in business management and economy; and engineering and other general applications.

• DSS
• SCM
• decision support systems
• financial modeling
• logistics
• supply chain management
• transportation
• modeling and simulation
• Engineering Economics

• Dept of Accounting & Finance, University of Zaragoza, Zaragoza, Spain

  Raúl León, Jose M. Moneva

• University Jaume I, Castellón de la Plana, Spain

  María Jesús Muñoz-Torres

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