Volumen 13 Sveska 1, 2011.

DATA MINING IN TIME SERIES

Marina Milanović and Milan Stamenković

In modern market economies, knowledge has become a key economic resource, and knowledge management by applying the concept of business intelligence has become the infrastructure constituent of modern management. Essential ingredient of the process of knowledge discovery from databases is data mining, which is successfully applied in various business and scientific research areas. Adaptive and innovative application of the principles and techniques of classic data mining in the analysis of time series resulted in the concept called time series data mining (TSDM). Starting from the above mentioned this paper presents conceptual determination of TSDM as a relatively new field of research in which the methodological context of data mining is adjusted to the temporal nature of data. It also emphasizes the complexity of mining in large time series data sets, as well as the importance and usefulness of research results in the form of extracted knowledge in decision–making process.

Volumen 12 Sveska 1, 2010.

ECONOMIC FORECASTING WITH TANGIBLE AND INTANGIBLE CRITERIA: THE ANALYTIC HIERARCHY PROCESS OF MEASUREMENT AND ITS VALIDATION

Thomas L. Saaty

This paper provides a summary of a mathematical theory about the use of expert judgments in paired comparisons and how to derive priorities from them particularly when intangible factors are involved. An example to validate the process when applied to tangibles is given along with a simple decision example to determine which city to choose to live that involves several intangible criteria. The paper then deals with three kinds of applications of the process in economics. One is about currency exchange, the second about input-output analysis and the third about forecasting turnaround dates of the US economy in 1992, in 2001 and finally in 2008-2009.

Volumen 11 Sveska 1, 2009.

TEORIJSKA VREDNOST I METODI VREDNOVANJA FINANSIJSKIH OPCIJA

Predrag Stančić

Finansijska tržišta poslednjih godina karakteriše izrazita volatilnost, tako da su preduzeća prinuđena da aktivno tragaju za putevima zaštite od rizika kome su izložena. Među instrumentima razvijenim kao odgovor na varijabilnost tržišta važno mesto imaju finansijske opcije. Finansijske opcije kao derivati ne eliminišu rizik u apsolutnom smislu, nego ga transferišu drugoj strani, koja je voljna da ga prihvati uz niže troškove. Opcije predstavljaju pravo, bez striktne obaveze, tako da njihovo vrednovanje može biti vrlo komplikovano. Među brojnim modelima vrednovanja opcija (i ostalih derivata), Black-Scholes model predstavlja jedan od najčešće korišćenih.

Volumen 10 Sveska 1-2, 2008.

SAVREMENI PRISTUP EKONOMSKIM DOKTRINAMA

Katarina Stanković

U članku se razmatraju sledeća pitanja :predmet ekonomskih doktrina kao naučne discipline, naučne metode u analizi razvoja ekonomske misli i kriterijumi za periodizaciju, svrha i značaj ekonomskih doktrina. Zaključak je da proučavanje razvoja ekonomske misli predstavlja uslov za razumevanje savremene ekonomske teorije i prakse i pomaže da se shvati priroda i suština ekonomske nauke, njene mogućnosti i ograničenja kao društvene nauke.