Supporting financial decision-making based on time value of money with singularity functions in cash flow models

Lucko, G (2013) Supporting financial decision-making based on time value of money with singularity functions in cash flow models. Construction Management and Economics, 31(3), pp. 238-253. ISSN 1466433X

Abstract

Existing budgeting approaches differ in whether or not they consider the time value of money. A novel use of singularity functions in construction management has the potential to enhance cash flow models in order to maximize their net present value. This type of function can model a complete schedule, which serves as the underlying timeline for all financial transactions. Their variable amounts and constraints are expressed by singularity functions, converted from costs via bills into payments, and compounded towards the overall net present value for financial decision-making. Contributions to the body of knowledge include deriving exact amounts of interest on variable balances for any duration, creating a valuation algorithm, and exploring how the uneven solution space that cash flow profiles create can be searched successfully with a genetic algorithm.

Item Type: Article
Uncontrolled Keywords: cash flows; financial management; optimization; singularity functions
Index terms: decision-making, net present value, genetic algorithm, cash flow, financial management, duration, body of knowledge, budgeting
Subjects: economic analysis, knowledge management, financial management, decision analysis, project controls, algorithms
Topics: Risk Management, Digital Applications, Business Strategy, Time Control, Information Management, Cost Management
Descriptive scope: 2 PC

N.B. Descriptive scope is a count of how many of the five facets of empirical research are indicated by the words used in title, abstract and keywords. It is not intended as a judgement on the research; merely a count of the kind of word we would expect to indicate Phenomenon, Concepts, Theoretical framing, Empirical techniques, Analytical techniques. If all five are present, then a code of “5 PCTEA” will indicate this. If you feel the coding for this record is questionable, we welcome discussion around the terms we matched or the way we categorized them. The facet you would expect may not be coded, or a facet may be coded inappropriately. This can also bear on a larger question, of which facets should be treated as defining in construction management research. Please get in touch, and we will look at it. More details here