DocumentCode
1730305
Title
Fuzzy set methods for uncertainty representation in risky financial decisions
Author
Yager, Ronald R.
Author_Institution
Machine Intelligence Inst., Iona Coll., New Rochelle, NY, USA
fYear
1996
Firstpage
59
Lastpage
65
Abstract
The problem of selecting an investment option in the face of uncertainty with respect to the payoff is considered. Methods for the representation of uncertainty based on the theory of fuzzy sets and the Dempster-Shafer belief structure are described. Approaches for comparing alternatives under various kinds of uncertainty are discussed
Keywords
belief maintenance; decision theory; finance; fuzzy set theory; inference mechanisms; investment; knowledge representation; risk management; uncertainty handling; Dempster-Shafer belief structure; fuzzy set methods; investment option selection; payoff; risky financial decisions; uncertainty representation; Economic indicators; Educational institutions; Fuzzy sets; Instruments; Investments; Machine intelligence; Nominations and elections; Portfolios; Probability distribution; Uncertainty;
fLanguage
English
Publisher
ieee
Conference_Titel
Computational Intelligence for Financial Engineering, 1996., Proceedings of the IEEE/IAFE 1996 Conference on
Conference_Location
New York City, NY
Print_ISBN
0-7803-3236-9
Type
conf
DOI
10.1109/CIFER.1996.501824
Filename
501824
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