{"title":"Fuzzy set methods for uncertainty representation in risky financial decisions","authors":"R. Yager","doi":"10.1109/CIFER.1996.501824","DOIUrl":null,"url":null,"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.","PeriodicalId":378565,"journal":{"name":"IEEE/IAFE 1996 Conference on Computational Intelligence for Financial Engineering (CIFEr)","volume":"1 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1996-03-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"6","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"IEEE/IAFE 1996 Conference on Computational Intelligence for Financial Engineering (CIFEr)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/CIFER.1996.501824","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 6
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.