{"title":"不精确的信息和金融环境:区间概率方法","authors":"K. Engemann, H. Miller, R. Yager","doi":"10.1109/CIFER.2000.844588","DOIUrl":null,"url":null,"abstract":"There is much imprecise information in financial environments; for example, in forecasting economic scenarios in order to assess the potential payoff of an investment or to optimize asset allocation. We provide a new methodology which may be used in situations in which the likelihood of a state of nature is given in the form of an interval probability. Our approach incorporates the behavioral disposition of the decision maker.","PeriodicalId":308591,"journal":{"name":"Proceedings of the IEEE/IAFE/INFORMS 2000 Conference on Computational Intelligence for Financial Engineering (CIFEr) (Cat. No.00TH8520)","volume":"69 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2000-03-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Imprecise information and financial environments: an interval probability approach\",\"authors\":\"K. Engemann, H. Miller, R. Yager\",\"doi\":\"10.1109/CIFER.2000.844588\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"There is much imprecise information in financial environments; for example, in forecasting economic scenarios in order to assess the potential payoff of an investment or to optimize asset allocation. We provide a new methodology which may be used in situations in which the likelihood of a state of nature is given in the form of an interval probability. Our approach incorporates the behavioral disposition of the decision maker.\",\"PeriodicalId\":308591,\"journal\":{\"name\":\"Proceedings of the IEEE/IAFE/INFORMS 2000 Conference on Computational Intelligence for Financial Engineering (CIFEr) (Cat. No.00TH8520)\",\"volume\":\"69 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2000-03-26\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Proceedings of the IEEE/IAFE/INFORMS 2000 Conference on Computational Intelligence for Financial Engineering (CIFEr) (Cat. No.00TH8520)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/CIFER.2000.844588\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Proceedings of the IEEE/IAFE/INFORMS 2000 Conference on Computational Intelligence for Financial Engineering (CIFEr) (Cat. No.00TH8520)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/CIFER.2000.844588","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Imprecise information and financial environments: an interval probability approach
There is much imprecise information in financial environments; for example, in forecasting economic scenarios in order to assess the potential payoff of an investment or to optimize asset allocation. We provide a new methodology which may be used in situations in which the likelihood of a state of nature is given in the form of an interval probability. Our approach incorporates the behavioral disposition of the decision maker.
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