Fuzzy Evaluation of the Risk of Investment in Securities in the Portfolio Optimization Problem

Investment in securities always associates with the risk, but in practice it is enough difficult to evaluate the risk quantitatively. There is no united opinion about quantitative evaluation of the risk in the theory of finance. Two models of the risk evaluation are the most popularized: Value-at-Risk (VaR) model and risk interpretation as standard deviation of the security return

Efficiency assessment of the rule and model bases in decision support systems

In the article new indices for e±ciency assessment of the intelligence rule and model bases in decision support systems (DSS) are suggested. These indices are rule base certainty and coverage, rating class e±ciency, rating e±ciency. Formulae for these coe±cients calculation are deducted, received with use of rough sets theory and DSS e±ciency assessment experience. Recommendations on their practical using are given

Efficiency assessment of the rule and model bases in decision support systems

In the article new indices for e±ciency assessment of the intelligence rule and model bases in decision support systems (DSS) are suggested. These indices are rule base certainty and coverage, rating class e±ciency, rating e±ciency. Formulae for these coe±cients calculation are deducted, received with use of rough sets theory and DSS e±ciency assessment experience. Recommendations on their practical using are given