3 research outputs found
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