Title Dependence relationships modelling in financial appraisal under uncertainty
Authors GARCÍA ALONSO, CARLOS, AMADOR HIDALGO, FRANCISCO, Brebbia C.A.
External publication No
Means Manage. Inf.Syst.
Scope Conference Paper
Nature Científica
Web https://www.scopus.com/inward/record.uri?eid=2-s2.0-2942603029&partnerID=40&md5=14947c68bccc8108aebbd329446aa03a
Publication date 01/01/2002
Scopus Id 2-s2.0-2942603029
Abstract A fuzzy inference engine has been designed and developed for modeling dependence relationships. This methodology offers a more realistic assessment of financial risk in uncertainty environments. Fuzzy logic can be used to represent the structure of imprecise relationships between different financial parameters. The financial appraisal considering relationships reduces the iteration number. The.
Keywords Computer simulation; Computer software; Decision making; Finance; Fuzzy sets; Mathematical models; Monte Carlo methods; Probability distributions; Problem solving; Project management; Statistical meth
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