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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

JCR Quartile

SJR Quartile

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 methods; Financial parameters; Uncertainty environments; Risk management