Double Randomized Estimation of Russian Blue Chips Based on Imprecise Information

M. Yudaeva, N. Hovanov, D Kolesov

Результат исследований: Публикации в книгах, отчётах, сборниках, трудах конференцийстатья в сборнике материалов конференциинаучная

1 цитирование (Scopus)

Выдержка

A modification of well known Aggregated Indices Method (AIM) is developed for complex multi-attribute objects preference (quality) evaluation under deficiency of numerical information. The modification is based on so called ”double randomization” of weight coefficients, which are measuring the objects characteristics significance. The so modified AIM is named AIRM (Aggregated Indices Randomization Method). The AIRM may work with non-numeric (ordinal), and imprecise (interval) expert information. A case of Russian blue chips preference estimation under uncertainty demonstrates AIRMs applicability to investment portfolio formation.
Язык оригиналаанглийский
Название основной публикацииInternational Joint Conference SOCO’14-CISIS’14-ICEUTE’14
ИздательSpringer
Страницы155-164
ISBN (печатное издание)978-3-319-07994-3 (Print)
СостояниеОпубликовано - 2014

Отпечаток

Imprecise information
Randomization
Uncertainty
Coefficients
Investment portfolio
Quality evaluation

Цитировать

Yudaeva, M., Hovanov, N., & Kolesov, D. (2014). Double Randomized Estimation of Russian Blue Chips Based on Imprecise Information. В International Joint Conference SOCO’14-CISIS’14-ICEUTE’14 (стр. 155-164). Springer.
Yudaeva, M. ; Hovanov, N. ; Kolesov, D. / Double Randomized Estimation of Russian Blue Chips Based on Imprecise Information. International Joint Conference SOCO’14-CISIS’14-ICEUTE’14. Springer, 2014. стр. 155-164
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Yudaeva, M, Hovanov, N & Kolesov, D 2014, Double Randomized Estimation of Russian Blue Chips Based on Imprecise Information. в International Joint Conference SOCO’14-CISIS’14-ICEUTE’14. Springer, стр. 155-164.

Double Randomized Estimation of Russian Blue Chips Based on Imprecise Information. / Yudaeva, M.; Hovanov, N.; Kolesov, D.

International Joint Conference SOCO’14-CISIS’14-ICEUTE’14. Springer, 2014. стр. 155-164.

Результат исследований: Публикации в книгах, отчётах, сборниках, трудах конференцийстатья в сборнике материалов конференциинаучная

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Yudaeva M, Hovanov N, Kolesov D. Double Randomized Estimation of Russian Blue Chips Based on Imprecise Information. В International Joint Conference SOCO’14-CISIS’14-ICEUTE’14. Springer. 2014. стр. 155-164