Результаты исследований: Публикации в книгах, отчётах, сборниках, трудах конференций › статья в сборнике материалов конференции
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 Nature, 2014. стр. 155-164.Результаты исследований: Публикации в книгах, отчётах, сборниках, трудах конференций › статья в сборнике материалов конференции
}
TY - GEN
T1 - Double Randomized Estimation of Russian Blue Chips Based on Imprecise Information
AU - Yudaeva, M.
AU - Hovanov, N.
AU - Kolesov, D
PY - 2014
Y1 - 2014
N2 - 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.
AB - 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.
M3 - Conference contribution
SN - 978-3-319-07994-3 (Print)
SP - 155
EP - 164
BT - International Joint Conference SOCO’14-CISIS’14-ICEUTE’14
PB - Springer Nature
ER -
ID: 4692142