Soft computing for risk evaluation and management : applications in technology, environment and finance

Bibliographic Information

Soft computing for risk evaluation and management : applications in technology, environment and finance

Da Ruan, Janusz Kacprzyk, Mario Fedrizzi, editors

(Studies in fuzziness and soft computing, vol. 76)

Physica-Verlag, c2001

Available at  / 12 libraries

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Includes bibliographical references

Description and Table of Contents

Description

Risk is a crucial element in virtually all problems people in diverse areas face in their activities. It is impossible to find adequate models and solutions without taking it into account. Due to uncertainty and complexity in those problems, traditional "hard" tools and techniques may be insufficient for their formulation and solution. This is the first book in the literature that shows how soft computing methods (fuzzy logic, neural networks, genetic algorithms, etc.) can be employed to deal with various problems related to risk analysis, evaluation and management in various fields of technology, environment and finance.

Table of Contents

1. Basic Issues.- Decision Making under Uncertainty with Ordinal Linguistic Data.- Modeling Risk in Sequential Decision Making with Interval Probabilities.- Fuzzy Risk Analysis Vs. Probability Risk Analysis.- Soft Methods in Hypotheses Testing.- Extensions and Applications of Evidence Theory.- 2. Analysis of Evidence and Data.- Data Mining Based on Evidence Theory.- Interesting Rough Lattice-based Implication Rules Discovery.- Concept Lattice-based Approach for Incrementally Association Mining.- Neuro-Fuzzy Modelling of Time Series.- A Fast Logically-Complete Preferential Reasoner for the Assessment of Critical Situations.- Artificial Intelligence Classifiers and Their Social Impact.- 3. Risk in Decision Support and Control Systems.- Analysis Support System of Human Reliability with Linguistic Expressions.- A Cognitive and Formal Terminology for Descriptive Parameters in Concurrent Real-Time Distributed Software Systems.- Safety Licensable and High Speed Programmable Digital Controllers Providing any Required Control Behaviour.- 4. Risk in Energy and Environmental Systems.- Fuzzy Price Forecasting and Energy Contracting in Competitive Electricity Markets.- System Modelling in Monitoring and Supervising System of Distributed Energy and Heat Supply Complex.- Evidential Reasoning in Nuclear Waste Management.- A Fuzzy Model of Heavy Metal Loadings in Marine Environment.- 5. Risk in Finance.- Capital Budgeting Techniques Using Discounted Fuzzy Cash Flows.- Survival Risk and Project Evaluation.- Coherent Risk Measures and Linear Programming.- Fuzzy Risk Management for Project Financing.- Fuzzy Logic Based Risk Management in Financial Intermediation.- Bank Creditworthiness Using Fuzzy Systems: A Comparison with a Classical Analysis Approach.- Risk of Options - Impact of Volatility Parameter.- Managing Portfolio of Options.

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Details

  • NCID
    BA55699085
  • ISBN
    • 3790814067
  • Country Code
    gw
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    Heidelberg ; New York
  • Pages/Volumes
    ix, 514 p.
  • Size
    24 cm
  • Parent Bibliography ID
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