Soft Computing for Risk Evaluation and Management - Mario Fedrizzi

. .

Résumé :
.

Sommaire:
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 ofVolatility Parameter.- Managing Portfolio of Options.