New trends in market risk management

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Title	New trends in market risk management
Authors	Przybycin, Z.
ORCID
Keywords	fuzzy knowledge risk management investment process fuzzy sets fuzzy numbers and linguistic variables
Type	Article
Date of Issue	2008
URI	http://essuir.sumdu.edu.ua/handle/123456789/57156
Publisher	Ukrainian Academy of Banking of the National Bank of Ukraine
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Citation	Przybycin Z. New trends in market risk management [ Теxt ] / Z. Przybycin // The Bulletin of the Ukrainian Academy of Banking. – 2008. – № 2 (25). – С. 81–85.
Abstract	This paper concentrates on the methodology of constructing the fuzzy knowledge base of the investment process with the support of the fuzzy set theory. Fuzzy sets, fuzzy numbers and linguistic variables have been used here as indispensable tools to build the linguistic models which help formalize both objective and expert knowledge. These particular models can be applied for forecasting purposes such as fuzzy investment process prediction.
Appears in Collections:	Наукові видання (ННІ БТ)