International Conference on Fuzzy Sets and Soft Computing in Economics and Finance FSSCEF 2004
نویسندگان
چکیده
In the present paper an approaches to the definition of numerical charac-teristics of fuzzy random variables are analyzed and proposed. Appropriatemethods of its calculation, in particular within the framework of shift-scaled representation are obtained. Principles of decision making in fuzzyrandom environment are formulated. Possibilistic-probabilistic models ofportfolio analysis problems and general methods for its solving are devel-oped.
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