6533b82afe1ef96bd128c084

RESEARCH PRODUCT

Aggregation of Risk Level Assessments Based on Fuzzy Equivalence Relation

Pavels OrlovsSvetlana Asmuss

subject

Discrete mathematics0209 industrial biotechnologyMathematical optimizationRisk levelBasis (linear algebra)Financial risk02 engineering and technologyFuzzy equivalence relation020901 industrial engineering & automationOperator (computer programming)0202 electrical engineering electronic engineering information engineeringEquivalence relation020201 artificial intelligence & image processingMathematics

description

The paper deals with the problem of aggregation of risk level assessments. We describe the technique of a risk level evaluation taking into account values of the risk level obtained for objects which are in some sense equivalent. For this purpose we propose to use the construction of a general aggregation operator based on the corresponding fuzzy equivalence relation. Numerical example of the investment risk level aggregation using an equivalence relation obtained on the basis of different macroeconomic factors for countries of one region is considered.

yearjournalcountryeditionlanguage
2017-08-31
https://doi.org/10.1007/978-3-319-66827-7_7