Weighted Quasi-Arithmetic Means and a Risk Index for Stochastic Environments.

Published in: Int. J. Uncertain. Fuzziness Knowl. Based Syst. (2011)

Keyphrases

real world
database
high risk
indexing method
genetic algorithm
dynamic environments
monte carlo
risk management
stochastic optimization
arithmetic operations
indexing techniques
weighted sum
stochastic programming
risk measures