How to estimate expected shortfall when probabilities are known with interval or fuzzy uncertainty.
Christian ServinHung T. NguyenVladik KreinovichPublished in: FUZZ-IEEE (2015)
Keyphrases
- confidence intervals
- interval type fuzzy
- fuzzy linear programming
- interval valued
- fuzzy sets
- interval type fuzzy sets
- fuzzy information
- membership functions
- imprecise probabilities
- conditional probabilities
- fuzzy logic
- fuzzy controller
- expected values
- probability theory
- probability distribution
- imprecise information
- handling uncertainty
- fuzzy numbers
- decision making
- fuzzy set theory
- evidence theory
- linguistic variables
- accurate estimation
- group decision making
- intuitionistic fuzzy sets
- fuzzy systems
- soft computing
- neural network
- fuzzy measures
- probability measure
- imprecise data
- multiple attribute decision making
- artificial intelligence
- computational intelligence
- rough sets
- sample size
- triangular fuzzy numbers
- multicriteria decision making
- fuzzy clustering
- multi attribute
- fuzzy control
- fuzzy neural network
- multi criteria