Multistage decision-making fuzzy methodology for optimal investments based on experts’ evaluations |
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| Authors: | Gia Sirbiladze Irina KhutsishviliBezhan Ghvaberidze |
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| Institution: | Department of Computer Sciences, Faculty of Exact and Natural Sciences, Iv. Javakhishvili Tbilisi State University, University St. 13, 0186 Tbilisi, Georgia |
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| Abstract: | A new methodology of making a decision on an optimal investment in several projects is proposed. The methodology is based on experts’ evaluations and consists of three stages. In the first stage, Kaufmann’s expertons method is used to reduce a possibly large number of applicants for credit. Using the combined expert data, the credit risk level is determined for each project. Only the projects with low risks are selected. |
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| Keywords: | Risk analysis Optimal investment Experton Discrimination measure Bicriteria discrete optimization problem |
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