A Fuzzy Risk Attitude Classification Based on Prospect Theory

被引：0
|
作者：
Li, Yang [1 ]
Portmann, Edy [1 ]
机构：
[1] Beihang Univ, Dept Automat Sci & Elect Engn, Beijing, Peoples R China
来源：
2012 INTERNATIONAL CONFERENCE ON FUZZY THEORY AND ITS APPLICATIONS (IFUZZY2012) | 2012年
关键词：
Prospect Theory Application; Fuzzy Classification; Risk Attitude; Parameters; PROBABILITY WEIGHTING FUNCTION; DECISION;
D O I：
暂无
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
Traditional methods do not actually measure peoples' risk attitude naturally and precisely. Therefore, a fuzzy risk atti-tude classification method is developed. Since the prospect theory is usually considered as an effective model of decision making, the personalized parameters in prospect theory are firstly fuzzified to distinguish people with different risk atti-tudes, and then a fuzzy classification database schema is ap-plied to calculate the exact value of risk value attitude and risk behavior attitude. Finally, by applying a two-hierarchical classification model, the precise value of synthetical risk at-titude can be acquired.
引用
收藏
页码：137 / 143
页数：7
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