An Intelligent Decision Support System for Investment Analysis

被引:15
作者
Poh, K.L. [1 ]
机构
[1] Department of Industrial and Systems Engineering, National University of Singapore, Singapore
关键词
Analysis evaluation - Decision modeling - Domain knowledge - Evaluation and analysis - Intelligent decision systems - Intelligent decision-support systems - Investment analysis - Investment evaluation - Knowledge based decision support systems - Systems support;
D O I
10.1007/PL00011646
中图分类号
学科分类号
摘要
We present an intelligent decision support system that combines decision analysis and traditional investment evaluation and analysis. The system brings to the ordinary user expertise in both decision analysis and investment evaluation techniques, as well as domain knowledge about the market. The system supports the entire decision analysis cycle and provides facilities and tools for decision modeling, probability assessment, model evaluation, and sensitivity analysis. An example based on the Shanghai Stock Market is presented. We demonstrate how an investment decision model for the stock market is constructed by the system and how the optimal decision is obtained. Sensitivity and value of information analysis were also carried out by the system.
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页码:340 / 358
页数:18
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