Szczegóły publikacji
Opis bibliograficzny
Hybrid framework for investment project portfolio selection / Bogdan RĘBIASZ, Bartłomiej GAWEŁ, Iwona SKALNA // W: FedCSIS [Dokument elektroniczny] : preprints of the Federated Conference on Computer Science and Information Systems : [Warsaw, Poland, 7 - 10 September, 2014] / PTI Polish Information Processing Society. — Wersja do Windows. — Dane tekstowe. — [Piscataway : IEEE], [2014]. — Dysk Flash. — e-ISBN: 978-83-60810-58-3. — S. 1123–1128. — Wymagania systemowe: Adobe Reader. — Bibliogr. s. 1128, Abstr. — W bazie Web of Science: 2014 Federated Conference on Computer Science and Information Systems (FEDCSIS). — ISBN 978-83-60810-58-3. — S. 1117–1122
Autorzy (3)
Dane bibliometryczne
| ID BaDAP | 85395 |
|---|---|
| Data dodania do BaDAP | 2014-11-07 |
| Rok publikacji | 2014 |
| Typ publikacji | materiały konferencyjne (aut.) |
| Otwarty dostęp |  |
| Konferencja | Federated Conference on Computer Science and Information Systems |
Abstract
Project selection is a complex multi-criteria decision making process that is influenced by multiple and often conflicting objectives. The complexity of the project selection problem is mainly due to the high number of projects from which an appropriate collection (an effective portfolio) of investment projects must be selected. This paper presents a new conception of a hybrid framework for construction of an effective portfolio of investment projects. The parameters of the considered model are described using both probability distributions and fuzzy numbers (possibility distributions). The proposed framework enables to take into account stochastic dependencies between model parameters and economic dependencies between projects. As a result, a set of Pareto optimal solutions is obtained. The performance of the proposed method is illustrated using an example from metallurgical industry.
