Notification:
We are currently experiencing intermittent issues impacting performance. We apologize for the inconvenience.
By Topic

Real time decision support system for portfolio management

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

2 Author(s)
Chiu-Che Tseng ; Dept. of Comput. Sci. Eng., Texas Univ., Arlington, TX, USA ; Gmytrasiewicz, P.J.

We describe our real time decision support system; a system that supports information gathering and managing of an investment portfolio. Our system uses the Object Oriented Bayesian Knowledge Base (OOBKB) design to create a decision model at the most suitable level of detail to guide the information gathering activities, and to produce investment recommendation within a reasonable time. To determine the suitable level of detail we define and use the notion of urgency, or the value of time. Using it, our system can trade off the quality of support the model provides versus the cost of using the model at a particular level of detail. The decision models our system uses are implemented as influence diagrams. Using a suitable influence diagram, our system computes the value of consulting the various information sources available oh the web, uses web agents to fetch the most valuable information, and evaluates the influence diagram producing the buy, sell and hold recommendations.

Published in:

System Sciences, 2002. HICSS. Proceedings of the 35th Annual Hawaii International Conference on

Date of Conference:

7-10 Jan. 2002