@inproceedings{76b38495237b46799c4aeb6165530114,
title = "An intelligent assistant for financial hedging",
abstract = "The authors describe the knowledge representation used to develop a prototype expert system for financial hedging. This representation captures the deep domain knowledge that experts use to reason about hedging decisions. It allows for reasoning qualitatively based on first principles using the fundamental quantitative valuation models that characterize each financial instrument. It also uses object-oriented concepts and inheritance to minimize the effort needed to set up the knowledge base and keep it current. It includes a calculus for derivation of qualitative knowledge of one-dimensional-order, which allows it to solve problems where optimality constraints are qualitative. It is flexible enough to reason in terms of the basic principles of risk assessment.",
author = "Michel Benaroch and Vasant Dhar",
year = "1990",
month = feb,
language = "English (US)",
isbn = "0818621354",
series = "Proceedings of the Conference on Artificial Intelligence Applications",
publisher = "IEEE Computer Society",
pages = "168--174",
booktitle = "Proceedings of the Conference on Artificial Intelligence Applications",
address = "United States",
note = "Proceedings of the 7th IEEE Conference on Artificial Intelligence Applications ; Conference date: 24-02-1991 Through 28-02-1991",
}