Re: Application of fuzzy in finance and/or insurance

Tom Whalen (dscthw@gsusgi2.Gsu.EDU)
Fri, 22 Mar 1996 15:07:32 +0100

On Fri, 15 Mar 1996, niels bormans wrote:

> For my final thesis project at the control laboratory of the Delft University
> of Technology Holland, I'm looking for the following:
> -Information/books/articles on the implementation of AI (fuzzy) techniques in a
> financial and/or insurance issue.
> - Names of people who are working on this topic.
> Who can help me?

These papers use a database of surety insurance (bakkruptcy vs. solvency)

"Hybrid Approach to Automated Knowledge Acquisition: Logical Second Order
Models Making Sense of Neural Nets and Logistic Regression,"
Thomas Whalen, Gwangyong Gim, and K. Son,
Proceedings of 1996 World Congress on Expert Systems, Seoul .

"Hybrid Approaches to Automated Knowledge Acquisition and Human Knowledge
Gwangyong Gim and Thomas Whalen
Proceedings of 4th Annual Conf. on Fuzzy Theory & Technology, N.
Carolina, 1995, p.526-529.

These are papers on a technical issue in life insurance

"Whittaker Graduation is Lukasiewicz Fuzzy Graduation"
Gwangyong Gim and Thomas Whalen
Proceedings, 1993 North American Fuzzy Information Processing Society
Workshop, p.212-216

"Graduating Actuarial Tables Using Fuzzy Set Theory"
Thomas Whalen and Gwangyong Gim
Proceedings, Fifth International Fuzzy Systems Association World
Congress, 1993, p.183-186

Another hybrid systems paper, this time in medical malpractice:

"Hybrid Neural-Statistical Classification System for Potential Medical
Malpractice Claims"
Thomas Whalen and Gwangyong Gim
Proceedings, Second Decision Science Institute International Meeting,
1993, p.216-219

Some early papers, most with self-explanatory titles:

"Financial Ratio Analysis"
Thomas Whalen and Brian Schott
in C. Negoita and H. Prade (eds.): Fuzzy Logics in Knowledge Engineering,
Verlag TUV Rhineland GmbH, 1986.

"Evaluation of a Fuzzy Knowledge System for Liquidity Assessment"
Thomas Whalen, Fred Ganoe, and Brian Schott
in W. Bandler & A. Kandel (eds.) Recent Developments in the Theory and
Applications of Fuzzy Sets, North American Fuzzy Information Processing
Society, 1986.

"Evaluation of the Cause Diagnosis Function of a Prototype
Fuzzy-Logic-Based Knowledge System for Financial Ratio Analysis"
Thomas Whalen, Fred Ganoe, and Dwight Tabor
Proceedings of 1986 IEEE Int'l Conference on Systems, Man, & Cybernetics.

"Generalized Network Modeling and Diagnosis Using Financial Ratios"
Thomas Whalen and Brian Schott
Information Sciences 36, December 1985.

Tom Whalen voice (404)651-4080 fax (404)651-3498
Professor of Decision Science
The Georgia State University "Never get angry. Never make a threat.
Atlanta, GA 30303-3083 USA Reason with people." -- The Godfather