Integrating Mathematical and Symbolic Models Through AESOP: An Expert for Stock Options Pricing
نویسندگان
چکیده
This paper reports on an effort to integrate symbolic and mathematical models to tailor the optimal output of an operations research model to tlie particular domain of a decision maker. AESOP combines tlie Blacli-Scholes model of stock options pricing with an expert system; the integrated model is designed for use by an options specialist on the American Stock Exchange. The specialist makes a number of adjustments to the output of the mathematical model; the purpose of the symbolic model is to make as many of these rnodificatioils as possible automatically. The paper reports on the development and strtlcture of AESOP and presents data on its use.
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عنوان ژورنال:
- Information Systems Research
دوره 3 شماره
صفحات -
تاریخ انتشار 1992