Decision precising fuzzy technology to evaluate the credit risks of investment projects

This work proposes a decision support technology to minimize risks while choosing among competitive investment projects. The technology combines two fuzzy-statistical methods, providing two stages of investment projects´ evaluation. At the first stage preliminary selection of projects with small risks is made on the basis of the expertons method [2],[3]. The second stage makes more precise decisions using the method of possibilistic discrimination analysis. This is a new method that represents a generalization of the fuzzy discrimination analysis [6]. The method is applied to a relatively small number of projects, selected during first stage, to compare and sort out high-quality projects. For the latter, the recommendations to provide credits are made. The article provides calculation examples that explain the work of the offered technology.