The problem of fusing opinions provided by multiple independent experts is pervasive to many decision making situations. This problem is of particular concern in financial engineering where one is often faced with drawing upon multiple experts to forecast market related events. The authors describe a new approach to information fusion based upon an extension of the ordered weighted averaging (OWA) operators. Central to this approach is a weighting associated with each expert dependent upon their recent performance.
['Ronald R. Yager', 'R. Lan']
A new approach to the fusion of expert information