Credibilistic
WebMay 1, 2011 · A modified SCCPSO is put forward by discussing the membership functions and presenting a pre-selection method based on proving an evaluation criterion on the clustering results, and the analysis of computational complexity demonstrates the feasibility of the modified S CCPSO. Hybrid methods of spatial credibilistic clustering and particle … WebRisk aversion and prudence are well-studied topics in probabilistic risk theory. This paper uses credibility theory of B. Liu and Y. Liu to approach these closely related concepts. …
Credibilistic
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WebDifferent approximation calculation formulas for the optimal allocation of the credibilistic risky asset are proved. These formulas contain two types of parameters: Various credibilistic moments associated with fuzzy variables (expected value, variance, skewness and kurtosis) and the risk aversion, prudence and temperance indicators of the ... WebThe classic Cournot game ignores the influence of the players’ psychological behavior on the decision and cannot deal with the game problem of fuzzy information. To address such game situations, a credibilistic Cournot game is developed, where the optimistic value criterion derived from credibility theory is used to describe risk-averse …
WebAs a novelty, in order to select the optimal portfolio, this study defines the credibilistic Sortino ratio as the ratio between the credibilistic risk premium and the credibilistic semivariance. An empirical study is included to show the effectiveness and efficiency of the model in practical applications using a data set of assets from the ... WebJan 1, 2024 · [17] Huang X., Portfolio Analysis –From Probabilistic to Credibilistic and Uncertain Approaches, Studies in Fuzziness and Soft Computing 250 (2010). Google Scholar [18] Huang X., Mean-risk model for uncertain portfolio selection, Fuzzy Optimization & Decision Making 10 (1) (2011), 71 – 89. Google Scholar Digital Library [19] Huang X.
WebJun 1, 2016 · To obtain efficient investment strategies for the entire investment horizon, we use a fuzzy credibilistic programming approach with multi-choice goal programming embedded in it. A real-world empirical application with data-set from an Indian stock market is presented to demonstrate usefulness of the proposed models and the solution … WebObjectives and Scope. IAENG International Journal of Applied Mathematics is published with both online and print versions. The journal covers the frontier issues in the applied mathematics and their applications in business, industry, science and other subjects. Applied Mathematics is a branch of mathematics that concerns itself with the ...
WebJan 27, 2024 · Multiobjective Fuzzy Portfolio Performance Evaluation Using Data Envelopment Analysis Under Credibilistic Framework Abstract: In this article, two different multiobjective fuzzy portfolio selection models are presented. The significant criteria considered for portfolio selection are risk (variance or conditional value at risk), return ...
WebFeb 20, 2024 · This paper proposes a data envelopment analysis (DEA)-based portfolio efficiency evaluation approach integrated with a rebalancing method to help investors acquire efficient portfolios. Two fuzzy portfolio selection models with value at risk (VaR) and conditional value at risk (CVaR) as objectives are proposed under the credibilistic … super bowl 55 tickets 2021WebSep 1, 2009 · Some credibilistic portfolio selection models are presented, including mean-risk model, mean-variance model, mean-semivariance model, credibility maximization model, α-return maximization model, entropy optimization model and game models. A hybrid intelligent algorithm for solving the optimization models is documented. super bowl 55 shirtsWebApr 1, 2024 · LR fuzzy numbers based credibilistic moments have been used successfully in the recent past to model portfolio selection problems in uncertain environments. Traditionally, the preferences on portfolio attributes are reflected as user defined threshold values. This work proposes a novel way to integrate the investor’s preferences in the ... super bowl 55 youtubeWebIn the framework of an optimal saving credibilistic model, the way the presence of risk modifies the level of optimal saving is studied. The main tool of our investigation is an operator defined by B. Liu and Y. K. Liu by which to a discrete fuzzy variable one associates a discrete random variable with the same expected value as the former. super bowl 55 uniformhttp://www.iaeng.org/IJAM/issues_v51/issue_3/index.html super bowl 56 2022 dateWebJalota H Thakur M Mittal G Modelling and constructing membership function for uncertain portfolio parameters: a credibilistic framework Expert Syst. Appl. 2024 71 40 56 Google Scholar Digital Library; 17. Jaszkiewicz A Branke J Branke J Deb K Miettinen K Slowinski R Interactive multiobjective evolutionary algorithms Multiobjective Optimization, ... super bowl 55 tickets costWebThe meaning of CREDIBILITY is the quality or power of inspiring belief. How to use credibility in a sentence. super bowl 56 2022 score