Credibilistic
WebJalota 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, ... 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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WebApr 1, 2024 · A new method for getting fuzzy number from data without expert's inputs is proposed.Credibilistic models with return and illiquidity of entire portfolio are considered.A new GA is proposed to solve cardinality constrained portfolio optimization models.Credibilistic Sharpe ratio is used to compare the performance of models proposed. 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 …
WebJan 1, 2024 · 14 Zhang J., Yang Z., and Gui B., “ Coalitional game with fuzzy payoffs and credibilistic nucleolus,” Journal of Intelligent Fuzzy Systems, vol. 32, no. 1, pp. 1 – 9, 2024. 10.3233/IFS-162184 2-s2.0-85009986041 Google Scholar Digital Library WebFeb 1, 2024 · Credibilistic fuzzy clustering is a novel data analysis method. Aiming at the shortcoming that credibilistic fuzzy clustering algorithm (CFCM) lacks the ability of noise …
WebJan 1, 2024 · The variant of credibilistic clustering of [35] used the membership function same as what is used in [29]. However, all the variants of credibilistic clustering … WebFeb 17, 2024 · The classic Cournot game ignores the influence of the players’ psychological behavior on the decision and cannot deal with the game problem of fuzzy …
WebIn this study, we propose a new clustering algorithm, called the credibilistic clustering algorithm (CCA), based on the credibility measure. The credibility measure provides …
WebJun 20, 2008 · The value at risk (VaR) methodology is a widely used tool in financial market risk management. In this paper, we present a new method for fuzzy risk analysis. First, … fallout 4 aaf warning 086WebVaR and credibilistic AVaR, and examine some properties of the proposed credibilis-tic VaR and credibilistic AVaR. The credibilistic AVaR is a risk measure, a superior alternative to credibilistic VaR under uncertainty of fuzziness. The proposed credi-bilistic VaR and credibilistic AVaR are more suitable for use in many real problems controversy sevenWebJan 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. controversy shoesWebThe 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 … fallout 4 aaf tutorialWebcredibility: 1 n the quality of being believable or trustworthy Synonyms: believability , credibleness Antonyms: incredibility , incredibleness the quality of being incredible … controversy surrounding abortionWebDifferent 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 ... controversy song youtubeWebDec 31, 2024 · In order to select the optimal portfolio along the efficient frontier, we apply the Sortino ratio in a credibilistic environment. The subsequent empirical application uses a data set from Bloomberg’s ESG Data in combination with US Dow Jones Industrial Average data. The experimental results show that the proposed model offers promising ... controversy surrounding the ostend manifesto