Credibilistic

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August undefined, 2024

WebSep 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. WebIn this study, we propose a new clustering algorithm, called the credibilistic clustering algorithm (CCA), based on the credibility measure. The credibility measure provides …

Credibilistic Value and Average Value at Risk in Fuzzy Risk …

WebJan 28, 2024 · Structural reliability design optimization under epistemic uncertainty has attracted the attention of many researchers, which plays a pivotal role both in theory and … http://www.iaeng.org/IJAM/issues_v51/issue_3/index.html gout attack 뜻

Credibility Definition & Meaning - Merriam-Webster

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 ... 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. 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 … gout arthropathy radiopaedia

Credibility - Definition, Meaning & Synonyms Vocabulary.com

Multiobjective Fuzzy Portfolio Performance Evaluation Using Data ...

WebCredibilistic Location-Routing Model for Hazardous Materials Transportation. Meiyi Wei, Meiyi Wei. The School of Economics and Management, Beijing University of Chemical Technology, Beijing, 100029 People's Republic of China. Search for more papers by this author. Lean Yu, WebIn 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. gout at 29WebCredibility comprises the objective and subjective components of the believability of a source or message. Credibility dates back to Aristotle theory of Rhetoric. Aristotle defines … child proof fireplace screen

"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. " - Credibilistic

Credibilistic

Multiobjective Fuzzy Portfolio Performance Evaluation Using Data ...

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 WebCredibility definition, the quality of being believable or worthy of trust: After all those lies, his credibility was at a low ebb. See more.

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WebDec 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 ... WebIn multiproduct single-period inventory management problem (MSIMP), the optimal order quantity often depends on the distributions of uncertain parameters. However, the distribution information about uncertain parameters is usually partially available. To model this situation, a MSIMP is studied by credibilistic optimization method, where the …

WebLiu, N. , Chen, Y. , and Liu, Y. (2024), Optimizing portfolio selection problems under credibilistic CVaR criterion, Journal of Intelligent and Fuzzy Systems, 34(1), 335-347. Maruddani, D. A. I. and Abdurakhman (2024), Delta-normal value at risk using exponential duration with convexity for measuring government bond risk, DLSU Business and ... http://www.iemsjl.org/journal/article.php?code=86065

WebMay 4, 2024 · Triangular fuzzy numbers are used to formulate the fuzzy population exposures, and fuzzy credibilistic chance-constrained programming is adopted to build the fuzzy programming model for the hazardous materials routing problem under uncertainty. (3) Sustainability of the hazardous materials transportation is improved by … 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 ...

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 …

WebSep 20, 2024 · The credibilistic pay-off model with the range of real option values was shown to value investments lower than (or equally to) the recent center-of-gravity variant … gout at home testWebJun 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, … gout atrophyWebObjectives 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 ... child proof food containersWebFind 20 ways to say CREDIBILITY, along with antonyms, related words, and example sentences at Thesaurus.com, the world's most trusted free thesaurus. gout attacks durationWebOct 1, 2024 · Credibilistic Sharpe Ratio is used to compare the performance of the models and validation of the selected model on future data. Abstract. In this paper, a Decision Support System (DSS) for generating a suitable portfolio for an investor in an uncertain multi-criteria framework is proposed. We model uncertain parameters like return and ... gout atherosclerosisWebMar 9, 2024 · Mukesh Kumar Mehlawat, Pankaj Gupta, Arun Kumar, Sanjay Yadav, Abha Aggarwal: Multiobjective Fuzzy Portfolio Performance Evaluation Using Data Envelopment Analysis Under Credibilistic Framework. IEEE Trans. Fuzzy Syst. … gout attacks treatmentWebFeb 1, 2024 · The paper by Zhai and Zhang (2024) investigates a new credibilistic failure indicator for modeling structural reliability involving fuzzy information. The paper by … gout attack medication causes