2024 Credibilistic

Credibilistic

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August undefined, 2024

WebJan 27, 2024 · Multiobjective Fuzzy Portfolio Performance Evaluation Using Data Envelopment Analysis Under Credibilistic Framework Abstract: In this article, two …

A review of credibilistic portfolio selection Semantic Scholar

WebApr 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 ... 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 … talis park history

New Credibilistic Real Option Model Based on the …

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

IAENG International Journal of Applied Mathematics (IJAM)

Credibility Definition & Meaning Dictionary.com

WebCredibility definition, the quality of being believable or worthy of trust: After all those lies, his credibility was at a low ebb. See more. 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 two digit routing number prefixWebFeb 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 … talis park naples fl clubhouse

"WebSep 1, 2024 · In the ever changing financial markets, investor's decision behaviors may change from time to time. In this paper, we consider the effect of investor's different decision behaviors on portfolio selection in fuzzy environment. We present a possibilistic ... " - Credibilistic

Credibilistic

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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, … WebWei M, Yu L, Li X (2015a) Credibilistic location-routing model for hazardous materials transportation. Int J Intell Syst 30(1):23-39. Google Scholar Digital Library; Wei M, Li X, Yu L (2015b) Time-dependent fuzzy random location-scheduling programming for hazardous materials transportation. Transp Res C Emerg Technol 57:146-165. Google Scholar

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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 … WebMar 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. …

WebOct 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 ... 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.

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. 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, ...

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 1, 2010 · The credibilistic portfolioproblem is formulated using the notion of credibilistic expectedutility. Different approximate calculation formulas for the … talison west free admission weekWebRisk 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. … talis park golf membership costWebcredibility: 1 n the quality of being believable or trustworthy Synonyms: believability , credibleness Antonyms: incredibility , incredibleness the quality of being incredible … two digits addition worksheetsWebCredibility comprises the objective and subjective components of the believability of a source or message. Credibility dates back to Aristotle theory of Rhetoric. Aristotle defines … talispatra herbWebDec 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 ... talis park naples fl zillowWebFeb 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 … talis park golf membershipWebCredibilistic 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, two digit multiplication problems worksheet