Credibilistic
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 … 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 ...
Credibilistic
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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 ... 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 …
WebVaR 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 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 ...
WebCredibility definition, the quality of being believable or worthy of trust: After all those lies, his credibility was at a low ebb. See more. http://www.iaeng.org/IJAM/issues_v51/issue_3/index.html
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 ...
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 manson family bookWebNov 11, 2024 · My main research interests are machine learning- and knowledge-based expert system, explainable artificial intelligence, rule-based systems, knowledge representation, reasoning under incomplete and partially inconsistent knowledge, many-valued logics, fuzzy theory, fuzzy measures and integrals, decision theoretic planning in … manson creek british columbiaWebJalota 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, ... manson family bandogsWebIn this study, we propose a new clustering algorithm, called the credibilistic clustering algorithm (CCA), based on the credibility measure. The credibility measure provides … kourtney kardashian hair transformationWebDifferent 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 ... kourtney kardashian hairstylesWebFeb 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 … kourtney kardashian green nail polishWebThe 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 … kourtney kardashian he\u0027s all that