2024 Credibilistic

Credibilistic

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August undefined, 2024

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 ... 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 …

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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 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 ... olecranon bursitt

Credibility Definition & Meaning - Merriam-Webster

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 ... 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 ... Webcredibility: 1 n the quality of being believable or trustworthy Synonyms: believability , credibleness Antonyms: incredibility , incredibleness the quality of being incredible … olecranon fracture right icd 10

Credibilistic

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 … 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

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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 … 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 …

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, WebFeb 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 …

WebJan 1, 2010 · The credibilistic portfolioproblem is formulated using the notion of credibilistic expectedutility. Different approximate calculation formulas for 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 ...

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 ...

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. isaiah 57 catholic bibleWebMay 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 … olecranon excision with triceps advancementWebIn 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 … isaiah 56:11 commentaryWebApr 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. olecranon orif protocol therapyWebIn 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. olecranon fracture vs radial head fractureWebCredibility comprises the objective and subjective components of the believability of a source or message. Credibility dates back to Aristotle theory of Rhetoric. Aristotle defines … olecranon fossa of the humerushttp://www.iaeng.org/IJAM/issues_v51/issue_3/index.html isaiah 58 amp version