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We look at price formation in a retail setting, that is, companies set prices, and consumers either accept prices or go someplace else. In contrast to most other models in this context, we use a two-dimensional spatial structure for…

Adaptation and Self-Organizing Systems · Physics 2009-10-31 Kai Nagel , Martin Shubik , Maya Paczuski , Per Bak

We give some inclusion relations for arbitrary fuzzy sets with reference to famous inequalities. In particular, we can know that the bounded sum and the algebraic product go well together. We would like to propose the concept of `Fuzzy Set…

General Mathematics · Mathematics 2020-11-04 Norihiro Someyama

The future value of a security is described as a random variable. Distribution of this random variable is the formal image of risk uncertainty. On the other side, any present value is defined as a value equivalent to the given future value.…

General Finance · Quantitative Finance 2013-02-05 Krzysztof Piasecki

The approach described here allows to use the fuzzy Object Based Representation of imprecise and uncertain knowledge. This representation has a great practical interest due to the possibility to realize reasoning on classification with a…

Artificial Intelligence · Computer Science 2012-06-13 Mohamed Nazih Omri

This paper deals with the resolutions of fuzzy relation equations with addition-min composition. When the fuzzy relation equations have a solution, we first propose an algorithm to find all minimal solutions of the fuzzy relation equations…

Artificial Intelligence · Computer Science 2022-11-01 Meng Li , Xue-Ping Wang

It is shown that an aspect of the process of individuation may be thought of as a fuzzy set. The process of individuation has been interpreted as a two-valued problem in the history of philosophy. In this work, I intend to show that such a…

Physics and Society · Physics 2020-03-11 Juliano C. S. Neves

Fuzzy implication functions are a key area of study in fuzzy logic, extending the classical logical conditional to handle truth degrees in the interval $[0,1]$. While existing literature often focuses on a limited number of families, in the…

Artificial Intelligence · Computer Science 2025-03-11 Raquel Fernandez-Peralta

Software requirement selection is to find an optimal set of requirements that gives the highest value for a release of software while keeping the cost within the budget. However, value-related dependencies among software requirements may…

Software Engineering · Computer Science 2020-03-04 Davoud Mougouei , David M. W. Powers

A multicriteria economic problem is considered: the basic production assets and the labor resources define a set of feasible solutions (alternatives), labor costs, costs of the basic production assets (to be minimized), and cost of the…

Optimization and Control · Mathematics 2018-05-29 Aleksey Zakharov

Aiming at the group decision - making problem with multi - objective attributes, this study proposes a group decision - making system that integrates fuzzy inference and Bayesian network. A fuzzy rule base is constructed by combining…

Artificial Intelligence · Computer Science 2025-05-01 Shui-jin Rong , Wei Guo , Da-qing Zhang

Prediction sets offer a binary inclusion/exclusion for each element at the same fixed confidence level. We generalize to fuzzy prediction sets, which exclude elements at their own data-driven confidence level. Our key insight is that a…

Statistics Theory · Mathematics 2026-04-01 Nick W. Koning , Sam van Meer

This paper introduces the notion of fuzzy process as a formalism for the idea of fuzzy contact between a device and its environment. The notions of absolute correctness and relative correctness are defined. In order to work with concurrency…

Logic in Computer Science · Computer Science 2009-06-01 Lucian Luca , Lucian L. Luca

In a model with no given probability measure, we consider asset pricing in the presence of frictions and other imperfections and characterize the property of coherent pricing, a notion related to (but much weaker than) the no arbitrage…

Mathematical Finance · Quantitative Finance 2016-09-12 Gianluca Cassese

We obtain option pricing formulas for stock price models in which the drift and volatility terms are functionals of a continuous history of the stock prices. That is, the stock dynamics follows a nonlinear stochastic functional differential…

Pricing of Securities · Quantitative Finance 2020-11-17 Flavia Sancier , Salah Mohammed

The paper proposes another extension of the extremal principle. A new extremality model involving collections of arbitrary families of sets is studied. It generalizes the conventional model based on linear translations of given sets as well…

Optimization and Control · Mathematics 2024-09-04 Nguyen Duy Cuong , Alexander Y. Kruger , Nguyen Hieu Thao

This paper proposes a novel method for demand forecasting in a pricing context. Here, modeling the causal relationship between price as an input variable to demand is crucial because retailers aim to set prices in a (profit) optimal manner…

In this paper, I obtain an $S$-type fuzzy point when two fuzzy numbers for two independent variables and a corresponding fuzzy number for the dependent variable are given. A comprehensive study on a conceptualization of a fuzzy plane as a…

General Mathematics · Mathematics 2024-03-20 Diksha Gupta

Options on baskets (linear combinations) of assets are notoriously challenging to price using even the simplest log-normal continuous-time stochastic models for the individual assets. The paper [5] gives a closed form approximation formula…

Pricing of Securities · Quantitative Finance 2023-02-20 Dongdong Hu , Hasanjan Sayit , Frederi Viens

Modeling relations between components of 3D objects is essential for many geometry editing tasks. Existing techniques commonly rely on labeled components, which requires substantial annotation effort and limits components to a dictionary of…

Graphics · Computer Science 2018-07-05 Minhyuk Sung , Anastasia Dubrovina , Vladimir G. Kim , Leonidas Guibas

We present generalization of the Bloom variety theorem of ordered algebras in fuzzy setting. We introduce algebras with fuzzy orders which consist of sets of functions which are compatible with particular binary fuzzy relations called fuzzy…

Logic · Mathematics 2017-01-11 Vilem Vychodil