相关论文: Fuzziness and Funds Allocation in Portfolio Optimi…

In this paper we consider the strategic asset allocation of an insurance company. This task can be seen as a special case of portfolio optimization. In the 1950s, Markowitz proposed to formulate portfolio optimization as a bicriteria…

We consider the problem of the statistical uncertainty of the correlation matrix in the optimization of a financial portfolio. We show that the use of clustering algorithms can improve the reliability of the portfolio in terms of the ratio…

The paper deals with a lot sizing problem with ill-known demands modeled by fuzzy intervals whose membership functions are possibility distributions for the values of the uncertain demands. Optimization criteria, in the setting of…

Fuzzy clustering methods allow the objects to belong to several clusters simultaneously, with different degrees of membership. However, a factor that influences the performance of fuzzy algorithms is the value of fuzzifier parameter. In…

This paper focuses on specific investments under negotiated transfer pricing. Reasons for transfer pricing studies are primarily to find conditions that maximize the firm's overall profit, especially in cases with bilateral trading problems…

Load balancing is the process of improving the Performance of a parallel and distributed system through is distribution of load among the processors [1-2]. Most of the previous work in load balancing and distributed decision making in…

Portfolio management is an essential component of investment strategy that aims to maximize returns while minimizing risk. This paper explores several portfolio management strategies, including asset allocation, diversification, active…

Stock Market can be easily seen as one of the most attractive places for investors, but it is also very complex in terms of making trading decisions. Predicting the market is a risky venture because of the uncertainties and nonlinear nature…

Fuzzy logic programming is a growing declarative paradigm aiming to integrate fuzzy logic into logic programming. One of the most difficult tasks when specifying a fuzzy logic program is determining the right weights for each rule, as well…

In this paper, a new method based on TOPSIS and optimization models is proposed for multi-attribute group decision-making in the environment of interval-valued intuitionistic fuzzy sets.Firstly, by minimizing the sum of differences between…

This paper discusses a class of uncertain optimization problems, in which unknown parameters are modeled by fuzzy intervals. The membership functions of the fuzzy intervals are interpreted as possibility distributions for the values of the…

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…

The coordinated and efficient distribution of limited resources by individual decisions is a fundamental, unsolved problem. When individuals compete for road capacities, time, space, money, goods, etc., they normally make decisions based on…

We explore a fuzzy modal logic that can formalise probabilistic reasoning about actions and knowledge. In particular, we deal with contexts involving statements about events expressed via modal formulas, e.g., "after doing $a$, the…

Managing investment portfolios is an old and well know problem in multiple fields including financial mathematics and financial engineering as well as econometrics and econophysics. Multiple different concepts and theories were used so far…

This paper focuses on a decentralized profit-center firm that uses negotiated transfer pricing as an instrument to coordinate the production process. Moreover, the firm's headquarters gives its divisions full authority over operating…

This survey reviews portfolio choice in settings where investment opportunities are stochastic due to, e.g., stochastic volatility or return predictability. It is explained how to heuristically compute candidate optimal portfolios using…

Asset allocation is an investment strategy that aims to balance risk and reward by constantly redistributing the portfolio's assets according to certain goals, risk tolerance, and investment horizon. Unfortunately, there is no simple…

Self-adaptive software (SAS) is capable of adjusting its behavior in response to meaningful changes in the operational context and itself. Due to the inherent volatility of the open and changeable environment in which SAS is embedded, the…

Fuzzy quantification is a subtopic of fuzzy logic which deals with the modelling of the quantified expressions we can find in natural language. Fuzzy quantifiers have been successfully applied in several fields like fuzzy, control, fuzzy…