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» Fuzzy Sets in Financial Analysis
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EOR
2006
94views more  EOR 2006»
13 years 7 months ago
Portfolio rebalancing model with transaction costs based on fuzzy decision theory
The fuzzy set is one of the powerful tools used to describe an uncertain environment. As well as quantifying any potential return and risk, portfolio liquidity is taken into accou...
Yong Fang, K. K. Lai, Shouyang Wang
CSDA
2006
122views more  CSDA 2006»
13 years 7 months ago
The fuzzy approach to statistical analysis
For the last decades, research studies have been developed in which a coalition of Fuzzy Sets Theory and Statistics has been established with different purposes. These namely are:...
Renato Coppi, María Angeles Gil, Henk A. L....
ADMA
2009
Springer
121views Data Mining» more  ADMA 2009»
13 years 5 months ago
Quantitative Comparison of Similarity Measure and Entropy for Fuzzy Sets
Comparison and data analysis to the similarity measures and entropy for fuzzy sets are studied. The distance proportional value between the fuzzy set and the corresponding crisp se...
Hongmei Wang, Sanghyuk Lee, Jaehyung Kim
RSFDGRC
2009
Springer
14 years 2 months ago
Fuzzy Sets and Rough Sets for Scenario Modelling and Analysis
Abstract. Both fuzzy set theory and rough set theory play an important role in data-driven, systems modelling and analysis. They have been successfully applied to building various ...
Qiang Shen
TFS
2008
112views more  TFS 2008»
13 years 7 months ago
Gradual Numbers and Their Application to Fuzzy Interval Analysis
Abstract-- We introduce a new way of looking at fuzzy intervals. Instead of considering them as fuzzy sets, we see them as crisp sets of entities we call gradual (real) numbers. Th...
Jérôme Fortin, Didier Dubois, H&eacut...