Pages that link to "Item:Q1811578"

The following pages link to On weighted possibilistic mean and variance of fuzzy numbers (Q1811578):

Displayed 35 items.

• Weighted portfolio selection models based on possibility theory (Q376652) ‎ (← links)
• The relationship between the minimum-variance and minimax disparity RIM quantifier problems (Q409761) ‎ (← links)
• A multi-objective genetic algorithm for cardinality constrained fuzzy portfolio selection (Q423150) ‎ (← links)
• Modeling uncertain variables of the weighted average operation by fuzzy vectors (Q429598) ‎ (← links)
• A possibilistic approach to risk aversion (Q432187) ‎ (← links)
• An improved index of interactivity for fuzzy numbers (Q533134) ‎ (← links)
• Multidimensional possibilistic risk aversion (Q646133) ‎ (← links)
• Application of weighting functions to the ranking of fuzzy numbers (Q660871) ‎ (← links)
• A note on weighted possibilistic mean (Q703401) ‎ (← links)
• Vagueness evaluation of the crisp output in a fuzzy inference system (Q835304) ‎ (← links)
• Parametric representation of fuzzy numbers and application to fuzzy calculus (Q853413) ‎ (← links)
• The fuzzy Kalman filter: state estimation using possibilistic techniques (Q853439) ‎ (← links)
• Fuzzy portfolio optimization under downside risk measures (Q877972) ‎ (← links)
• Application of possibility theory to investment decisions (Q928180) ‎ (← links)
• Portfolios with fuzzy returns: Selection strategies based on semi-infinite programming (Q929609) ‎ (← links)
• A study of Greek letters of currency option under uncertainty environments (Q984220) ‎ (← links)
• Possibility theory and statistical reasoning (Q1010346) ‎ (← links)
• A jump-diffusion model for option pricing under fuzzy environments (Q1023093) ‎ (← links)
• Possibilistic risk aversion (Q1043262) ‎ (← links)
• Fuzzy net present values for capital investments in an uncertain environment (Q1761106) ‎ (← links)
• On interactive fuzzy numbers (Q1826610) ‎ (← links)
• Pricing currency option based on the extension principle and defuzzification via weighting parameter identification (Q2375610) ‎ (← links)
• On theoretical pricing of options with fuzzy estimators (Q2378233) ‎ (← links)
• The possibilistic moments of fuzzy numbers and their applications (Q2378277) ‎ (← links)
• The revised algorithms of fuzzy variance and an application to portfolio selection (Q2380340) ‎ (← links)
• Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing (Q2389909) ‎ (← links)
• Expected utility operators and possibilistic risk aversion (Q2392557) ‎ (← links)
• Setting due dates to minimize the total weighted possibilistic mean value of the weighted earliness-tardiness costs on a single machine (Q2429059) ‎ (← links)
• Option valuation model with adaptive fuzzy numbers (Q2459625) ‎ (← links)
• Fuzzy coefficient volatility (FCV) models with applications (Q2473222) ‎ (← links)
• Parameterized approximation of fuzzy number with minimum variance weighting functions (Q2473249) ‎ (← links)
• On the maximum entropy parameterized interval approximation of fuzzy numbers (Q2492337) ‎ (← links)
• On possibilistic correlation (Q2568310) ‎ (← links)
• A NEW NOTION OF POSSIBILISTIC COVARIANCE (Q2870772) ‎ (← links)
• Defuzzification as a special way of dealing with retranslation (Q3603673) ‎ (← links)