Pages that link to "Item:Q1811578"
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The following pages link to On weighted possibilistic mean and variance of fuzzy numbers (Q1811578):
Displayed 50 items.
- Forecasting portfolio returns using weighted fuzzy time series methods (Q289002) (← links)
- 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)
- New fuzzy insurance pricing method for giga-investment project insurance (Q896206) (← 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)
- An evolutionary algorithm for multiobjective fuzzy portfolio selection models with transaction cost and liquidity (Q1666014) (← links)
- A new criterion of choice between generalized triangular fuzzy numbers (Q1677925) (← links)
- New definitions of mean value and variance of fuzzy numbers: an application to the pricing of life insurance policies and real options (Q1679653) (← links)
- On risk aversion under fuzzy random data (Q1697823) (← links)
- Possibilistic risk aversion in group decisions: theory with application in the insurance of giga-investments valued through the fuzzy pay-off method (Q1701923) (← links)
- Fuzzy net present values for capital investments in an uncertain environment (Q1761106) (← links)
- Options pricing with time changed Lévy processes under imprecise information (Q1794512) (← links)
- A novel robust fuzzy stochastic programming for closed loop supply chain network design under hybrid uncertainty (Q1795042) (← links)
- Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
- On interactive fuzzy numbers (Q1826610) (← links)
- A European option pricing model in a stochastic and fuzzy environment (Q2248260) (← links)
- Application of Lévy processes and Esscher transformed martingale measures for option pricing in fuzzy framework (Q2252399) (← links)
- How different are ranking methods for fuzzy numbers? A numerical study (Q2353907) (← 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)
- The total return swap pricing model under fuzzy random environments (Q2398729) (← 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)
- Construction of Fuzzy Control Charts Based on Weighted Possibilistic Mean (Q2921867) (← links)
- A new method for prioritized multi-criteria group decision making with triangular intuitionistic fuzzy numbers (Q2988562) (← links)