The revised algorithms of fuzzy variance and an application to portfolio selection

DOI10.1007/S00500-009-0407-3MaRDI QIDQ2380340zbMATH OpenOpenAlexFDO

Authors Chung-Tsen Tsao

Publication date 26 March 2010

Published in Soft Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00500-009-0407-3

zbMATH Keywords

fuzzy arithmeticfuzzy standard deviationfuzzy variancerequisite equality constraint

Mathematics Subject Classification ID

Fuzziness in connection with statistical distributions (62E86) Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10)

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Cites work

• \(C_{pk}\) index estimation using fuzzy numbers.
• A review of some methods for ranking fuzzy subsets
• An extension to fuzzy MCDM
• Chandrasekhar algorithms for linear time varying distributed systems
• Correlation of fuzzy sets
• Defuzzification: criteria and classification
• Fuzzy arithmetic with requisite constraints
• Fuzzy measures for a correlation coefficient of fuzzy numbers under \(T_{\text W}\)(the weakest t-norm)-based fuzzy arithmetic operations
• Fuzzy measures for correlation coefficient of fuzzy numbers
• Fuzzy random variables
• Fuzzy random variables - I. Definitions and theorems
• Fuzzy sets
• Fuzzy sets and statistical data
• scientific article; zbMATH DE number 41551 (Why is no real title available?)
• scientific article; zbMATH DE number 51639 (Why is no real title available?)
• On possibilistic mean value and variance of fuzzy numbers
• On statistical inference for fuzzy data with applications to descriptive statistics
• On weighted possibilistic mean and variance of fuzzy numbers
• Operations on fuzzy numbers
• Possibilistic decisions and fuzzy statistical tests
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• Reasonable properties for the ordering of fuzzy quantities. I
• Reasonable properties for the ordering of fuzzy quantities. II
• The fuzzy estimators of fuzzy parameters based on fuzzy random variables
• The fuzzy mathematics of finance
• The variance and covariance of fuzzy random variables and their applications

Cited in

(2)

• scientific article; zbMATH DE number 7338636 (Why is no real title available?)
• Spread of fuzzy variable and expectation-spread model for fuzzy portfolio optimization problem

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