scholarly journals A fuzzy random multiob jective 0–1 programming based on the expectation optimization model using possibility and necessity measures

2004 ◽  
Vol 40 (3-4) ◽  
pp. 411-421 ◽  
Author(s):  
H. Katagiri ◽  
M. Sakawa ◽  
K. Kato ◽  
I. Nishizaki
Keyword(s):  
Optimization Model ◽  
Expectation Optimization ◽  
Fuzzy Random

Optimization Model of Loan Portfolio Based on Mean Chance

2010 ◽  
Vol 108-111 ◽  
pp. 488-493
Author(s):  
Dong Jing Pan
Keyword(s):  
Neural Network ◽  
Optimization Model ◽  
Real Life ◽  
Fuzzy Random Variable ◽  
Random Variable ◽  
Loan Portfolio ◽  
Hybrid Intelligent Algorithm ◽  
New Model ◽  
Fuzzy Random ◽  
Mean Chance

This paper discusses the problem of loan portfolio in fuzzy random environment, in real life, because of the influence of random and fuzzy factors, the return rates of loan in bank often have fuzzy random characteristic. Mean chance is a measure of fuzzy random variable, based on mean chance, a new optimization model of loan portfolio is provided. To give a general solution to the new model, a hybrid intelligent algorithm is designed. The algorithm integrates fuzzy random simulation, neural network and genetic algorithm. Neural network is employed to calculate the expected value and the mean chance value, it greatly reduce the computational work. At last, a numerical example is presented to illustrate the new model and the proposed new algorithm.

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