Bounds Pricing Method of Currency Options Based on Triangular Fuzzy Numbers, Fuzzy Programming and Fuzzy Regression

Author(s):  
Fan-Yong Liu
Mathematics ◽  
2021 ◽  
Vol 9 (6) ◽  
pp. 685
Author(s):  
Pavel Škrabánek ◽  
Jaroslav Marek ◽  
Alena Pozdílková

We introduce a new fuzzy linear regression method. The method is capable of approximating fuzzy relationships between an independent and a dependent variable. The independent and dependent variables are expected to be a real value and triangular fuzzy numbers, respectively. We demonstrate on twenty datasets that the method is reliable, and it is less sensitive to outliers, compare with possibilistic-based fuzzy regression methods. Unlike other commonly used fuzzy regression methods, the presented method is simple for implementation and it has linear time-complexity. The method guarantees non-negativity of model parameter spreads.


2016 ◽  
Vol 12 (2) ◽  
pp. 5895-5904
Author(s):  
Frank Dewayne Rogers

This article’s goal is to support the existence of the dual in a Linear Fuzzy Real environment and focus on its application to Linear fuzzy program problems. This concept will apply to linear fuzzy programming problems that contain fuzzy constraints with a crisp objective function, crisp constraints with a fuzzy objective function, or fuzzy constraints with a fuzzy objective function. It is also proposed here that optimizing fuzzy constraints and objectives of the dual linear program that consist of a triplet and are much like triangular fuzzy numbers, but differ in that they are a hybrid fuzzy number that contains characteristics that are both fuzzy and crisp.


Author(s):  
Sapan Kumar Das

AbstractIn this article, we address a fully fuzzy triangular linear fractional programming (FFLFP) problem under the condition that all the parameters and decision variables are characterized by triangular fuzzy numbers. Utilizing the computation of triangular fuzzy numbers and Lexicographic order (LO), the FFLFP problem is changed over to a multi-objective function. Consequently, the problem is changed into a multi-objective crisp problem. This paper outfits another idea for diminishing the computational complexity, in any case without losing its viability crisp LFP issues. Lead from real-life problems, a couple of mathematical models are considered to survey the legitimacy, usefulness and applicability of our method. Finally, some mathematical analysis along with one case study is given to show the novel strategies are superior to the current techniques.


2018 ◽  
Vol 9 (11) ◽  
pp. 1717-1727
Author(s):  
Ajay Minj ◽  
Pathinathan T.

2021 ◽  
Vol 11 (8) ◽  
pp. 3555
Author(s):  
Chien-Hsiung Chen ◽  
Zhongzhen Lin

In the present era, technology is developing rapidly. Smartphones play a significant part in people’s lives. However, the research on smartphones mainly focuses on the area of technological realization. The purposes of this study were to examine the relationship between the various rear cameras in smartphones and consumer perceptions, and to understand consumers’ purchasing intentions and preferences. Through the methods of multidimensional scaling (MDS), factor analysis and triangular fuzzy numbers, the visual images of the smartphone rear cameras were analyzed and discussed. The results indicate that the visual images taken by different shapes of rear camera are quite distinct in the categories of innovative and fashionable, and simple and pure, but less distinct in the categories of harmonious and ordered, premium and technical, and superior and valuable. Through a comprehensive comparison, four groups whose images were similar were created. The outcome effectively reflects the potential consumer demands for smartphone rear camera patterns, providing insights for design practices in the smartphone industry.


2015 ◽  
Vol 22 (1) ◽  
pp. 122-141 ◽  
Author(s):  
Dragisa STANUJKIC

Decision-making in fuzzy environment is often a very complex, especially when related to predictions and assessments. The Ratio system approach of the MOORA method and Intervalvalued fuzzy numbers have already proved themselves as the effective tools for solving complex decision-making problems. Therefore, in this paper an extension of the Ratio system approach of the MOORA method, which allows a group decision-making as well as the use of interval-valued triangular fuzzy numbers, is proposed. Interval-fuzzy numbers are rather complex, and therefore, they are not practical for direct assigning performance ratings. For this reason, in this paper it has also been suggested the approach which allows the expression of individual performance ratings using crisp, interval or fuzzy numbers, and their further transformation into the group performance ratings, expressed in the form of interval-valued triangular fuzzy numbers, which provide greater flexibility and reality compared to the use of linguistic variables. Finally, in this paper the weighted averaging operator was proposed for defuzzification of interval-valued triangular fuzzy numbers.


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