Estimating Weight of Stocks using Ambiguity Index and its Application to Type-2 Intuitionistic Fuzzy Portfolio Selection

2021 ◽  
Vol 1 (1) ◽  
pp. 1
Author(s):  
Anusha Vulimiri ◽  
Sireesha Veeramachaneni
Keyword(s):  
Portfolio Selection ◽  
Fuzzy Portfolio Selection ◽  
Intuitionistic Fuzzy

On a Relationship Between Fuzzy Measures and AIFS

2016 ◽  
Vol 24 (06) ◽  
pp. 847-858 ◽  
Author(s):  
VicenÇ Torra ◽  
Yasuo Narukawa ◽  
Ronald R. Yager
Keyword(s):  
Fuzzy Sets ◽  
Intuitionistic Fuzzy Sets ◽  
Fuzzy Measures ◽  
Intuitionistic Fuzzy ◽  
Atanassov Intuitionistic Fuzzy Sets ◽  
Interval Valued

The literature discusses several extensions of fuzzy sets. AIFS, IVFS, HFS, type-2 fuzzy sets are some of them. Interval valued fuzzy sets is one of the extensions where the membership is not a single value but an interval. Atanassov Intuitionistic fuzzy sets, for short AIFS, are defined in terms of two values for each element: membership and non-membership. In this paper we discuss AIFS and their relationship with fuzzy measures. The discussion permits us to define counter AIFS (cIFS) and discretionary AIFS (dIFS). They are extensions of fuzzy sets that are based on fuzzy measures.

scholarly journals A TYPE-2 FUZZY OPTIMIZATION MODEL FOR PROJECT PORTFOLIO SELECTION AND SCHEDULING INCORPORATING PROJECT INTERDEPENDENCY AND SPLITTING

2021 ◽  
Vol 27 (2) ◽  
pp. 493-510
Author(s):  
Samaneh Zolfaghari ◽  
Seyed Meysam Mousavi ◽  
Jurgita Antuchevičienė
Keyword(s):  
Portfolio Selection ◽  
Optimization Model ◽  
Fuzzy Optimization ◽  
Project Portfolio ◽  
Time Value Of Money ◽  
Solution Approach ◽  
Project Portfolio Selection ◽  
The Interest Rate ◽  
Interval Type

This paper presents a new optimization model and a new interval type-2 fuzzy solution approach for project portfolio selection and scheduling (PPSS) problem, in which split of projects and re-execution are allowable. Afterward, the approach is realized as a multi-objective optimization that maximizes total benefits of projects concerning economic concepts by considering the interest rate and time value of money and minimizes the tardiness value and total number of interruptions of chosen projects. Besides, budget and resources limitation, newfound relations are proposed to consider dependency relationships via a synergy among projects to solve PPSS problem hiring interval type-2 fuzzy sets. For validation of the model, numerical instances are provided and solved by a new extended procedure based on fuzzy optimistic and pessimistic viewpoints regarding several situations. In the end, their results are studied. The results show that it is more beneficial when projects are allowed to be split.

Sign in / Sign up

Export Citation Format

Share Document