scholarly journals Two-Asset Portfolio – Case of Present Value Given as a Trapezoidal Fuzzy Number

2018 ◽  
Vol 51 (5) ◽  
pp. 293
Author(s):  
Joanna Siwek
Keyword(s):  
Fuzzy Number ◽  
Present Value ◽  
Trapezoidal Fuzzy Number ◽  
Asset Portfolio

scholarly journals Option-Game Approach to Analyze Technology Innovation Investment under Fuzzy Environment

2012 ◽  
Vol 2012 ◽  
pp. 1-9 ◽  
Author(s):  
Yingshuang Tan ◽  
Yong Long
Keyword(s):  
Numerical Analysis ◽  
Fuzzy Number ◽  
Technology Innovation ◽  
Investment Strategies ◽  
Present Value ◽  
Trapezoidal Fuzzy Number ◽  
Fuzzy Environment ◽  
Investment Value ◽  
Asymmetric Duopoly

Based on the model of symmetric and asymmetric duopoly option game, this paper discusses the present value of profit flows and the sunk investment costs for the trapezoidal fuzzy number. It constructs the fuzzy expressions of the investment value and investment threshold of followers and leaders under fuzzy environment and conducts numerical analysis. This offers a kind of explanation to the investment strategies under fuzzy environment.

Multi-asset portfolio with trapezoidal fuzzy present values

2019 ◽  
Vol 65 (2) ◽  
pp. 183-199 ◽  
Author(s):  
Krzysztof Piasecki ◽  
Joanna Siwek
Keyword(s):  
Fuzzy Number ◽  
Portfolio Diversification ◽  
Discount Factor ◽  
Risk Assessments ◽  
Financial Instruments ◽  
Trapezoidal Fuzzy Number ◽  
Numerical Example ◽  
Asset Portfolio ◽  
Theoretical Inference

The main purpose of the following paper is to present characteristics of a multi-asset portfolio in case of present values of composing financial instruments being modelled by a trapezoidal fuzzy number. Throughout the analysis a fuzzy expected discount factor and imprecision risk assessments are calculated. Thanks to that, there arises a possibility to describe the influence of portfolio diversification on imprecision risk. Presented theoretical inference and obtained conclusions are supported by numerical example.

scholarly journals Modeling and Simulation of Emergency Service Facilities Location Problem Under Fuzzy Environment

2014 ◽  
Vol 8 (1) ◽  
pp. 48-52 ◽  
Author(s):  
Zixue Guo ◽  
Meiran Qi
Keyword(s):  
Fuzzy Number ◽  
Emergency Service ◽  
Location Problem ◽  
Set Covering ◽  
Covering Problem ◽  
Trapezoidal Fuzzy Number ◽  
Signed Distance ◽  
Fuzzy Environment ◽  
Facilities Location ◽  
Service Location

The emergency service facilities location is one of the most important issues in the emergency management. This study focused on the location set covering problem (LSCP) for emergency service facilities under fuzzy environment. On the basis of defining the signed distance of trapezoidal fuzzy number, the ranking rules of trapezoidal fuzzy number are defined, the model of emergency service facilities location with fuzzy restraints is proposed, and the solution algorithm for the emergency service location based on the ordering rules of trapezoidal fuzzy number is given. Finally, a numerical simulation is used to illustrate the application of the method, which shows that the algorithm is feasible and advantageous.

Reliability Analysis for Capstan Turret on CNC Lathe

2014 ◽  
Vol 1030-1032 ◽  
pp. 1229-1232
Author(s):  
Shu Meng ◽  
Gui Xiang Shen ◽  
Ying Zhi Zhang ◽  
Li Hui Zhu ◽  
Shu Guang Sun
Keyword(s):  
Failure Analysis ◽  
Reliability Analysis ◽  
Failure Rate ◽  
Fuzzy Number ◽  
Fuzzy Probability ◽  
Fuzzy Information ◽  
Trapezoidal Fuzzy Number ◽  
Cnc Lathe ◽  
Calculation Results ◽  
Failure Tree

Based on failure analysis of CNC lathe capstan turret and building failure tree, according to the fuzzy information provided by the users, engineers and technician, the failure rate is defined as a set of trapezoidal fuzzy number. By means of fuzzy operation, the paper determines the failure fuzzy probability of the capstan turret. By analyzing the calculation results, It proves that this method can be applied to the reliability analysis of CNC lathe capstan turret subsystem, provide a reference for modification design of the capstan turret subsystem.

scholarly journals Behavioural Present Value Defined as Fuzzy Number – a New Approach

2015 ◽  
Vol 15 (2) ◽  
pp. 27-41 ◽  
Author(s):  
Krzysztof Piasecki ◽  
Joanna Siwek
Keyword(s):  
Financial Market ◽  
Fuzzy Number ◽  
Formal Model ◽  
Market Equilibrium ◽  
Present Value ◽  
New Approach ◽  
Behavioural Factors ◽  
The Impact ◽  
Numerical Case Study

Abstract The behavioural present value is defined as a fuzzy number assessed under the impact of chosen behavioural factors. The first formal model turned out to be burdened with some formal defects which are finally corrected in the presented article. In this way a new modified formal model of a behavioural present value is obtained. New model of the behavioural present value is used to explain the phenomenon of market equilibrium on the efficient financial market remaining in the state of financial imbalance. These considerations are illustrated by means of extensive numerical case study.

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