scholarly journals Neutrosophic Portfolios of Financial Assets. Minimizing the Risk of Neutrosophic Portfolios

Mathematics ◽  
2019 ◽  
Vol 7 (11) ◽  
pp. 1046 ◽  
Author(s):  
Marcel-Ioan Boloș ◽  
Ioana-Alexandra Bradea ◽  
Camelia Delcea
Keyword(s):  
Complete Information ◽  
Scientific Paper ◽  
Individual Risk ◽  
Financial Asset ◽  
Financial Assets ◽  
Portfolio Risk ◽  
Minimum Risk ◽  
The Individual ◽  
Portfolio Structure ◽  
Portfolio Return

This paper studies the problem of neutrosophic portfolios of financial assets as part of the modern portfolio theory. Neutrosophic portfolios comprise those categories of portfolios made up of financial assets for which the neutrosophic return, risk and covariance can be determined and which provide concomitant information regarding the probability of achieving the neutrosophic return, both at each financial asset and portfolio level and also information on the probability of manifestation of the neutrosophic risk. Neutrosophic portfolios are characterized by two fundamental performance indicators, namely: the neutrosophic portfolio return and the neutrosophic portfolio risk. Neutrosophic portfolio return is dependent on the weight of the financial assets in the total value of the portfolio but also on the specific neutrosophic return of each financial asset category that enters into the portfolio structure. The neutrosophic portfolio risk is dependent on the weight of the financial assets that enter the portfolio structure but also on the individual risk of each financial asset. Within this scientific paper was studied the minimum neutrosophic risk at the portfolio level, respectively, to establish what should be the weight that the financial assets must hold in the total value of the portfolio so that the risk is minimum. These financial assets weights, after calculations, were found to be dependent on the individual risk of each financial asset but also on the covariance between two financial assets that enter into the portfolio structure. The problem of the minimum risk that characterizes the neutrosophic portfolios is of interest for the financial market investors. Thus, the neutrosophic portfolios provide complete information about the probabilities of achieving the neutrosophic portfolio return but also of risk manifestation probability. In this context, the innovative character of the paper is determined by the use of the neutrosophic triangular fuzzy numbers and by the specific concepts of financial assets, in order to substantiating the decisions on the financial markets.

scholarly journals Optimization of Financial Asset Neutrosophic Portfolios

Mathematics ◽  
2021 ◽  
Vol 9 (11) ◽  
pp. 1162
Author(s):  
Marcel-Ioan Boloș ◽  
Ioana-Alexandra Bradea ◽  
Camelia Delcea
Keyword(s):  
Capital Market ◽  
Financial Risk ◽  
Financial Asset ◽  
Financial Assets ◽  
Portfolio Risk ◽  
Financial Return ◽  
Additional Information ◽  
Triangular Numbers ◽  
The Capital Market

The purpose of this paper was to model, with the help of neutrosophic fuzzy numbers, the optimal financial asset portfolios, offering additional information to those investing in the capital market. The optimal neutrosophic portfolios are those categories of portfolios consisting of two or more financial assets, modeled using neutrosophic triangular numbers, that allow for the determination of financial performance indicators, respectively the neutrosophic average, the neutrosophic risk, for each financial asset, and the neutrosophic covariance as well as the determination of the portfolio return, respectively of the portfolio risk. There are two essential conditions established by rational investors on the capital market to obtain an optimal financial assets portfolio, respectively by fixing the financial return at the estimated level as well as minimizing the risk of the financial assets neutrosophic portfolio. These conditions allowed us to compute the financial assets’ share in the total value of the neutrosophic portfolios, for which the financial return reaches the level set by investors and the financial risk has the minimum value. In financial terms, the financial assets’ share answers the legitimate question of rational investors in the capital market regarding the amount of money they must invest in compliance with the optimal conditions regarding the neutrosophic return and risk.

scholarly journals Analisis Portofolio Optimal Saham Indeks Lq-45 Dengan Model Indeks Tunggal Di Bursa Efek Indonesia

2017 ◽  
Vol 5 (2) ◽  
Author(s):  
ALMUNFARIJAH ALMUNFARIJAH
Keyword(s):  
Central Asia ◽  
Stock Returns ◽  
Optimal Portfolio ◽  
Risk Level ◽  
Portfolio Risk ◽  
Expected Return ◽  
Minimum Risk ◽  
High Return ◽  
The Difference ◽  
Portfolio Return

Rational investors  invest in efficient stocks, the stocks that have  high return with minimum risk. The sample in this study using the stocks in the group LQ-45 index during the period February 2013-July 2013. The purpose of the study was to establish the optimal portfolio and to know the difference between stock returns and the risk of candidate and non-candidate portfolirn On Equity (ROE).The results showed there were 15 stocks that become candidate in a portfolio out of 45 stocks studied with the cut of point value -2.7-7. Optimal portfolio is formed by 15 stocks that have excess returns to beta (ERB) which is greater than the risk-free return (Rf).The largest proportion of funds owned by PT Kalbe FarmaTbk i.e 16,2 %, and the smallest proportion of the funds owned by PT Bank Central Asia Tbk i.e 0,1101288%. Rational investor would prioritize to invest in securities that have a the largest proportion of the funds, because of that large proportion of funds so we will be getting higher profit with the certain risks as well.Investors that will invest theirs funds into these 15 companies that have formes this optimal portfolio would get portfolio profit 2,1-7 and portfolio risk -2.7-7. That portfolio profit is not far different with the expected return of each individual stock. So despite using LQ-45 stocks that have the biggest marketing capitalization and the most liquid infact it has not guarante that investors would gain their expectation of getting portfolio return as what they expected.Risk portfolio of 2,1-7 is smaller than the risk level of each individual stock . Although the establishment of the optimal portfolio yield expected return of portfolio which is not much different with thereturn of individual stock,but still provide the benefit of diversification that is beneficial for reducing the risk of each individual stock

scholarly journals Quantitative Risk Assessment for Aerospace Facility According to Windrose

Energies ◽  
2021 ◽  
Vol 15 (1) ◽  
pp. 189
Author(s):  
Hee Jin Kim ◽  
Kyeong Min Jang ◽  
In Seok Yeo ◽  
Hwa Young Oh ◽  
Sun Il Kang ◽  
...  
Keyword(s):  
Risk Assessment ◽  
Wind Direction ◽  
Fire Frequency ◽  
Quantitative Risk Assessment ◽  
Individual Risk ◽  
Wind Rose ◽  
Minimum Risk ◽  
Failure Data ◽  
Degree Of Damage ◽  
The Individual

Wind direction and speed are the most important factors that determine the degree of damage caused by a jet fire. In this study, the metal hose used to extract/supply fuel was identified as the component with the highest risk for a jet fire occurring at an aerospace facility. A risk assessment was performed to evaluate the individual risk of a jet fire from the metal hose according to the wind direction and speed. HSE failure data was applied for calculating the jet fire probability including metal hose failure, ignition frequency, and jet fire frequency. Which was 3.0 × 10−4. The individual risk of different fatality probabilities was calculated according to the wind rose data for the aerospace facility. The individual risk from jet fire in the aerospace facility was calculated with a maximum risk of 3.35 × 10−5 and a minimum risk of 1.49 × 10−6. The individual risk satisfied HSE ALARP criteria. In addition, firewalls, extinguishing systems, and an emergency shut off system were enhanced, and it was thought that the risk from jet fire could satisfy acceptable criteria.

The importance and significance of gene polymorphisms in preeclampsia

2016 ◽  
pp. 45-49
Author(s):  
P.N. Veropotvelyan ◽  
◽  
I.S. Tsehmistrenko ◽  
N.P. Veropotvelyan ◽  
N.S. Rusak ◽  
...  
Keyword(s):  
Oxidative Stress ◽  
Systematic Review ◽  
Early Diagnosis ◽  
Gene Polymorphisms ◽  
Individual Risk ◽  
Extended Study ◽  
Stress Genes ◽  
Detoxification System ◽  
The Individual ◽  
The Relationship

Was to conduct a systematic review of data on the relationship between polymorphisms genes of detoxification system and development of preeclampsia (РЕ). Рresents the main genes of detoxification system (GSTPI, GSTМI, GSTТI, GРХI, ЕРНХI, SOD-2, SOD-3, CYPIAL, MTHЕR, MTR) and their functions. Of interest is the possibility of calculating the individual risk of PE based on the results about the presence of a combination of different polymorphisms in the genotype of the female. Question about early diagnosis of РЕ remains controversial and not fully understood. It is necessary to conduct further in-depth, extended study of this problem. Key words: preeclampsia, oxidative stress, genes of the detoxification system.

Differentiation of endemic areas by incidence rates of tick-borne infectious diseases as the basis for choosing prevention strategy and tactics

2019 ◽  
pp. 56-61
Author(s):  
N.V. Rudakov ◽  
N.A. Penyevskaya ◽  
D.A. Saveliev ◽  
S.A. Rudakova ◽  
C.V. Shtrek ◽  
...  
Keyword(s):  
High Risk ◽  
Infectious Diseases ◽  
Population Based ◽  
Preventive Therapy ◽  
Incidence Rates ◽  
Prevention Strategy ◽  
Individual Risk ◽  
The Individual ◽  
Integral Assessment ◽  
Very High

Research objective. Differentiation of natural focal areas of Western Siberia by integral incidence rates of tick-borne infectious diseases for determination of the strategy and tactics of their comprehensive prevention. Materials and methods. A retrospective analysis of official statistics for the period 2002-2018 for eight sub-federal units in the context of administrative territories was carried out. The criteria of differentiation were determined by means of three evaluation scales, including long-term mean rates of tick-borne encephalitis, tick-borne borreliosis, and Siberian tick-borne typhus. As a scale gradation tool, we used the number of sample elements between the confidence boundaries of the median. The integral assessment was carried out by the sum of points corresponding to the incidence rates for each of the analyzed infections. Results. The areas of low, medium, above average, high and very high risk of tick-borne infectious diseases were determined. Recommendations on the choice of prevention strategy and tactics were given. In areas of very high and high incidence rates, a combination of population-based and individual prevention strategies is preferable while in other areas a combination of high-risk and individual strategies is recommended. Discussion. Epidemiologic zoning should be the basis of a risk-based approach to determining optimal volumes and directions of preventive measures against natural focal infections. It is necessary to improve the means and methods of determining the individual risk of getting infected and developing tick-borne infectious diseases in case of bites, in view of mixed infection of vectors, as well as methods of post-exposure disease prevention (preventive therapy).

scholarly journals A Compensatory Fuzzy Logic Model in Technical Trading

Axioms ◽  
2021 ◽  
Vol 10 (1) ◽  
pp. 36
Author(s):  
Norma P. Rodríguez-Cándido ◽  
Rafael A. Espin-Andrade ◽  
Efrain Solares ◽  
Witold Pedrycz
Keyword(s):  
Fuzzy Logic ◽  
Technical Analysis ◽  
Graphical Analysis ◽  
Logic Model ◽  
Financial Asset ◽  
Financial Assets ◽  
Novel Approach ◽  
Subjective Assessments ◽  
Efficient Prediction ◽  
High Degree

This work presents a novel approach to prediction of financial asset prices. Its main contribution is the combination of compensatory fuzzy logic and the classical technical analysis to build an efficient prediction model. The interpretability properties of the model allow its users to incorporate and consider virtually any set of rules from technical analysis, in addition to the investors’ knowledge related to the actual market conditions. This knowledge can be incorporated into the model in the form of subjective assessments made by investors. Such assessments can be obtained, for example, from the graphical analysis commonly performed by traders. The effectiveness of the model was assessed through its systematic application in the stock and cryptocurrency markets. From the results, we conclude that when the model shows a high degree of recommendation, the actual financial assets show high effectiveness.

scholarly journals A New Medical Record Proposal to the Prognostic Risk Assessment for MRONJ in Oncologic Patients: “Sapienza Head and Neck Unit” Proposal

2021 ◽  
Vol 18 (4) ◽  
pp. 1851
Author(s):  
Edoardo Brauner ◽  
Silvia Mezi ◽  
Alessandro Ciolfi ◽  
Chiara Ciolfi ◽  
Resi Pucci ◽  
...  
Keyword(s):  
Multidisciplinary Approach ◽  
Bone Cancer ◽  
Osteonecrosis Of The Jaw ◽  
Individual Risk ◽  
Medical Report ◽  
Oncologic Patients ◽  
Antiangiogenic Drugs ◽  
Dental Screening ◽  
The Individual

Medication-related osteonecrosis of the jaw (MRONJ) is an adverse event associated with antiresorptive and antiangiogenic drugs. The use of these drugs in the treatment of cancer patients with bone metastasis is necessary and standardized in the literature. A multidisciplinary approach for the patient’s management is strongly recommended. Therefore, it should be necessary to integrate the path of these subjects with a dedicated dental screening in order to first assess the individual risk of developing a MRONJ, and then to plan dental treatments and oral hygiene sessions, and finally to schedule a follow-up to intercept and treat early osteonecrosis. The aim of this manuscript is to propose a new simple medical report to evaluate patients affected by metastatic bone cancer in order to reduce the risk of developing MRONJ.

Prediction of pre-eclampsia

2021 ◽  
pp. 1753495X2098401
Author(s):  
Konstantinos Giannakou
Keyword(s):  
Early Recognition ◽  
Routine Care ◽  
Current Evidence ◽  
Individual Risk ◽  
Negative Consequences ◽  
Predictive Tool ◽  
Mortality And Morbidity ◽  
Maternal Mortality And Morbidity ◽  
Conducting Research ◽  
The Individual

Pre-eclampsia is a leading cause of neonatal and maternal mortality and morbidity that complicates approximately 2–8% of all pregnancies worldwide. The precise cause of pre-eclampsia is not completely understood, with several environmental, genetic, and maternal factors involved in its pathogenesis and pathophysiology. An accurate predictor of pre-eclampsia will facilitate early recognition, close surveillance according to the individual risk and early intervention, and reduce the negative consequences of the disorder. Current evidence shows that no single test predicts pre-eclampsia with sufficient accuracy to be clinically useful. A combination of markers into multiparametric models may provide a more useful and feasible predictive tool for pre-eclampsia screening in the routine care setting than a test of either component alone. This review presents a summary of the current advances on prediction of pre-eclampsia, highlighting their performance and applicability. Key priorities when conducting research on predicting pre-eclampsia are also analyzed.

scholarly journals Financial and Labor Benefits of the Individual TB Risk Assessment Model for Annual TB Screening

2020 ◽  
Vol 41 (S1) ◽  
pp. s234-s234
Author(s):  
Kristin Sims ◽  
Roger Stienecker
Keyword(s):  
Risk Assessment ◽  
Health Care ◽  
Assessment Model ◽  
Health Care Personnel ◽  
Individual Risk ◽  
Tuberculosis Screening ◽  
Hospital System ◽  
National Tuberculosis ◽  
The Individual ◽  
The Cost

Background: Since 1991, US tuberculosis (TB) rates have declined, including among health care personnel (HCP). Non–US born persons accounted for approximately two-thirds of cases. Serial TB testing has limitations in populations at low risk; it is expensive and labor intensive. Method: We moved a large hospital system from facility-level risk stratification to an individual risk model to guide TB screening based on Tuberculosis Screening, Testing, and Treatment of US Health Care Personnel: Recommendations from the National Tuberculosis Controllers Association and CDC, 2019. This process included individual TB risk assessment, symptom evaluation, TB testing for M. tuberculosis infection (by either IGRA or TST) for HCP without documented evidence of prior LTBI or TB disease, with an additional workup for TB disease for HCP with positive test results or symptoms compatible with TB disease. In addition, employees with specific job codes deemed high risk were required to undergo TB screening. Result: In 2018, this hospital system of ~10,000 employees screened 7,556 HCP for TB at a cost of $348,625. In 2019, the cost of the T Spot test increased from $45 to $100 and the cost of screening 5,754 HCP through October 31, 2019, was $543,057. In 2020, it is anticipated that 755 HCP will be screened, saving the hospital an estimated minimum of $467,557. The labor burden associated with employee health personnel will fall from ~629.66 hours to 62.91 hours. The labor burden associated with pulling HCPs from the bedside to be screened will be reduced from 629.66 hours to 62.91 hours as well. Conclusion: Adoption of the individual risk assessment model for TB screening based on Tuberculosis Screening, Testing, and Treatment of US Health Care Personnel: Recommendations from the National Tuberculosis Controllers Association and CDC, 2019 will greatly reduce financial and labor burdens in healthcare settings when implemented.Funding: NoneDisclosures: None

Clinical Score and Machine Learning-Based Model to Predict Diagnosis of Primary Aldosteronism in Arterial Hypertension

Hypertension ◽  
2021 ◽  
Vol 78 (5) ◽  
pp. 1595-1604
Author(s):  
Fabrizio Buffolo ◽  
Jacopo Burrello ◽  
Alessio Burrello ◽  
Daniel Heinrich ◽  
Christian Adolf ◽  
...  
Keyword(s):  
Machine Learning ◽  
Arterial Hypertension ◽  
Primary Aldosteronism ◽  
Learning Algorithm ◽  
Area Under The Curve ◽  
Clinical Score ◽  
Machine Learning Algorithms ◽  
Supervised Machine Learning ◽  
Individual Risk ◽  
The Individual

Primary aldosteronism (PA) is the cause of arterial hypertension in 4% to 6% of patients, and 30% of patients with PA are affected by unilateral and surgically curable forms. Current guidelines recommend screening for PA ≈50% of patients with hypertension on the basis of individual factors, while some experts suggest screening all patients with hypertension. To define the risk of PA and tailor the diagnostic workup to the individual risk of each patient, we developed a conventional scoring system and supervised machine learning algorithms using a retrospective cohort of 4059 patients with hypertension. On the basis of 6 widely available parameters, we developed a numerical score and 308 machine learning-based models, selecting the one with the highest diagnostic performance. After validation, we obtained high predictive performance with our score (optimized sensitivity of 90.7% for PA and 92.3% for unilateral PA [UPA]). The machine learning-based model provided the highest performance, with an area under the curve of 0.834 for PA and 0.905 for diagnosis of UPA, with optimized sensitivity of 96.6% for PA, and 100.0% for UPA, at validation. The application of the predicting tools allowed the identification of a subgroup of patients with very low risk of PA (0.6% for both models) and null probability of having UPA. In conclusion, this score and the machine learning algorithm can accurately predict the individual pretest probability of PA in patients with hypertension and circumvent screening in up to 32.7% of patients using a machine learning-based model, without omitting patients with surgically curable UPA.

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