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.

Two-Asset Portfolio with Triangular Fuzzy Present Values – An Alternative Approach

2017 ◽  
Vol 64 (1) ◽  
pp. 59-78
Author(s):  
Krzysztof Piasecki ◽  
Joanna Siwek
Keyword(s):  
Fuzzy Number ◽  
Triangular Fuzzy Number ◽  
Portfolio Diversification ◽  
Risk Assessments ◽  
Alternative Approach ◽  
Asset Portfolio

The main purpose of this article is to present characteristics of a two-asset portfolio in case of present values of assets being given by a triangular fuzzy number. Fuzzy expected discounting factor for a portfolio and imprecision risk assessments for the imprecision burdening a portfolio were appointed throughout the paper. Thanks to this, the influence of portfolio diversification on an imprecision risk was analyzed and some interesting conclusions were stated.

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.

IMPLICATION - BASED FUZZY TERNARY SEMIGROUPS FOR ISOLATED SYSTOLIC HYPERTENSION USING PENTAGONAL FUZZY NUMBER MATRIX

2021 ◽  
Vol 10 (6) ◽  
pp. 2909-2917
Author(s):  
G. Sheeja ◽  
E. Rupavathi
Keyword(s):  
Fuzzy Number ◽  
Medical Diagnosis ◽  
Systolic Hypertension ◽  
Graphical Representation ◽  
Isolated Systolic Hypertension ◽  
Numerical Example

In this paper, medical diagnosis concerning isolated systolic hypertension and a study on implication operators is introduced, but fuzzy pentagonal number matrix concepts developed to give a numerical example and graphical representation are also established.

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.

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